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[amibroker] Re: Trading International Portfolios



PureBytes Links

Trading Reference Links

As usual you are hinting at some very interesting ideas/questions - 
anywhere from 2-10.

To provide some context.



A trading fiction by z:


I am not an international trader.
I am a virtual trader.

The objective of the game is to start with a set capital account and 
maximise the annual % return.
The player with the max return is the winner for that year.

I am at war with the 'otherworld' whose inhabitants are known amongst 
gamesters as 'the Worlds' (tax collectors, providers, accountants, 
lawyers, brokers, advisors etc).

The objective of the Worlds is to gain a share of the traders capital 
for themselves.

The Worlds control the rules of the game.
The rules are a composite and constantly morph.
Not all rules can be known in advance and they don't necessarily have 
to be fair or consistent.
If a gamester asks a World for an interpretation they are not 
compelled to answer, or give a correct answer.
The Worlds are constantly squabbling amongst themselves, and fighting 
each other, for a bigger stake in the game.

They create and provide all of the infrastructure, and virtual 
content of the game, for which they receive worldly tokens.

I have a game profile (age, account size, skills, personality, 
experience, tools etc).
My profile can be changed in some, but not all, areas.
To change a property of the profile requires a proactive effort. 
Sometimes that involves a massive input of energy.
Profile changes often take a while to be approved. 

The nature of the game varies and comprises several sub-games. 
I have nominated Technical Analysis as my sub-game of choice.

In preparation for the game I have spent years studying and 
practising the Laws of Technical Analysis.

I have played many simulated games.

I have read many instruction manuals.

I have purchased analytical software, and like a pubescent 
sportsperson, I have trained long and hard with it, to build my 
trading muscle.

I have developed my game philosophy, and strategies, and mentally 
rehearsed them over and over.

I am ready to play.

I know that the game will be fast and furious and full of unexpected 
turns and twists.

There will be some unanticipated events.

I know that I can't carry all of my training aids with me - they are 
too heavy and will slow me down.

I abandon them.

I no longer require the long analytical work outs - I change to a 
portable small analytical backup tool (if necessary the rules of the 
game allow withdrawal, to return to analytical development etc, 
provided the player has the required funds to rejoin the game)

I choose my trading vehicle - a single desk multi-asset trading 
platform with superior leveraging and exotic short instruments.

The platform optimises my prepared strategies.
It is not the safest platform around.
The skill levels needed to drive the multi are much higher than the 
other models.
I am taking on extra risks but I want to win - I don't want to come 
second.
I can't do that with the slower vehicles.

I know that the platform isn't 100% dependent and that it does not 
have all of the tools I need.

If my strategy isn't performing or I want to use diverse strategies I 
will have to change platforms (sometimes the Worlds change the 
platform so that it is no longer attuned to my needs).

I can change platforms during the game, but this can be a fatal 
distraction (I have reasearched a wide range of trading platforms, in 
advance, and I am ready to make a quick move if needed).

I have researched all of the available, albeit incomplete, training 
material for my chosen platforms (it is essential to memorize every 
detail, of their performance capabilities, in advance).



I am ready.

Let the game begin.

Winner takes all.

Losers are banished from the game forever!

brian_z


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