my journal 2

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another source of stress

Another source of stress today and lately is the fact that my two journals "my journal" and "my journal 2" will not be next to one another any more, because soon "my journal" will surpass wasp's journal in terms of views, and they will be parted, and will have the wasp between them.

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This is not easy, to live with such a constant worry in my mind. Because I know it will be months before this journal reaches 45k views and gets reunited and ranked right next to my other journal again. In life we have to learn to accept what we cannot change. This is one of those asymmetries I will have to live with.
 
interesting web site

A friend at work gave me this link:
http://bizinformazione.it/www.trade2win.com

I used it for trade2win and it's a very interesting service. Except it's in Italian, which is surprising, because it's quite well made.

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I like statistics. This is the most interesting bit of information to me: visitors by city.
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Some of the data is not completely comprehensible to me, and I don't know how reliable it is, but it definitely provides a lot of details.
 
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You have your thread listings ranked by number of views. I have mine listed by latest post which I believe is the standard setting as I've never changed it. So most people will not see your journals listed together anyway...

Sam.
 
megamuel said:
You have your thread listings ranked by number of views. I have mine listed by latest post which I believe is the standard setting as I've never changed it. So most people will not see your journals listed together anyway...

Sam.
Click to expand...

Travis loves the attention, and his journals have seen many views over the years and he's making a point of it. That's all this is about. Views on his journal is a goal of his and maybe posts, thats why he posts videos alot. He'll deny it, but he knows deep inside thats the truth.

Sam i noticed you post very late at night. Where are you from?
 
brettus said:
Travis loves the attention, and his journals have seen many views over the years and he's making a point of it. That's all this is about. Views on his journal is a goal of his and maybe posts, thats why he posts videos alot. He'll deny it, but he knows deep inside thats the truth.

Sam i noticed you post very late at night. Where are you from?
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I'm from the UK but I work in a pub so finish late and I'm a night owl anyway! He's certainly a character our Travis! Was it you that was posting here the other day about ForexMorningTrade?

Sam.
 
megamuel said:
I'm from the UK but I work in a pub so finish late and I'm a night owl anyway! He's certainly a character our Travis! Was it you that was posting here the other day about ForexMorningTrade?

Sam.
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I think Adamus posted about it and i said it worked and maybe something else. Travis is definitely a character. Yea i've been doing nights as we sacked our night trader recently, so we're taking it in turns. Noone really posts at 2am.
 
Yeah, of course I like the attention and I can easily admit it: I like writing and I like to be read. And of course I am a character, I am the character and at the same time the author of the journal, and if I weren't an interesting character, who says what's on his mind and doesn't worry to conform to the norm, the journal would not be worth reading. Imagine a journal written by you: "you're weak", "the chart game is stupid", "you're definitely a character"... that's your contribution to the journal so far. Imagine if you had to write a whole journal of this stuff. That's why you just come here to bust my balls.

Anyway, some people are characters, some have character, and some people neither. By the way let me know if you have any news about that GBL data from your friend please. Disktrading.com still has not answered.
 
travis said:
Yeah, of course I like the attention and I can easily admit it: I like writing and I like to be read. And of course I am a character, I am the character and at the same time the author of the journal, and if I weren't an interesting character, who says what's on his mind and doesn't worry to conform to the norm, the journal would not be worth reading. Imagine a journal written by you: "you're weak", "the chart game is stupid", "you're definitely a character"... that's your contribution to the journal so far. Imagine if you had to write a whole journal of this stuff. That's why you just come here to bust my balls.

Anyway, some people are characters, some have character, and some people neither. By the way let me know if you have any news about that GBL data from your friend please. Disktrading.com still has not answered.
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Haha. Am i right though? You hate the truth though. The only interesting bits of this journal are the mental breakdowns, thats why you get people reading it. Sorry, but that's just human nature seeing others struggle. You probably have many people reading it and just not posting anything, so they have contributed nothing what so ever, at least i told you you have to be your own person now and living under your parents money will never get you anywhere. All this doesn't matter anyway. I'm going to contribute something now, it's not much and i very much doubt you will do it, but see that ForexMorningTrade journal. That system works, use it. Not just that it opens your mind to other ideas. I have already come up with ideas to make it even better, i'm sure you can too. I'll ask him today.
 
Oh, good. Finally some positive contribution. Do contribute the GBL data, too, thanks. So it will make it worthwhile to put up with all your previous negative posts.

About the mental breakdowns, that's not the case, but thanks for the feedback.

Let us officially record your third insult:
http://dictionary.reference.com/browse/character
"Informal. an odd, eccentric, or unusual person."
 
travis said:
Oh, good. Finally some positive contribution. Do contribute the GBL data, too, thanks. So it will make it worthwhile to put up with all your previous negative posts.

About the mental breakdowns, that's not the case, but thanks for the feedback.

Let us officially record your third insult:
http://dictionary.reference.com/browse/character
"Informal. an odd, eccentric, or unusual person."
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Being a character isn't a bad thing.
 
Actually it was me that said you were a character, Brettus just agreed. I did not mean it in a negative way. Why do you have to take everything as an insult? I just meant that you are different, particular, honest, funny. Refreshingly different to most of the posters on here. Being a character is a good thing.
 
Thanks for the compliments.

I take everything as an insult, because, as I wrote before, I grew up as an only child with a father who only criticized me for everything I did: school, talking, walking, shaving, hair-cut, sports... everything. Never a good word, never a pat on the shoulder. Never a "good job". So obviously now I am fed up with it, I have a phobia for it, and whenever I hear any criticism or anything that might suggest criticism or that might precede criticism, I make sure I fight it off from the start.

"Character" turned out to be a compliment because I complained about it. If I hadn't complained about it, the next member might have written that I'm a creep.


http://en.wikipedia.org/wiki/My_Iron_Lung_(EP)

 
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wow, interesting blog by this guy:
http://www.lifetimefinance.blogspot.com/

A bit too many formulas for me.

It turns out he's a teacher and explains his formulas here:
http://www.stanford.edu/~wfsharpe/art/sr/sr.htm

Mmh, this seems a little different from what a friend of mine recently told me:
It is a simple matter to compute an ex post Sharpe Ratio using a spreadsheet program. The returns on a fund are listed in one column and those of the desired benchmark in the next column. The differences are computed in a third column. Standard functions are then utilized to compute the components of the ratio. For example, if the differential returns were in cells C1 through C60, a formula would provide the Sharpe Ratio using Microsoft's Excel spreadsheet program:

AVERAGE(C1:C60)/STDEV(C1:C60)

The historic Sharpe Ratio is closely related to the t-statistic for measuring the statistical significance of the mean differential return. The t-statistic will equal the Sharpe Ratio times the square root of T (the number of returns used for the calculation). If historic Sharpe Ratios for a set of funds are computed using the same number of observations, the Sharpe Ratios will thus be proportional to the t-statistics of the means.
Click to expand...

He used square root of 250 but the number of returns was only 150. Why is that?

Oh, here's another link:
http://www.stanford.edu/~wfsharpe/ws/wi_perf.htm

Anyway, I'll now take my best systems (except the GBLs because I have no data) and measure what we will call their "sharpe" ratios (it's the name of the guy who wrote on that blog).

I am going to multiply the final value by the number of weeks in a year (52) times the number of years used. Yeah, that's what I'll do.

Sharpe Ratio:
=10*AVERAGE(B6:B104)/STDEV(B6:B104)

Profit Factor:
=SUMIF(B6:B104,">0",B6:B104)/ABS(SUMIF(B6:B104,"<0",B6:B104))


Most of the systems that perform well... by the way I am ranking the systems by an average of profit factor and sharpe ratio because they're very close to one another and I find it useful to use an average of the two.

Most of the systems that perform well we're already using. YES!!! Good finding. This means they performed well in forward-testing, too, because that's how I picked them.

Those we are not using, it's because they were recently created and I haven't forward-tested them long enough yet.

Here's attached the file with the whole list of the best systems and their sharpe ratio on a monthly basis.
 

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