Part 1.
Why fabulous?
Because it's gone 2 months like me striving to algorithmize your trading completely… and while this is more like a fairy tale to me, чем на быль :)
What exactly has been done?
Out of 8 weeks, I managed to work fully only 3-4.
A separate system analysis of each individual chart is fully algorithmic.
Ie. robot на всех открытых графиках в NinjaTrader вместо меня выделяет нужные мне поддержки\сопротивления\боковики\тренды. Ie. does that, what i do daily, at the beginning of the trading day.
All in all, I've already put a little routine on him.
On the one side… already good. 1 stage passed. But…
It was the easiest stage, in which I knew exactly what and how to do… and where did it fail, quickly found a solution.
Then blood pressure began.
Because. I use multiple timeframe analysis + instruments closest in correlation, the robot must put many different pictures into one and form an opinion.
I have no idea yet, how can he do it.
Why? Because I myself have no idea, how i do it). I look at all this bunch of graphs, then a minute of magic and magic… And….*ta-daaam!!* market opinion is ready! :)
So this is exactly what happens in the period of magic and sorcery… in what particular sequence and with what coefficients I have not yet been able to formalize. But I'm working on it.
Conclusions and summaries:
Now I am completely convinced, that trying to formalize your trade can only be beneficial, no matter, will it succeed in the end or not.
While I was trying to understand thoroughly the entire logical chain of my trading decision, i came across some gaps… which my brain somehow jumped.. or replaced with something.. I do not know.
But the fact remains – I found so many questions, which I could not answer, that he just went crazy.
It made me study the market again, study your deals, etc.. etc., develop shorter. Up to this point I thought, that I know everything. Теперь я знаю, I don't know what the fuck :).
По каким часовым поясам смотреть открытия\закрытия дневных свечей, what to do when there is one situation on the current futures, gluing another, on the calculated index third, on ETF четвертая, the fifth on the spot market.. and it's all for the same instrument – this is a good question for me.
What are the tasks for the near future:
I still want to create “theory of everything”. I thought I had it. In reality, I had “theory of individual moments”.
Clear deliberate mixing algorithm “moment theory” in “theory of everything” turns out to be absent.
Don't bother and do “по проще”, if only it was profitable, я не хочу. What did I spend then 7 years?
I want to realize myself and put all my knowledge and experience into it. Fundamentally.
All in all, Napoleonic plans. The process of creating a mega-algorithm is somewhat similar to this))
They are worried about my students. They are fine, because. I teach people, not robots… they have the same brain as me. They understand what to do.
