The weakest link in trading – this trader :) It's not a secret to anybody)
That's why, for their 7 for years, the thought of algorithmizing my trading never left me. I caught fire several times… but then it always faded away.
However, I am now fully aware, what I have no other way. Several factors put pressure on this..
1) Over time and after the accumulation of experience my trading has evolved well. There are quite a few pieces of the assembled puzzle, and I begin to feel, that I do not have time in manual mode to keep everything in my head on many instruments at the same time. And to trade 1-2 I think the tool is trite not rational. I don't have many signals, to reduce the number of tools.
All in all, in business – it is as if a small office before trying to continue to conduct its accounting on its knees at hundreds of times increased turnover… It starts to slow down, turns into a routine, but is solved by the acquisition of 1C :)
2) Despite the complexity of the strategy I made a lot of progress in formalizing it. This is certainly far from that, what a programmer needs to hear, however i am ready to try. It's all about graphic interpretation – it is easier for a person to see the formations, than the algorithm. Plus a ton of nuances, which you take into account in the order of things and do not even catch yourself thinking about it.
3) When I came to trading, мне было 23 of the year… Hormones played, tilts, Depression, euphoria… it was the norm :) I even liked it. Сейчас мне 30 and I already feel, that's not quite right, what I need :) Despite, that the palette of emotions when trading has become scarce dozens of times – I want to get rid of it completely. Despite, that the number of errors made for 7 years fell many times – want completely get rid of reasons to reflect and reproach yourself for something. Well, somehow it's not the same age, what le)
4) I used to always feel lack of discipline, that it needs to be tightened and then I will be pleased with myself. However, now I am ready to admit, what NEVER… NEVER (!!!) не смогу на 100% execute your own algorithm. Yes, I can earn by trading, but I can never make that much, how much COULD. Ideally. And this is not a sign of cowardice, just time convinced me: on 100% правила может выполнять только robot, and a man is not a robot – that's the whole problem. Somewhere to sit out, miss a signal somewhere, to be a little mistaken somewhere, piss somewhere – THIS IS NORMAL :) And this, fuck, свойственно человеку! Don't make a tragedy out of this. You need to solve the problem and solve it not by endless fucking your mosgs. And most – this particular option.
5) Помимо всего прочего – I have a ton of ideas to improve the algorithm, however, they gather dust in my head for months. I just don't have time to manually check their viability on the charts. And trade more 7 years with experimental innovations, to be convinced of this is just stupid :) Try to trade everything at once, what comes into your head, I could in the early years of my trading… но никак не сейчас :) The brains seem to be in place.
That's why… need a quick unbiased backtest, but this cannot be done, if the strategy is still not algorithmized.Algorithmization of addition, what already is – this, undoubtedly, path to more accelerated development in the future.
6) I began to value my time much more. Before, flushing years of your life down the toilet for every trash, I did not feel any serious loss. Immediately, when the day is wasted – it hurts me, I cannot remain indifferent to this. Hope, shifting the entire routine to the robot and just periodically checking the correctness of its work, I will free up more time at least looking for new ideas in trading, but as a maximum – on myself, future family and children.
7) If I still succeed in converting my train of thought into numbers for everything 100% and write an independent algo, yes so, so that the result is no worse than that, what i do manually – I myself straight, pi # dec, as I notice :) It will be just a huge leap.. several steps forward.. damn the steps – it will be an elevator! Ie. in this for me there is a certain sporting interest.. this is a kind of challenge to myself.
8) Anticipating potential shit drilling about my previously condescending attitude towards algorithmic traders – I will immediately indicate my position:
Trying to write an algorithm for a ready-made system, in which you understand the meaning – Okay.
Trying to write an algorithm for the sake of an algorithm, not understanding what its meaning is, why it should work without understanding the market mechanics – poorly.Somehow in a personal conversation with G. Fishman I asked – why do all these ardent backsters have algorithms, who post fabulous backtest returns, do not work in the real market?
The answer was simple, как пень:“BECAUSE THEY CATCHED THEM“.That's the whole answer. NO LOGIC – therefore, they will not be able to get from the entrance to the take-profit along the new trajectories. Although the old, already known trajectories, they would make fortunes :) In other words, a navigator on Moscow roads will not help you in Milan. And vice versa.
That's why, I think, that it developed absolutely right. Ie. then, what am I 7 years traded by hand, and did not try to make bots – and created, Consequently, that experience and understanding of the market, which i have.
On the market the same thing happens for decades: money from weak hands is redistributed to strong. So here to see, feel exactly how weak players behave and why – you can only participate in the process directly. Ie. Dada, right in this mess :) Volfix MarketDelta did a lot for a basic presentation of what is happening for me… I haven't used them for a long time, however, seeing how it looks from the inside pushed me to the correct logical chains in the future.
————–
Despite all of the above, I admit the likelihood of crap and fail сделать то, what is up to. So long, I just decided to declare my intentions and thoughts in this regard – and there, as they say, all the will of God :)
Amen.
p.S.
Well… Consequently…
Where to buy CME futures historical data cheaper, than officially from CME? :) Can't be teak, possible starting from 5 minutes. Дайте советы)))
