墨鉴

Five years honing quantitative trading strategy, day 11. Although these 11 days have experienced extreme market conditions, the curve is still perfect.

Watching your big losses really makes me envious, having money is great. My losses are all due to testing the system, less than 4000 yuan in 5 years. Without a solid profit-generating system as a foundation, I really don't dare to increase my investment. I've tested countless strategies, and none have passed 100 backtests. This system is all my effort, and I don't plan to invest any more funds. Since it has passed my tests, even a few dozen yuan in capital will make me rich. Everything is left to time.

The first week of the real trading of the quantitative strategy refined over 5 years has ended.

Cannot find a private link without a VPN

Comrades, I have finally simplified my strategy. The system testing has long been completed, and it is clearly a profitable system, yet it has not made any profit. The reason is the inability to control trading outside the system. Through learning, I have finally achieved quantification. Now my feeling is one of extreme emptiness; the days of staring at the market and being absorbed in it are over. Trading does not require enlightenment; a sustainable profitable system and mechanical operation can accomplish it. I wish everyone success in reaching the shore soon.

Recognition, may I ask if the title of the book is called Mathematical Principles of Economic Philosophy? I want to read it.

If you have a principal of 100 and invest 1 each time, stopping loss when you lose, then you can make 100 attempts. If you go bankrupt, then there is a problem with your strategy. If you invest 100 at once and hold until bankruptcy, then that is a problem with your thinking.

#日内交易策略 This is how I built my trading system. If the strategy can be quantitatively backtested, then do it; if not, do it manually. If the backtest results are good, then trade with a small amount of real money. Due to limited funds and low stress tolerance, I can only pursue strategies with high win rates and low profit-loss ratios. The chart below shows the strategy that I am currently quite satisfied with, which is undergoing live testing. By the way, I must complain that the transaction fees are really too high. 😡

Stop-loss is the condom of your trading system. Not wearing it? Wait to be wiped out by the market!

Do you think you're investing? Stop deceiving yourself; trading without a stop-loss is gambling, and the dumbest kind at that— even the seasoned players in the casino know when to cash out, while you foolishly let losses run wild until your account hits zero and then you cry for help.

The market has no sympathy for you; it will only tell you with bloody reality: **‘No stop-loss? Then wait to be minced into meat paste!’** Every penny lost into the abyss is something you've personally fed to the market, because you can't even stick to the most basic trading discipline.

What ‘just wait a bit longer for a rebound’, ‘this time it’s different’? Nonsense! History only repeats itself in various ways, and you will just become another skeleton beneath the candlestick chart. Stop-loss is not weakness, it’s the baseline for survival; cutting positions is not failure, it’s saving bullets for tomorrow’s fight.

Either be a bit tougher on yourself now, or wait for the market to execute you slowly—choose, idiot!

Keep it up