Scott’s Journal

[ScottMcNab]

Everyone else selling the farm tomorrow on open too or just me (cue mini crash#2)? May need to diversify my exits…

Funny thing on backtest tonight I have not seen before…stock (DOW) has disappeared from backtest…it is a stock I currently hold…if I run the backtest on the individual stock it takes the trade….my backtest is showing it only has 9 stocks instead of 10 it should have …and when I run the exploration and DDE then DOW is in there showing “2 bars in trade”…just not showing in backtest results…if I go back and run the DDE on weekend (bought it on Mon 27) the stocks it brings up matches the buy limit orders I placed in the API and includes DOW…

[Anonymous]

Do you have “position size shrinking” enabled in backtest settings? In a backtest of 10 position system you may be just a few dollars short of taking the full 10th position (given yesterday’s market values), but definitely have enough funds left if just backtesting on one single ticker alone.

[MichaelRodwell]

Good luck Scott. I’ll be sitting tight until EOM and staying long. I liked the start of Jan

[ScottMcNab]

.

[ScottMcNab]

Scott McNab wrote:

Matthew O’Keefe wrote:

Do you have “position size shrinking” enabled in backtest settings? In a backtest of 10 position system you may be just a few dollars short of taking the full 10th position (given yesterday’s market values), but definitely have enough funds left if just backtesting on one single ticker alone.

Thanks for the suggestion Matthew..it is enabled. I think the system has actually “taken” the trade…otherwise there would be 10 positions but with a different stock occupying the 10th position (if that makes sense?)
I check the positions each night against TWS holdings and write in manually in a diary…..yesterday it all checked out fine…DOW was showing in backtest

[Anonymous]

What time during the day did you update last night’s data and do the backtest in this particular case? For example maybe it was one of those times when you updated the daily data at say, 10am Australian time and only the Preliminary 2 or Preliminary 3 data has been updated by Norgate, not the “Final” data for the day. I have found that if you don’t wait for the final data set (and also the indices) for the day, sometimes you can get these erroneous results in backtest because perhaps all symbols aren’t fully (or accurately) updated until the final data set. Given Queensland time is 15 hours ahead of US Eastern, this means midnight US is not until 3pm my time here in Qld. Therefore I always wait until after 3.30pm or so before doing the data update and any analysis of yesterday’s trades, exploration for the next day of trade etc.

[ScottMcNab]

Not showing up even after data download now…no doubt I’ve done something silly…only good news is it popped 5% overnight

[SaidBitar]

is it possible that it is removed from the Universe (index) and this is why it is not showing

[ScottMcNab]

Jan 2020

roller coaster month…launched new MRV on RUA

XTO Rotn 5.4%
RUA MRV 3.7%
RUI MRV -0.5%

[ScottMcNab]

Ouch!

[GlenPeake]

It’s been an extreme turnaround Scott…..

Last week, I was @ new equity highs intra month, …….now 1 week later…….. it’s taken a “tiny bit” of a touch up…

As we keep saying….. next 1000 trades

[ScottMcNab]

Left home to drop kids to sport at 6am…portfolio of US mrv systems positive …home bit after 7am by which time US closed…bam…must have been a nasty close

[TrentRothall]

isn’t it funny how the systems grind higher over years + months then BAM

[ScottMcNab]

Yep…the “bam” has happened to us a few times now over last year or two now which helps put it in perspective

[JulianCohen]

I looked at it at 6am this morning 2 hours before the close and saw profit. Thought OK that’s nice to see. I wish I had a video of me checking it after the close!

[Author]

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