Darryl’s Journal

[Anonymous]

Back from Holidays/Honeymoon and happy to back to continue with paper trading and development.

I’m trying to improve my system (MR over US market) to not place so many orders (that dont get filled) but struggling to find a good filtering method that still maintains great results :unsure:

[Nick Radge]

Why is placing non-filled orders an issue?

[Anonymous]

Nick Radge wrote:

Why is placing non-filled orders an issue?

just trying to minimise orders and still have great returns… with the API its really not a huge issue. ideally I would like to have time to go through each chart before placing the order but when there is up to 100 orders or more this can be an issue

[Anonymous]

June results from paper trading US MRV system:

Everything is on track and within MCS results/limits. Basically ready to begin trading but will wait until around mid July for the “official launch”
The main reasons for waiting are:
– to iron some uncertainty/details I had with position sizing
– implementing another strategy

I have now resolved my questions of position size and will keep it simple by using a 10/20 position size/max positions setup.

Still completing stress testing of MRV strategy over the AU market that so far has good enough returns. The changes between US and AU MRV strategies are:
– AU doesnt use an RSI in the filter
– AU changes the stretch when the index filter is down rather than turing off completely

All good so far

[Anonymous]

weekly update on paper trading US MR system:
I had a “brain-fade” this wednesday where i placed 20 buy-limit orders that didnt match my exact strategy. I think i had some old settings in the parameter dialog that i forgot to reset. I was distracted when placing the orders so didnt bother double checking anything and just rushed through the motions as quickly as possible. its only a paper trading system but its a good reminder to always make certain your orders are what they should be!

results so far still within the 20% trade skipping mcs except for #trades and win loss %’s:

[JulianCohen]

-43.7% as a Range Min? Is something wrong there?

[Anonymous]

Julian Cohen wrote:

-43.7% as a Range Min? Is something wrong there?

No nothing wrong Julian… exactly as expected :ohmy: perhaps its a good example of the ups (no ups here) and downs you can take in a month of trading. the mcs was run from 06/06/2016 just to confirm my month of paper trading was still in the ballpark of the backtest results

[JulianCohen]

Ah it’s just a short run MCS…sorry thought it was from 2000 !! Was thinking you might have had a brain fart but in fact it was me

[LeeDanello]

Julian Cohen wrote:

Ah it’s just a short run MCS…sorry thought it was from 2000 !! Was thinking you might have had a brain fart but in fact it was me

Its a short and long strategy!

[Anonymous]

Live trading starts today of US MR system:
– Familiar with IB TWS and amibroker now through paper trading.
– Paper trading resutls in alignment with backtesting results so far.
– Funds cleared by IB.
– Press GO!

33 orders placed

[JulianCohen]

Darryl Vink wrote:

Live trading starts today of US MR system:
– Familiar with IB TWS and amibroker now through paper trading.
– Paper trading resutls in alignment with backtesting results so far.
– Funds cleared by IB.
– Press GO!

33 orders placed

Good luck and Tally Ho!!

[Anonymous]

Julian Cohen wrote:

Good luck and Tally Ho!!

… let the hunt begiin!

[Nick Radge]

Quote:

– Press GO!

Boom!

[ScottMcNab]

Darryl Vink wrote:

Live trading starts today of US MR system:
– Familiar with IB TWS and amibroker now through paper trading.
– Paper trading resutls in alignment with backtesting results so far.
– Funds cleared by IB.
– Press GO!

33 orders placed

Congrats on significant milestone Darryl…cant wait to get there

[LeeDanello]

Good Luck Darryl, it’s like going on an overseas trip. I hope the system lives up to the testing.

[Author]

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