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ebbnflow's Account Talk
- Thread starter ebbnflow
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ebbnflow
Ebbchart
I'm back to the F-fund for Monday. Have a nice weekend everybody.
Just changed it to G-fund for Monday. I just read the G-fund thread and most people think it's Monday for the G-penny.
ebbnflow
Ebbchart
Oooh. You're starting to look very professional!
Great work!
These are not my real moves. I'm just trying the graphics out. I tried spinning it before, but I had 9 images (dollar and stop sign) on one post and went over the limit of 4 images allowed. I found a solution though -- I got it in groups of three and I only need 8 ($$$,$$X,$XX,$X$,XXX,XX$,X$$,X$X) to mix and match it.
.............FRI..MON..TUE
C-fund....
S-fund....
I-fund.....
It works!
fabijo
Well-known member
Dang, I should have been on the S-fund today (+.69%) instead of the C-fund (+.29%). Shoulda, coulda, oh well. It wasn't only me, a lot of people got spooked by the -.95% drop the S-fund took yesterday.
Yeah, that stinks. The problem with these delays is that the monkey told me to get back into the S Fund after looking at yesterday's close, which meant I'm only getting back in today after the nice run up.
What do you guys think is the problem? I suppose your programs are yielding around 22% or 25% gain a year? without counting the moneys saved in the TSP system from the paycheck? Just guessing, maybe the answer to this is that (for example) a program can measure many repeated formations or charts such as head and shoulder patterns, and so forth). The computer may be successful in comparing fractal patterns more or less effectively, but perhaps the missing intangibles or unmeasurable factors have to do with varying degrees of changes such as in the reality of human behavior, financial, and/or geopolitical surprises, or other influences that are not captured by a trading program. Refining the program is the big question, isn't it?
fabijo
Well-known member
Funny you bring that up, sponsor. Today, I was just planning out my next programming project around this issue. I am going to be experimenting with a project (who knows how long it could take) that uses different "investor" objects within a program. There will be different types of investors who interpret today's price differently. The long term, mid term, short term, and day trading investors will each look at today's data with different glasses. I will also include a standard Gaussian model. All of these "investors" (or more appropriately, interpreters) will have a prediction of tomorrow's price. Then I will need to play with different weighing factors for each of the investors. The net result will be a predicted price for tomorrow. :blink:
Then after that, I will work on ending world poverty. :nuts:
ayla
Member
YES! I have definitely seen the same problem when I have done backtesting with some of my strategies. Making the move the next day gives us a HUGE handicap (duh). One of my tests had results showing that it caused results to be 10% less for the year when making the IFTS at a realistic time, i.e. the next day.
This is one of the reasons I'm leaning in the direction (for now anyway) of trying to accept the fact that BUY AND HOLD is our best option. (note the term "trying". I'm not there yet, LOL)
fabijo
Well-known member
I'm starting to go that way, too. At least to buy and hold for a longer period than one day. Then there is always the problem of knowing which one to buy.
ebbnflow
Ebbchart
Here's how the ebbtracker sees it for next week:
.............MON..TUE..WED
C-fund.....
S-fund.....
I-fund......
Which means I'm on the G-fund for Monday and Tuesday, and it's the S-fund for me on Wednesday.
Sponsor, that's just the ebbtracker's crystal gazing gypsy doodler sidekick.
Rod
Well-known member
I better do this now before I forget. Made an IFT to the S-fund today.
You... you.. contrarian, YOU!
ayla
Member
I better do this now before I forget. Made an IFT to the S-fund today.
Seems like I remember that your system does best when the market is "rough". Didn't you make it through the May-June-2006 pullback without too much damage?
Good luck!
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