Julian's Journal

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February 20, 2019 at 2:12 am #109670

TimothyStrickland
Member

One more question. You mentioned you went with TD Ameritrade to split broker risk, has that worked out well? I am looking to do the same. My goal is to split my capital between 4 brokers in the end. 2 running momentum systems and 2 running short term systems.

February 20, 2019 at 4:15 am #109671

JulianCohen
Participant

Yes my MOC systems are twice the return of the trend following systems, and it is the leverage that makes a difference for sure. results are not the same if I run them without leverage.

I didn’t realise Craig wasn’t well…Hope you get better soon Craig

February 20, 2019 at 4:18 am #109672

JulianCohen
Participant

Tim Strickland wrote:

One more question. You mentioned you went with TD Ameritrade to split broker risk, has that worked out well? I am looking to do the same. My goal is to split my capital between 4 brokers in the end. 2 running momentum systems and 2 running short term systems.

Yes Tim for me TD Ameritrade has been fine. About 9 months or so now. The brokerage is higher than IB of course, but I put my Agressive systems in TDAmeri as they hold fewer positions and turnover less so that helps with the commission drag.

It’s a trade off (as is everything). Commission drag vs. Security in diversification

February 20, 2019 at 4:39 am #109673

TimothyStrickland
Member

That’s what I was thinking, run my momentum systems in the higher cost broker and do short term systems through IB or Tradestation. Thanks for the help.

February 28, 2019 at 9:41 pm #104238

JulianCohen
Participant

Feb ’19

Short-Term Systems

US MR: -2.83%
US MOC: 5.42%

Long Term Systems

S&P 500 Momentum: -0.57%
NASDAQ Momentum: -0.57%
Long Term NASDAQ: 0%
US WTT: 0.68%

ASX Growth -1.17%

Total Account: 1.00%

March 1, 2019 at 9:24 pm #109723

JulianCohen
Participant

I’m just working on a new system. It’s quite a clever idea if I say so myself. It buys on the open and then if at the close the price is too low, it cancels the original buy.

I’m having a bit of trouble with the code though so if anyone could help I’d appreciate it.

Cheers

March 1, 2019 at 11:40 pm #109741

Nick Radge
Keymaster

Did you drop a dumbbell on your head at the gym this morning?

March 2, 2019 at 12:01 am #109743

JulianCohen
Participant

Just a bit of morning levity. It won’t happen again.

March 2, 2019 at 4:34 am #109744

ScottMcNab
Participant

I suspect you have copied one of my earlier metastock codes from a decade ago

March 19, 2019 at 11:18 pm #104239

JulianCohen
Participant

Anyone holding FOX in their monthly systems? :sick:

That caused me a big double take this morning when doing my daily balances….

March 19, 2019 at 11:45 pm #109824

Anonymous
Inactive

Just a share price adjustment/split I think?

March 19, 2019 at 11:55 pm #109825

JulianCohen
Participant

Yes but it showed up as a 20% loss because they haven’t credited me back the cash balance yet. There will be phone calls today I’m sure

Not IB BTW but Ameritrade.

March 20, 2019 at 1:36 am #109826

LEONARDZIR
Participant

Fox being taken over by Disney. You will get disney stock and cash in a few weeks.

March 20, 2019 at 2:46 am #109830

JulianCohen
Participant

Len Zir wrote:

Fox being taken over by Disney. You will get disney stock and cash in a few weeks.

Ah OK…I spoke to them and they said it would be sorted out tomorrow….maybe not ha ha. I’ll just run with a loss on my books until they sort it out.

March 28, 2019 at 5:56 am #109831

MichaelRodwell
Member

Hey Julian,

On the last monthly call you spoke about your success using ranking. Can you some pointers or some areas to investigate? As with my index filter I have been going through as many ideas as possible but havent found anything that is making a really difference above a simple ROC/ATR.

Thanks for any info you can share!
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