Darryl’s Journal

[SaidBitar]

Very good job
I totally like the idea
About servers restarting by themselves no need to worry about this since they don’t they will request restart but never do it alone

[Anonymous]

Said Bitar wrote:

About servers restarting by themselves no need to worry about this since they don’t they will request restart but never do it alone

good to know thanks said

– ive stopped windows update from updating automatically now. just downloads and notifies the updates are ready.

– also just setup the server to auto-generate an email when the system starts through task scheduler

[LEONARDZIR]

Darryl, pardon my ignorance but what is the advantage of semi automating the orders? It takes me less than 5 minutes a night to go from amibroker exploration to batchtrader to IB, a little longer using the VPS for my US MOC .

[ScottMcNab]

Len Zir wrote:

Darryl, pardon my ignorance but what is the advantage of semi automating the orders? It takes me less than 5 minutes a night to go from amibroker exploration to batchtrader to IB, a little longer using the VPS for my US MOC .

I could see it would be an advantage if Darryl is wanting to run multiple trading systems across different time frames and different markets to diversify risk. MOC systems could be used on daily and weekly (even monthly) timeframes and then adding different trend following systems (also daily/weekly) etc etc

[LEONARDZIR]

Scott ,makes sense. Also raises the issue of how many systems you need to maximize profits. For me after testing multiple mr and trend following systems on the US market I found that for the US market MR with MOC and a monthly rotation momentum were far and away the most robust. So for me those 2 systems which have a low correlation with each other are my only 2 systems.

[Anonymous]

Len Zir wrote:

Darryl, pardon my ignorance but what is the advantage of semi automating the orders? It takes me less than 5 minutes a night to go from amibroker exploration to batchtrader to IB, a little longer using the VPS for my US MOC .

hi len there is not a huge time advantage if your just running 1 or 2 systems. at the moment im running 2 systems over the asx and the russell 1000. i initially had the automation idea with travel in mind and not having to shutdown a system when you dont have/want access to a computer.

perhaps consistency is another advantage. having some level of automation might help reduce my stupidity in pushing the wrong button :sick:

also consistency of service. having some automation that makes sure tws and batchtrader are up and running while your sleeping or going about your life is probably a good thing.

truth is im just having fun playing with this stuff… the advantages are secondary

[LEONARDZIR]

Darryl, thanks for the reply. Your computer skills are impressive.

[Anonymous]

thanks len… computer skills only help sending the orders though, not much help once the orders are sent :unsure:

[ScottMcNab]

Len Zir wrote:

Scott ,makes sense. Also raises the issue of how many systems you need to maximize profits. For me after testing multiple mr and trend following systems on the US market I found that for the US market MR with MOC and a monthly rotation momentum were far and away the most robust. So for me those 2 systems which have a low correlation with each other are my only 2 systems.

Sounds like a good plan Len. I do not have the skills that Darryl has with code but if I did have the ability to automate then I would be tempted to also trade the systems (the 2 you mentioned for example) in other markets such as UK, HK and AUS. Its all theoretical though for me at this time.

[TrentRothall]

Darryl Vink wrote:

truth is im just having fun playing with this stuff… the advantages are secondary

Good stuff Darryl, do you have a coding background with work? or just enjoy it?

[Anonymous]

Trent Rothall wrote:

Darryl Vink wrote:

truth is im just having fun playing with this stuff… the advantages are secondary

Good stuff Darryl, do you have a coding background with work? or just enjoy it?

yep all good fun trent… i did a computer science degreee at uni but im stickly a backyard hacker and ive done some small projects at work on the side. it all started with a commodore 64 in the 80’s.

[TrentRothall]

yeh nice one. 80’s…. bit before my time haha

[JulianCohen]

Darryl Vink wrote:

Julian Cohen wrote:

From Levente:

I have intentionally left out the “don’t auto close positions” option from the last release, but if it is needed I can certainly bring this feature back.
For the moment, as you said, the only workaround is to specify a closing time which is after the actual close.
I will create a patch by the end of the week.

bringing it back will probably be a good thing… otherwise another workaround is to run 2 versions. the older version for “don’t autoclose” and the new for MOC.

I did that last night but today I ran 1.4 and set the Market close time to 4:50…sneaky eh!

[JulianCohen]

Darryl have you tried the automatic batch order entry?

It looks like a good idea

[Anonymous]

Julian Cohen wrote:

Darryl have you tried the automatic batch order entry?

It looks like a good idea

yes ive been using it julian and it works well. it loads and instantly sends the orders at the given time.
i did have a problem this morning though. this mornings asx orders never got sent through to tws due to an annoying dialog box that needed to be acknowledged.

iam testing runing 15% position size with 20 orders. so my orders in the US exceeded margin limits for overnight holding despite having MOC orders issued. not sure how to stop this warning dialog being issued yet. it seems that it stoped my asx orders being issued by batchtrader.

i have not had any issues up to now when us orders where below overnight margin limits.

[Author]

Posts