Thread: userque's Account talk

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Still Long TNA

TNA/TZA Trading Chart (Still Long):
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EbbCharts is expected to join this TNA/TZA Challenge in a few trading days or so. Fyi.

Still Long TNA, working on new chart/tally design. May post the old or new design late tonight with the current figures.

PS

Made major improvements to the system. It can now trade from multiple strategies; determining which one to use for a given trade, based upon recent market action, and also based upon the gains that that strategy would have historically provided when compared to the other strategies it's been taught. (As a result, it can now choose to take a cash position.) All parameters for the system and its strategies are brute-force optimized by the compute to create rules/strategies I would have never considered on my own.

I've also given it an 'exceptions' capability. It doesn't use moving averages, but a simple example would be if one trades when the MA's cross: an 'exception' might be "go long when these MA's cross, EXCEPT when ..." The 'exception' ability allows for extreme flexibility and adaptability as the system decides it's own exceptions based upon the thousands of realistic back-tests it does internally while brute-forcing for optimal parameters.

Another example: trading with the 9 and 12 day moving averages. If I programmed my system to trade with this indicator, it would first figure out which parameters work best. Maybe 9 and 12 aren't the best for the instrument being traded. I could also give it another strategy, RSI, for example, with its parameter: days. It would crunch numbers for both of them, optimizing the parameters and deciding when to follow the RSI or rather to follow the SMA's, also while logging any exceptions to the general rules it's figuring out.

The minor drawback is that I have to somewhat manually do a one-time processing of the historical raw data that it uses when back-testing. Prior to now, that was never a priority as I've never had a system, before a few days ago, that used back data in this manner. So I'll now make doing that a priority. I'm back dated to only October 2013 so far...it has more learning to do.

Finally, I'll be making a separate version, slightly tweaked to optimize within the two-trades-per-month restrictions of the TSP.

Que

yeah, but can it do the dishes? the last dishwasher i had quit on me.

Originally Posted by burrocrat

yeah, but can it do the dishes? the last dishwasher i had quit on me.

ha, no, but it can help you buy a new one.

CASH for 6-23-14 while I do some system maintenance.

UPDATE: LONG for 6-23-14 (Should have been long for today as well...oh well. New system; still working out some kinks.)

Discovered a few bugs with the Solver. But this one bug was/is scary. Solver seemed to lose the optimal solution it had worked so long and hard to find. This is the bug that caused me to go to CASH here and in the S-Fund Challenge. A few minutes after the close Friday, I discovered a work-around that, thus far, has worked each time. It does take a couple of minutes to do though.

This brings up a good point. When I used to day-trade, I would sometimes put an 'exit/closing' order in for the next trading session just in case something went wrong (passed out, arrested, power outage, phone lines down, computer crash, etc.) and I was unable to place the 'real' order. If I were 'ok' by the next session close, I would simple cancel that order and place the real order, if any. A fail safe.

Some hackers also have a setup where their computers will thoroughly wipe the hard drive (EMP?) and memory if they don't hear from them within a certain time frame. A fail safe.

Did you know, you can also set your Google account to implode if it doesn't hear from you after a certain length of time? (You can also set it to notify someone as well.) A fail safe?.

Well, after letting the Solver implementation (for both S-Fund Challenge and the TSP) of my NN's run for hours+, the 'returns' are much much greater than I've posted previously. But I'll let the tracker and Challenges have the final say on that. (There are fundamental differences in how traditional NN software tackles a problem vs. how Solver does it. It's interesting, but techie. Solver requires much more pre-processing, but its results can be more 'on point' as it can perform calculations within each iteration. Tradition NN's don't. But with Solver, you have to know a lot more about your problem and what you are looking to find than you do with tradition NN's. IOW: which one to use?...depends.)

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When it was just me, I was going to post extremely detailed transaction information for my TNA/TZA trades. Now that EbbCharts has joined in, this will be impractical (TMI per screenshot). Instead, I expect to use a setup similar to that used in the S-Fund Challenge. We will be either fully: cash, long TNA, or short TNA, for simplicity. But I am toying with the idea of posting my trades on a TNA stock chart as well.

UPDATE:

Forgot to mention. I wanted to clarify about something I mentioned prior, just to be clear(er?). This Solver NN uses pattern matching of historical data back to 2004. However, it optimizes its trading decisions (long, short, cash) using data, thus far, back to 9-2013. This is the data I'm back updating at a (planned) rate of 10 trading days per day. Takes about 15 minutes or so to do. I could do more, but it's so tedious.

yeah, but can the solver do dishes? the last two-legged solver i employed quit when i offered to pay it to do the dishes. apparently the work was beneath her.

Originally Posted by burrocrat

yeah, but can the solver do dishes? the last two-legged solver i employed quit when i offered to pay it to do the dishes. apparently the work was beneath her.

unfortunately no, but again, it can help you buy a new dishwasher, two-legged or otherwise.

(In addition to everything else,) I (eventually) intend to rig a version of my system to trade NUGT/DUST, the most volatile etf's I know of. If it does well, .