Scott’s Journal

[JulianCohen]

Scott when you run your Hong Kong system, is the database set up under different install of Amibroker? In other words do you have to have a different database for the HK data and does that have to run in a separate instance of Amibroker, or can that database and Norgate run together ?

[ScottMcNab]

I ran it on a free version of amibroker on a different laptop while I was testing a number of different data providers …didn’t want to muck with the live systems

I was testing it again today actually….gives same results as the moc system I use on US and ASX but with increased liquidity cf ASX…ultimately would like to have 2 pairs for the MOC system…maybe US/HK and LSE/ASX

[JulianCohen]

Scott McNab wrote:

I ran it on a free version of amibroker on a different laptop while I was testing a number of different data providers …didn’t want to muck with the live systems

I was testing it again today actually….gives same results as the moc system I use on US and ASX but with increased liquidity cf ASX…ultimately would like to have 2 pairs for the MOC system…maybe US/HK and LSE/ASX

OK Thanks. Did you use IB data?

[ScottMcNab]

Bought historical data from eoddata.com in the end…was about $50 for 10 years worth from memory….another way to go with them could be to get a months (platinum) subscription for 29 US/mth…that would give you 3 years historical data for multiple exchanges…not sure if there is a minimum subscription time in the fine print however

[JulianCohen]

Scott McNab wrote:

Bought historical data from eoddata.com in the end…was about $50 for 10 years worth from memory….another way to go with them could be to get a months (platinum) subscription for 29 US/mth…that would give you 3 years historical data for multiple exchanges…not sure if there is a minimum subscription time in the fine print however

Looks great. I’m just going through the website. I might have some questions about the ASCII setup later on but I’ll work my way through it first. Looks very comprehensive

[ScottMcNab]

The historical data was ascii but with the monthly subscription there is a software package that manages downloads and you are able to select the format you would like…options include amibroker, metastock, ascii etc

[ScottMcNab]

Month worth of slow gains wiped out in a day…bugger!

[JulianCohen]

Scott McNab wrote:

Month worth of slow gains wiped out in a day…bugger!

You’re not alone!

[Anonymous]

Julian Cohen wrote:

Scott McNab wrote:

Month worth of slow gains wiped out in a day…bugger!

You’re not alone!

im in the club too

[ScottMcNab]

How much easier is it to trade the US market…wake up and see what’s been dealt…I even had the fleeting thought to check if APN was loaded into batchtrader this morning after the pain yesterday but I resisted

[SaidBitar]

Scott McNab wrote:

How much easier is it to trade the US market…wake up and see what’s been dealt…

hahaha for me i say this for the AUS market, i wake up in the morning check the realized P&L curse a little bit and go to work

[ScottMcNab]

Have been unable to subscribe to eod monthly …turns out its an issue with credit cards with CBA in case anyone else is unable to get requests online through…response posted below

[ScottMcNab]

Results for MOC system for oct:

1.8% (US 0.7%, AUS 1.1%)

[ScottMcNab]

MOC for Nov

3.1% (US 2.2%, AUS 0.9%)

[ScottMcNab]

ASX MOC system bought BAL yesterday on open….makes me think a (wide…15% or so) stop loss would be nice psychologically for these type of shocks

[Author]

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