Scott’s Journal

[ScottMcNab]

forgot to change

SetSortColumns(-30);

I did do that for the first 2 systems converted a few weeks ago and was fine…forgot to change it on the weekend when converted the other 4 systems over

[JulianCohen]

Scott McNab wrote:

I’m a fkn idiot with this whole Amibroker thing…still

Well said!

[RobertMontgomery]

Scott, Check your line of code for: SetSortColumns(-??)

Using the new API, mine is SetSortColumns(-30), but you have to count your columns to confirm for your code.

You have to change this when you add additional columns, so it will sort on the proper rank column.

I made a similar error before going live and Nick straightened me out.

[ScottMcNab]

Looking for help to determine why AB will not take a position in stock NNN on 3Mar2021 please
system has very simple rules:
C>MA(C,100)
RSI(2)<10
buylimit: L – 0.5*atr(10)
RealTest will take this test but AB will not even though both conditions are met
How can I determine what the error that I have made is please ?

[ScottMcNab]

From what I can gather, I think it was because there was a setup on the 2nd (which was not triggered on the 3rd because the low was not below the buylimit) and it therefore meant it was not eligible for the next setup on the 3rd and entry on 4th

[Nick Radge]

Works for me…

[ScottMcNab]

In which software Nick ?

[Nick Radge]

That’s AB.

[ScottMcNab]

Hmm…such a simple code I cant image what I have done wrong..it looks like you had a setup on 2nd by the arrow on chart? Will your code still allow a new setup on 3rd in that case ?

[Nick Radge]

My code might be a little different (and btw, I did actually trade that name on that day). Here’s how I wrote it:

---

ATR1 = ATR(10);
RSI1 = RSI(2);
Uptrend = C > MA(C, 100);
Triggerx = RSI1 < 10;
BuyLim = L – (ATR1*0.5);

Cond1 = Uptrend;
Cond2 = Triggerx;
Cond3 = IndexUp AND OptFilt AND HDBFilter;
BuySetUp = Cond1 AND Cond2 AND Cond3;

…got to get back to washing windows!

[ScottMcNab]

I better keep experimenting then. I just downloaded fresh copy of CBT and inserted conditions and still just get setups on 2nd and 4th but not on 3rd as required..must be along lines of Glen’s explanation in RealTest section

edit: went back to an old laptop and found the code we used before CBT…NNN shows in the backtest fine but still no luck using any version of code with CBT in it…not sure what I’ve done but will keep looking

[ScottMcNab]

March 2021

MRV RUA 0.7%
MRV RUI 2.6%
MRV USA RB 3.4%
MRV USA AK 7.2%
MRV USA PB -1.6%
MRV USA SM -2.7%

[ScottMcNab]

April 2021

MRV RUA 2.6%
MRV RUI 1.7%
MRV USA RB -8.7%
MRV USA AK -1.2%
MRV USA PB -1.9%
MRV USA SM -2.6%

[ScottMcNab]

May 2021

MRV RUA 3.2%
MRV RUI -0.2%
MRV USA RB -2.9%
MRV USA AK -3.8%
MRV USA PB 2.7%
MRV USA SM -7.7%

Unsurprisingly I am encountering slippage (sell on open) in all USA systems as I try and increase allocation to these systems. It is costing me a few % a month….especially USA SM where I was trying to target a cheaper universe of stocks that had not tried before. I have doubled turn over filters for next month and will review outcome.

[Nick Radge]

Seems odd. I just checked a single month for my multi-day MR system.

There were 65 trades during the month. There were 12 fills that didn’t match; 6 against and 6 for. Most of the discrepancies were just a few cents.

I use simple MKT orders with SMART routing.

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