Glen’s Journal

[ScottMcNab]

Michael Slater wrote:

unfortunately, too much on Netflix. I binged on things like Narcos and Lillyhammer late at night. Some stuff we have in the UK may not be in Aus, but 20 minutes of (what I find funny) Friday Night Dinners, Still Game and After Life (Reicky Gervais with pathos)

If like quirky British humour then check out The Detectorists…written and directed (and starring) by Mackenzie Crook….not as dark as After Life
ABC iview I think?

[TrentRothall]

Not sure if i liked after life or was semi depressing lol

[ScottMcNab]

Absolutely..it was both which was intriguing and confusing..I couldn’t binge watch it as would get a bit overwhelming at times
The Detectorists is hit or miss…I liked it…twin brother did not…

[GlenPeake]

I watched the first episode of After Life…. I haven’t gone back to it as yet….. maybe not for me.

I’m currently into the 2nd season of Mindhunter…..(I wish there were more seasons queued up)….I give it the thumbs up!!!! Set in the mid-late 1970’s, it follows 2 FBI agents who establish the Behavioral Science Unit within the FBI and use it to solve crimes.

[Nick Radge]

Mindhunter – cool. Sounds good. Thanks

[Anonymous]

Hey Glen

Just starting on the process of trying to develop an MRV system, and came across your ADX Index filter.

Tried on my draft MRV and impact summarised in table.

Ran the system 1/1/2015 – to date.

Interesting thing is the effect when geared as opposed to non-geared.

It probably hasn’t had a marked effect on this initial system effort of mine, due to my base MRV effort not being particularly good.

I then tried it on the MOC system from which the MRV is copied from.

On the MOC, the ADX filter has a more noticeable impact, both on non-geared and geared versions.

Will certainly look at impact of the filter on all my future development efforts, so thank you for providing.

In the meantime, back to my MRV drawing board.

[GlenPeake]

Awesome Mike. Nice comparison….. in the end it may not be something that you use, but it may generate other ideas and take you down other paths.

For example, rather then use the ADX Filter as being an “ON/OFF” switch as to whether you place orders or not….. you may decide to use it as barometer as to whether on those days the INDEX filter is OFF (i.e. less direction/sideways period)… you still place orders, but use a bigger STRETCH etc. E.g. on days when the ADX Index is UP, stretch = 0.4 when the ADX Index is DOWN, stretch = 0.7 etc

e.g.
NormalStretch =0.4;
BiggerStretch = 0.7;
Stretch = IIf(ADXIndexUP,NormalStretch,BiggerStretch);

[Anonymous]

Added to the test list – thank you.

The interesting thing for me is that my previous coding efforts were limited to what HHV period works best for a breakout, and so constantly over optimising everything.

What I am learning from Nick & Craig, and the folks on this forum, is the need to try and approach the trading conundrum from a different angle.

[Anonymous]

Tiger King…. that show is “woah”.

[GlenPeake]

MAY 2020 Stats

ASX WTT +3.37% (Up +7.68% since go live in JAN 2019…. Excluding dividends & interest)

US MR#1 +13.73%
US MR#2 +15.53%

Monthly Rotational Systems
ASX100 ROTN: Index Filter DOWN, sitting in cash.
NDX100 ROTN: Index Filter DOWN, sitting in cash.

Currently holding 9 stocks in the WTT, with 2 more BUYS loaded for Monday’s open… I think there’s about 6 gold stocks in the WTT portfolio atm.

Had my best monthly return for the MR systems.

I’ve spent countless hours backtesting both MR systems, reviewing and re-calibrating where needed…. so it’s nice to see some solid returns flowing through..

I was within a whisker of placing trades in the 2 Monthly Rotational systems…. but both will be sitting in cash for another month…. which I’m quite OK with.

[Nick Radge]

Great results all round Glen.

[ScottMcNab]

Killing it….fantastic..:cheer:

[GlenPeake]

Scott McNab wrote:

Oldie but a goodie…Breaking Bad..early seasons may be on Netfilx..or Stan (prob watch during free trial if commit to it)

WOW!!! What a series!!! Awesome show Scott!!! Just finished Season 5 last night….just WOW!!!

I had plans of watching Billions after Breaking Bad, but after getting through BB, now I’m thinking maybe Better Call Saul (prequel to BB)..could be next…hhhhmmmm

[TrentRothall]

Hands down the best show out! Is that the final season?

[GlenPeake]

Trent Rothall wrote:

Hands down the best show out! Is that the final season?

For Breaking Bad, yes season 5 is the final season, so it comes to a finale… which is good to have a ‘conclusion’ to a show etc… rather than dragging it out with no ending etc…

[Author]

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