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Search: Posts Made By: semiopen
Forum: Traders Hideout May 20th, 2020, 09:11 AM
Replies: 47
Views: 11,494
Posted By semiopen
I've been in the game since 1980 when I started...

I've been in the game since 1980 when I started to work on Wall Street. You're just taking a comment I made about my motivation and ludicrously misinterpretting it to imply I don't know what I'm...
Forum: Traders Hideout May 20th, 2020, 07:57 AM
Replies: 47
Views: 11,494
Posted By semiopen
Still looking for a someone else to post data. ...

Still looking for a someone else to post data. I'll be humble when I see how the people play strategies for a living. More than a few posts on here seem to be from people who are drunk.
Forum: Traders Hideout May 19th, 2020, 06:03 PM
Replies: 47
Views: 11,494
Posted By semiopen
(Open + High + Low + Close + Close) * .2 -...

(Open + High + Low + Close + Close) * .2 - Dividing by 5 is impolite, much tougher for the computer than multiplication. I've used that for 20 years, it makes no important difference in the strategy...
Forum: Traders Hideout May 19th, 2020, 03:46 PM
Replies: 47
Views: 11,494
Posted By semiopen
Thanks for that. Sorry the other link didn't...

Thanks for that.

Sorry the other link didn't open. The simplest way to find it is to search foxforce5. Two articles should come up.

Regarding your criticisms, at least some are debatable...
Forum: Traders Hideout May 19th, 2020, 01:23 PM
Replies: 47
Views: 11,494
Posted By semiopen
I understand, my former strategy experience got...

I understand, my former strategy experience got results that say, sort of worked on IBM but failed badly on HPQ for example. That would be OK if that was the best one could do; that's as good as...
Forum: Traders Hideout May 19th, 2020, 07:37 AM
Replies: 47
Views: 11,494
Posted By semiopen
Maybe that is the problem. That is not a list of...

Maybe that is the problem. That is not a list of trades it is a summary of trades. A trade is not a good construction because it just clumps consecutive days holding a position together. These are...
Forum: Traders Hideout May 18th, 2020, 04:10 PM
Replies: 47
Views: 11,494
Posted By semiopen
Anybody here like Tech? How is this for the...

Anybody here like Tech?

How is this for the last 400 days? Exactly the same parameters as health care, 191 days in the market out of 400, beats buy and hold by a factor of almost 3. Nothing to...
Forum: Traders Hideout May 18th, 2020, 02:25 PM
Replies: 47
Views: 11,494
Posted By semiopen
Here is an example, using big Health Care stocks....

Here is an example, using big Health Care stocks.

The current buy and hold return is LogRet. TotRet is the strategies return. Notice the strategy beats all of the buy and hold and shows a nice...
Forum: Traders Hideout May 18th, 2020, 02:08 PM
Replies: 47
Views: 11,494
Posted By semiopen
I know NinjaTrader somewhat, don't think that is...

I know NinjaTrader somewhat, don't think that is any different design wise... a bell, a whistle there. Log return isn't the only issue.

I think the multiple security issue is the easiest way...
Forum: Traders Hideout May 18th, 2020, 10:32 AM
Replies: 47
Views: 11,494
Posted By semiopen
I haven't seen it anywhere. I know tradestation...

I haven't seen it anywhere. I know tradestation quite well and they produce a trade list. You can also only analyze one security at a time. If a strategy works on one equity it should probably...
Forum: Traders Hideout May 18th, 2020, 08:58 AM
Replies: 47
Views: 11,494
Posted By semiopen
Almost nobody uses natural log returns, I didn't...

Almost nobody uses natural log returns, I didn't either until the middle of last year and I've been doing this kind of work for many decades - first strategy in the early 80s plus a lot of studying...
Forum: Traders Hideout May 17th, 2020, 10:56 PM
Replies: 47
Views: 11,494
Posted By semiopen
The major problem with commercial strategies is...

The major problem with commercial strategies is that they do not use natural log returns. If you don't use those there is no hope, at least for the stuff I do.

Backtesting is a big issue because...
Forum: Traders Hideout May 17th, 2020, 07:38 PM
Replies: 47
Views: 11,494
Posted By semiopen
Just submitted my article. I work on...

Just submitted my article.

I work on objective data not opinions. It gets into pretty advanced data science but I'm a practitioner as opposed to theoretician.

In my article I recommend...
Forum: Traders Hideout May 17th, 2020, 02:12 PM
Replies: 47
Views: 11,494
Posted By semiopen
Yeah, that is a better explanation of what I was...

Yeah, that is a better explanation of what I was trying to express.

I'm writing a new article on Specter/FF5 on seekingalpha. Turns out it beats buy and hold for about 30 years being in the...
Forum: Traders Hideout May 17th, 2020, 08:16 AM
Replies: 47
Views: 11,494
Posted By semiopen
Yes, you're right. I responded to the...

Yes, you're right.

I responded to the original post despite it's rather incoherent original paragraph. The second paragraph (I think) said that moving averages cannot be used effectively and that...
Forum: Traders Hideout May 15th, 2020, 09:45 PM
Replies: 47
Views: 11,494
Posted By semiopen
I guess you have to be born into being a...

I guess you have to be born into being a leveraged trader, because I haven't seen a real coherent explanation of what is going on with that. Personally I can't stand risk, thats why I do research. ...
Forum: Traders Hideout May 15th, 2020, 08:43 PM
Replies: 47
Views: 11,494
Posted By semiopen
You can plot one or two moving averages on a...

You can plot one or two moving averages on a chart but there is only a limited number of them that the eye can look at. I use a computer and my mind to find a strategy, having eyes are real helpful...
Forum: Traders Hideout May 15th, 2020, 03:33 PM
Replies: 47
Views: 11,494
Posted By semiopen
My thesis is that charts are quite probably...

My thesis is that charts are quite probably demonstrably worthless for anything other than glancing at.

This is because charts falsely show action on two dimensions. One of the dimensions is time...
Forum: Traders Hideout May 14th, 2020, 09:11 PM
Replies: 47
Views: 11,494
Posted By semiopen
I have a thread about moving average trading in...

I have a thread about moving average trading in Elite something here, with an earlier thread in Stocks and ETFs.

An article I wrote for SeekingAlpha a few days ago shows a moving average strategy...
Showing results 1 to 19 of 19

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