Canadian Data

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December 8, 2021 at 9:41 am #102174

Nick Radge
Keymaster

To become a tester, email

[email protected]

Subject: Chartist mentor group – Canada Stocks testing

Email contents: Norgate Data username:

December 11, 2021 at 6:59 am #114171

JulianCohen
Participant

Can we use this to discuss/share information on the TSX?

I’ll start

What brokerage settings is anyone using?

What are you using as the symbol for an Index Filter?

I worked out the Index Filter…SPTSX.ca

December 12, 2021 at 10:41 pm #114176

JulianCohen
Participant

Also should anyone need it the ETF to use as a Benchmark is XSP.ca which is the equivalent to SPY on the US markets, or so I’m reliably informed eh!

December 28, 2021 at 2:07 am #114178

Nick Radge
Keymaster

What universe are you using? Just TSX default?

December 28, 2021 at 4:40 am #114222

JulianCohen
Participant

I was using SPTSX the TSX 60 Index for this particular strategy I was testing.

December 28, 2021 at 5:40 am #114223

Nick Radge
Keymaster

ok. I just built a custom watchlist for the full market.

Solid results using my tweaked up version of the WTT.

29% CAGR but steep drawdown in 2011 of 39%. Will take a closer look at that.

December 28, 2021 at 11:25 am #114224

JulianCohen
Participant

I couldn’t get much above 18% CAGR…however I don’t have a big drawdown at all in 2011…

Rotation seems feasible too

I’m not sure how much I want to explore into another market….still thinking that one through. I basically threw all my strategies at it as is, with no changes to parameters and they all held up…so as a test for robustness I’m happy on that front

December 28, 2021 at 10:32 pm #114225

Nick Radge
Keymaster

Yeah…I tend to agree.

At a very brief glance, seems much more volatile.

December 31, 2021 at 10:58 pm #114172

ScottMcNab
Participant

Started testing on TSX…daily trend following systems did better on TSX small caps so I ended up building a custom watch list for the entire market too…very small exposure for MOC systems (4-5%) but systems all did ok except for rotn …could not build a rotation system to save my life

January 6, 2022 at 5:27 am #114173

ScottMcNab
Participant

I have only 2 days left on subscription as alpha tester..will expire over weekend..emailed norgate support but no response so far …I seem to remember from previous beta testing something quirky about the expirations…has anyone experienced short subscription times that “auto reset” or do I need to do anything please ? I logged into subscription and USA and AUS current till end of year and no option for TSX. Thanks

January 6, 2022 at 6:28 am #114271

JulianCohen
Participant

I’m the same. Hoping it will just roll over and all will work as usual

January 7, 2022 at 1:42 am #114272

ScottMcNab
Participant

Thanks Julian…shame it has to happen on the weekend…fingers crossed

January 27, 2022 at 3:18 am #114226

TaranveerSingh
Member

Julian Cohen wrote:

Rotation seems feasible too

Hey Julian,
what stats did you get on rotational?
(to confirm, you used TSX 60?)

January 27, 2022 at 11:05 am #114338

JulianCohen
Participant

Sorry Taranveer I don’t remember exactly. I did use TSX 60 yes. I just did a simple rotation strategy, I didn’t jazz it up at all.

I mainly used the Canadian data to test all my working strategies and ensure that they produced positive results completely untouched, which they did. New data is hard to come by.

January 28, 2022 at 12:49 am #114339

TaranveerSingh
Member

Thanks Julian. Ya all good. Glad to know the systems didn’t fall apart (all the info I need to go on). Waiting to get somethings sorted and be up and running with a bigger account now. Cheers
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