Trents Weekly Journal

[TrentRothall]

Nick Radge wrote:

Quote:

The other issue is overlapping signals, has anyone got tips on how to calculate the amount of over lapping trades in excel?

I would suggest running backtests in each strategy, combining the full trade list together in excel then sort using a pivot table on date and ticker

ok, ill see what i come up with

Cheers

[TrentRothall]

So approx 35% of the trades from my second system i’m playing around with double up on my main one. Probably a bit high for my liking but they still seem to work together fairly well. Thoughts?

More tests

[ScottMcNab]

Trent Rothall wrote:

So approx 35% of the trades from my second system i’m playing around with double up on my main one. Probably a bit high for my liking but they still seem to work together fairly well. Thoughts?

More tests

Maybe run it on a different market ?

[TrentRothall]

Have thought about the US, the returns are still good but the equity curve definitely isn’t as smooth over there and you don’t seem to get as much reward on per trade basis. Well i don’t anyway as yet

[TrentRothall]

November

ASX MR system 1 – +1%

Total return is 13% (includes open p/l)

Started to claw back out of the DD, around the -8%

============================

Asx MR 2 – +5.3% (open p/l)

Picked a good time to start, haven’t closed any trades yet but i am holding 4-5 oil stocks that exploded this morning so i am not complaining!

[TrentRothall]

Anyone else holding DCN.asx? currently in a halt

[TrentRothall]

Trent Rothall wrote:

Anyone else holding DCN.asx? currently in a halt

Didn’t end well,was holding a position in both portfolios and was up around 15% so it was looking good, just what i need on my way out of DD. Then after the halt was lifted ended up around a 13% loss, when it gapped below my sell LMT order and i had to sell at market!

Could’ve been worse i guess…

[TrentRothall]

Merry Christmas everyone, have a profitable and trending new year.

[TrentRothall]

Did anyone trading a MR in the US manage to catch the massive jump in oil stocks last month? All my systems show a 30%+ gain in one day..

[JulianCohen]

I certainly did. The ASX oil stocks jumped too. A very nice surprise to wake up to!

[Nick Radge]

I did – wasn’t 30% though.

[TrentRothall]

Yeah i got a few ASX stocks, nothing like that though! Good work, would have been nice. That was tested on the R1000

[TrentRothall]

My results for my systems are getting a bit messy because i ended up rebalancing my funds between the two to reduce commission drag in one of the systems.

My combined return for Dec was -1.8%
My original system since mid April has only returned around 6% and is in around a 15% DD. I have caught a few good trades in my live account that my backtests have missed so my actual DD is not as bad as my backtests show (-17%). I am starting to worry that I have curve fitted the testing.

The system I went live with in April had changes to the one I developed with Craig and Nick and I switched in mid May. The original system is in around a 7%DD and has just been gyrating up and down where my system I am trading now ( I call it the – Hybrid) has been tracking down since August. The current DD is not the deepest during testing (2000-now) but it will likely be the longest in duration – deepest was 22% and was a spike down during 2011.

The 42% loss in PRU didn’t help or did the trading halt in DCN where my positon went from a 15% profit to a 14% loss.
The age old question, Is my system broken or do I keep plugging along?

Hybrid system

Original

Nothing is jumping out saying there’s a major issue but results of late aren’t too pretty.

Interested in everyone’s honest response.

[JulianCohen]

When you are in DD you doubt yourself and you doubt your system. Could that be what is happening to you now?

If you think you curve fitted your system go back and see what you did ‘wrong’ if anything.

[TrentRothall]

I guess i am starting to doubt, but i’m holding firm at this stage! Then i saw on The Chartist FB page this quote “Most traders would rather lose money than admit they were wrong – learn to accept being wrong” and it got me thinking… Do i need to accept i made a mistake??

There is nothing that i could’ve over optimized or anything i don’t think. I have combined 2 systems into one ad that’s where a issue could arise,

It maybe that it just hasn’t been good conditions for it lately. I thought i was tracking along ok last month and the winning % was getting higher again but just got landed with a few big losses

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