[CIC] Your Brilliant Idea

Hi TCT, what I did was the following steps (repeating over and over): 1. brainstorming an idea (i.e., a system), 2. programming that system, 3. back-testing the system against history data, 4. optimizing parameters if step#3 looked OK, 5. examining the testing report to fix the system, and 6. archiving or throwing away. Sometimes a simple idea took a lot of time to write. Testing was easier because computer could run 24x7, but some complex systems took many days to get a report.

Your brilliant idea of changing parameters dynamically is very good, which I never thought about. Maybe it could be the key to resolve the puzzle. Also I would suggeset you go with a similar route - the artificial neural network approach, which I never tried.

Thanks for your kind words. About experience, I don't care to tell people and myself if I am defeated. Yes, I have lots of experience of losing money. After so many years of trading of almost anything, the market has taught me one thing - the market is always right. About trading rules, yes and no. Now the only rule I keep in mind is rick control.

Yes, I am a pure TA guy. Disregarding I used to write FA daily market comments, I believe only TA. When I was writing FA stories, I had two boxes - one was good FA/news and the other one bad stuff. I picked whatever good or bad I want to write to give readers a reason. Whatelse could I do? That's how the financial market is/was, and that's what those naive FA believers wanted. My trading is solely based on TA because this is a money game (or killing game) - bulls want to slaughter bears while bears want to kill bulls too.

Good Luck on Trading!

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• 回复：[CIC] Your Brilliant Idea -TCT- ♂ (806 bytes) () 10/18/2009 postreply 08:47:46