Posted by DigiNomad on 21st of Feb 2023 at 04:15 pm
Adjusted to Delta neutral (still slightly negative but not as
much as I have been) into the close. I have been crushing it on the
short side, but pigs get slaughtered...
DigiNomad, what signals do you use to enter your swing positions
and to trigger your entries? A couple of example might be
instructive. Thanks in advance!
Posted by James_Roe on 21st of Feb 2023 at 04:19 pm
Yeah frustratingly it now looks like the trade might close out
positively, although it's still holding as of today.
Goes to show that there is tough psychology on the system
design side of things too, we've tried hard to limit drawdown on
these systems because we feel a lot of pressure from the community
when a trade is going against the market, but it's also often not
the best way to maximize alpha.
I know Matt is planning to revisit that trade in the future
to make it a little less painful to sit through, but if it ends up
exiting as a positive trade we'll be kicking ourselves for bowing
to pressure.
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Adjusted to Delta neutral (still
Posted by DigiNomad on 21st of Feb 2023 at 04:15 pm
Adjusted to Delta neutral (still slightly negative but not as much as I have been) into the close. I have been crushing it on the short side, but pigs get slaughtered...
DigiNomad, what signals do you
Posted by junkie on 21st of Feb 2023 at 05:01 pm
DigiNomad, what signals do you use to enter your swing positions and to trigger your entries? A couple of example might be instructive. Thanks in advance!
vicky, the DVDS system had
Posted by icecoldjones on 21st of Feb 2023 at 04:16 pm
vicky, the DVDS system had a first ES short entry on 1/23 and a second entry on 1/26 and they both were closed manually on 2/13.
DVDS still open as per
Posted by kattap on 21st of Feb 2023 at 07:43 pm
DVDS still open as per the charts and also as per Matt's Message. ES system
Yeah frustratingly it now looks
Posted by James_Roe on 21st of Feb 2023 at 04:19 pm
Yeah frustratingly it now looks like the trade might close out positively, although it's still holding as of today.
Goes to show that there is tough psychology on the system design side of things too, we've tried hard to limit drawdown on these systems because we feel a lot of pressure from the community when a trade is going against the market, but it's also often not the best way to maximize alpha.
I know Matt is planning to revisit that trade in the future to make it a little less painful to sit through, but if it ends up exiting as a positive trade we'll be kicking ourselves for bowing to pressure.