Scott’s Journal

[TrentRothall]

Nice Scott, that’s a good idea. my systems been lazy as well i think 2 or three trades this month.

[JulianCohen]

Nice turn around there!

We are all going to have shiny new additions to our systems when they start up again. I added a new MOC the other day. Had a thought one day that proved profitable (in testing).

[ScottMcNab]

May 2020

XTO Rotn: switched off by Index filter
MRV RUA: 13.3%
MRV RUI: 5.7%

[ScottMcNab]

Testing a new system….was running DDE afl and produced a negative buy limit price which had not seen before..assumed coding error at first….yikes

[Anonymous]

Maybe it was signalling to buy oil futures?:silly:

[Anonymous]

Matthew O’Keefe wrote:

Maybe it was signalling to buy oil futures?:silly:

I laughed more than a moderate amount here.

[ScottMcNab]

working on WTT after seeing impressive results posted recently

[ScottMcNab]

same system on RUA…apologies re images

[ScottMcNab]

system uses 10 positions at 10%
results pretty lumpy…at moment just using trailing stops so need to give some thought to seeing if DD can be reduced with an additional exit

[GlenPeake]

Hey Scott,

Looks like it’s coming together…

Your ASX 2019 result of 62%…. very sweet indeed!!!!!

I don’t think I’d tried the 10 positions at 10%.on my build..results below…

Interesting to see that Nick has really lowered the Minimum price for his WTT system i.e. lowered from $1 down to the ‘penny district” levels i.e. into the teens. Have you had a look at lower MIN price yet…?

WTT

How does your current WTT build look with 20 positions @ 5%?

[GlenPeake]

This is 10 positions @ 10% against all ASX stocks.

[ScottMcNab]

I will try it Glen…did you remove all price/turnover filters or keep a minimum? If there is a minimum, can you please post and I will use those settings to then test on XAO. I added an exit and found a coding error ( had LTS = IIf(ref(IndexPass,-1),high*0.75,High*0.9); )… together the addition of the exit and reduced lag from LTS change has reduced DD…. I also tested your approached of just buying on open and the system is now using that entry
Cheers
edit: not had 2nd coffee…sells on open and buys on close

[GlenPeake]

Hey Scott

My Turnover Filter below… Min/Max $ of .50 – $10.

[ScottMcNab]

using those filters…

XAO 10×10

[ScottMcNab]

XAO 20×5

[Author]

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