Len's Journal

This topic is empty.

Viewing 15 posts - 286 through 300 (of 473 total)

← 1 2 3 … 19 20 21 … 30 31 32 →

Author

Posts
July 4, 2020 at 6:26 am #111778

Nick Radge
Keymaster

The long/short sounds very interesting Len. And the returns are super impressive.

July 4, 2020 at 8:30 am #111781

JulianCohen
Participant

I’ve been working on Short MOCs too. I don’t have them in one system but separate systems, like Matthews. I’m getting similar results to Len, 29% CAGR & -6% MDD if I test the long and short systems together in Cesar’s Multisystem Analysis Code.

July 6, 2020 at 8:17 pm #111782

Anonymous
Inactive

Hmmm, I have not thought about trying to do long and short in the same system. Len, you prefer this to having two separate?

July 6, 2020 at 9:24 pm #111820

LEONARDZIR
Participant

Seth,
I am using a beta version of a different API not used in the mentoring. I run long and short positions in the same account at IB.

July 6, 2020 at 9:44 pm #111822

Anonymous
Inactive

I also run both long and short in the same account with IB, however I do run them as separate systems in Amibroker and API.

July 7, 2020 at 12:04 am #111823

LEONARDZIR
Participant

I run them as one system in my backtesting (I use another testing systems rather than amibroker for my MOC and MR) and use one API that trades long and short.

July 7, 2020 at 6:05 pm #111825

Anonymous
Inactive

Ok, that makes more sense then. Cool!

August 2, 2020 at 12:24 pm #104600

LEONARDZIR
Participant

July 2020

US HFT 4.86%

US MR 2.89%

TLT 11.62%

US HFT was partial month. Added MOC long and MOC short to my MR during the month. . Currently US MR consists of 6 strategies all integrated in one account with no leverage. There are 3 long strategies and 3 short strategies.

August 3, 2020 at 6:53 pm #104601

LEONARDZIR
Participant

Forgot to include my US Momo for July
US MOMO +7.48%

All my investment and trading accounts
+6.46%

August 3, 2020 at 10:20 pm #111969

Anonymous
Inactive

Juicy !

September 1, 2020 at 1:54 am #104602

LEONARDZIR
Participant

August 2020

USMR. 5.86%
HFT. 2.6%
TLT. 29.88%
US MOM 3.4%

Could only trade MR and HFT FIRST 2 weeks of August.

September 1, 2020 at 2:59 am #112060

TimothyStrickland
Member

Nice result on that TLT Len!

September 2, 2020 at 12:54 am #112067

Anonymous
Inactive

Brilliant results across the entire account. Lovely!

September 2, 2020 at 7:11 pm #112086

Anonymous
Inactive

Hey great work! Awesome, dude!

September 18, 2020 at 2:15 pm #104603

LEONARDZIR
Participant

In case anybody interested, for my “MR” strategy which includes 6 strategies in one account , no leverage I am using Marsten Parker’s testing and API products with Amibroker. His Twitter is https://Twitter.com/mars10p.
All other strategies use Amibroker testing and an older version of our API.
Author

Posts