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Monte Carlo based EA
Ahli sejak Jul 20, 2011
31 hantaran
Jul 30, 2011 at 13:56
TheCyclist posted:
Not so sure, weather last six months been so extreme and everyone is being affected. With the tsunami pointing a big finger at nuclear as dangerous, and with the weather doing what it's doing, it seems people are suddenly going to realise climate change is here to stay and it's going to affect everyone, and nuclear isn't the answer.
Actually, the tsunami exposed a vulnerability in a 40 year old BWR design, one that the new plant designs do not have. We now use passive cooling in the event of a complete loss of offsite power, so you wouldn't see what happened in Japan.
It's also amazing how you place so much emphasis on the nuclear disaster. How many people died from Fukushima, and how many died from the earthquake and tsunami? It's easy to loose perspective when scary words like "nuclear" get thrown out there, but be my guest, cover the whole planet in wind mills and solar panels, good luck paying for electricity and finding a place to live.
forex_trader_28881
Ahli sejak Feb 07, 2011
691 hantaran
Jul 31, 2011 at 02:56
Subsea. Doesn't have to impact land at all.
I work in the oil industry. Had to install a rig a few years ago, thing was like a bloody play-station. Just plugged it in, took 2 weeks. We can easily do the same with a tidal farm. Just plonk em down and plug em in. Not that much of a technical challenge and cost be on par if not cheaper with building a giant nuclear reactor. And scalability. Can easily reduce or increase capacity as required.
South Africa so far spent Zar 22 billion on the new pebble beds and not a single pebble was put down. That's one hell of a lot of generator units they could have put down.
Look I think nuclear is better than anything else we have at the moment. Oil is just as dangerous as the GOM accident highlighted. Whether mass hysteria or not, people don't want nuclear any-more. The cost of an accident is to high. And clearly accidents happen. Oil the same.
We have alternatives and should get behind them. Take a few more accidents, but the time will come where the change comes from bottom up. And we're almost at that point, I believe anyway....
I like the internal combustion engine. Big smelly loud thumping Harley's and ground churning off road machines are my thing, but I think we'll all be on some green electric whiny sounding modes of transport in the not so distant future.
I work in the oil industry. Had to install a rig a few years ago, thing was like a bloody play-station. Just plugged it in, took 2 weeks. We can easily do the same with a tidal farm. Just plonk em down and plug em in. Not that much of a technical challenge and cost be on par if not cheaper with building a giant nuclear reactor. And scalability. Can easily reduce or increase capacity as required.
South Africa so far spent Zar 22 billion on the new pebble beds and not a single pebble was put down. That's one hell of a lot of generator units they could have put down.
Look I think nuclear is better than anything else we have at the moment. Oil is just as dangerous as the GOM accident highlighted. Whether mass hysteria or not, people don't want nuclear any-more. The cost of an accident is to high. And clearly accidents happen. Oil the same.
We have alternatives and should get behind them. Take a few more accidents, but the time will come where the change comes from bottom up. And we're almost at that point, I believe anyway....
I like the internal combustion engine. Big smelly loud thumping Harley's and ground churning off road machines are my thing, but I think we'll all be on some green electric whiny sounding modes of transport in the not so distant future.
Ahli sejak Aug 01, 2010
96 hantaran
Jul 31, 2011 at 22:21
gatornuke posted:
I welcome any comments or questions.
Hi gatornuke.
I believe that this software will help you with your EA.
http://www.adaptrade.com/Builder/index.htm
They offer a free trial.
Good job.
Tradingboy
I Trade You Profit. Forex is suitable for smart and patient people...
forex_trader_27988
Ahli sejak Jan 26, 2011
974 hantaran
Aug 01, 2011 at 01:44
i am sitting here in a coffee shop, some chica has a pdf opened up with a title of:
monte carlo study of correlated continuum.
2 weird/.
position in progess.
balance: 3207
margin used: 1090
profit: -455
target: yes.
monte carlo study of correlated continuum.
2 weird/.
position in progess.
balance: 3207
margin used: 1090
profit: -455
target: yes.
forex_trader_27988
Ahli sejak Jan 26, 2011
974 hantaran
Aug 01, 2011 at 01:57
TheCyclist posted: I work in the oil industry.
do you trade?
just curious..
z/.
Ahli sejak Jul 20, 2011
31 hantaran
Aug 01, 2011 at 15:51
Alanfx1 posted:
gatornuke posted:
I welcome any comments or questions.
Hi gatornuke.
I believe that this software will help you with your EA.
http://www.adaptrade.com/Builder/index.htm
They offer a free trial.
Good job.
Tradingboy
Thanks, but I don't see how that could help. I'm using MT4, not trade station, and my EA is fully coded, so it's a little late for a GUI code generator. Besides, I doubt I'd be able to code a monte carlo routine in a canned code generator program, and if so, it's probably be more difficult and less efficient than using the scripting language itself.
In addition, it seems like that software takes a history and optimizes an indicator-triggered trading routine over that given history. Those approaches tend to perform quite poorly during forward/live testing.
Ahli sejak Aug 01, 2010
96 hantaran
Aug 02, 2011 at 01:39
Hi gatornuke,
You EA makes it's own Monte Carlo on the fly, is that?
You EA makes it's own Monte Carlo on the fly, is that?
I Trade You Profit. Forex is suitable for smart and patient people...
Ahli sejak Jul 20, 2011
31 hantaran
Aug 02, 2011 at 02:18
It makes a Monte Carlo simulation on every 1 minute bar, simulates the next two hours of trading, and if the probability of a move in any given direction is sufficiently high, it enters a trade.
forex_trader_27988
Ahli sejak Jan 26, 2011
974 hantaran
Aug 02, 2011 at 02:22
(disunting Aug 02, 2011 at 02:41)
gatornuke posted:
Thanks, but I'm not really a math guru. I just have a master's in nuclear engineering, which lends itself well to this approach. I just hope it pays off.
i believe you.
there is no need to convince me that you are not a math guru.
not with a demo account that has seen a maximum upside of 4% and is now sitting at -3%, lol.
but, srsly, how did you manage to acquire a master's degree in nuclear engineering, yet you do not feel confident enough to think of yourself as a math guru, especially in this crowd?
exactly what type of person would you consider to be a math guru?
if it isnt some guy with a master's in nuclear engineering, i do not know who it would be...
btw, monte carlo stuff looks and sounds good on paper, it just does not work on the charts.
oh yeah, watch the video.. that way, at least maybe you will have something to work on that might work..
happy demo trading,
zero/.
forex_trader_27988
Ahli sejak Jan 26, 2011
974 hantaran
Aug 02, 2011 at 02:55
Ahli sejak Aug 01, 2010
96 hantaran
Aug 02, 2011 at 11:26
Hi gatornuke,
what kind of anti-martingale do you use to set risk?
Or there is a Monte Carlo to set the risk?
what kind of anti-martingale do you use to set risk?
Or there is a Monte Carlo to set the risk?
I Trade You Profit. Forex is suitable for smart and patient people...
Ahli sejak Jul 20, 2011
31 hantaran
Aug 02, 2011 at 15:46
The risk is set by the monte carlo uncertainty bands as TP/SL. A certain amount of principal is risked with each entry by adjusting the lots accordingly. The data in my broadcast system is the result of several experiments aimed at further analyzing my process and performing design-of-experiment analysis between different variants and operational modes. It is meaningless by itself without looking at my experimental setups and analysis on my blog. I plan on starting a proof-of-principle test aimed at making money in a month or two.
Ahli sejak Jul 20, 2011
31 hantaran
Aug 03, 2011 at 20:28
zzzero posted:
btw, monte carlo stuff looks and sounds good on paper, it just does not work on the charts.
That's probably because most financial applications use a simple Brownian motion approach. My approach is based on Monte Carlo methods for modeling of subatomic particles with variable multidimensional sampling functions. This is a higher degree of complexity than even Markov chain approaches.
Of course, whether it makes money or not remains to be seen.
forex_trader_27988
Ahli sejak Jan 26, 2011
974 hantaran
Aug 03, 2011 at 21:13
i appreciate your work, simply due to the fact that you are doing your own thing..
good luck.
good luck.
Ahli sejak Aug 01, 2010
96 hantaran
Aug 04, 2011 at 02:01
Hi gatornuke.
Do you know the Claude Shannon Demon?
I did know about his work in this book: Fortune's Formula: The Untold Story of the Scientific Betting System That Beat the Casinos and Wall Street by William Poundstone
I know you have the skill to apply it to your Monte Carlo EA.
It would be a very very interesting experiment.
Best regards.
Tradingboy
Do you know the Claude Shannon Demon?
I did know about his work in this book: Fortune's Formula: The Untold Story of the Scientific Betting System That Beat the Casinos and Wall Street by William Poundstone
I know you have the skill to apply it to your Monte Carlo EA.
It would be a very very interesting experiment.
Best regards.
Tradingboy
I Trade You Profit. Forex is suitable for smart and patient people...
Ahli sejak Jul 20, 2011
31 hantaran
Aug 04, 2011 at 13:40
No Alan, I hadn't heard of that before. I'll look into it. Thanks.
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