Trents Weekly Journal

[TrentRothall]

I might have keep a closer eye on things

[Nick Radge]

If it wasn’t human error then potentially it may have been a late data update on that symbol. Just check if there was some kind of announcement or adjustment on that date. You can try Norgate but I’m not sure they’d have a record on it.

[RobGiles]

I had a similar experience this week Trent, except I had a fill that didn’t appear on the backtest the following day nor did the order appear when I reran the Exploration. I then reran both about 2 hours later (9am WA time) and they were both there.

[JulianCohen]

I’ve had two this week. One on the ASX and one on the NYSE. Neither of them appeared on the backtest but were fills on the day and both were lows of the day. Even a few days later they didn’t appear on the backtest. I’m buggered if I can find a code error so I don’t know what it is.

[Nick Radge]

Just as an aside, and it may not be applicable, but if you’re tinkering around with rotational systems and leave ‘pad and align’ ticked you’ll get different results.

[JulianCohen]

Nick Radge wrote:

Just as an aside, and it may not be applicable, but if you’re tinkering around with rotational systems and leave ‘pad and align’ ticked you’ll get different results.

You made me get off the couch to go and check….I didn’t :side:

[TrentRothall]

September

MR1 = -1.35%
MR2 = -0.37%

Total = -0.87%

---

I’ve paused MR2 for a few months after some discussions with Nick, I have been thinking about reducing my total capital at risk for a while now and it seems like a ‘ok’ time to do this. I’ve been trading it since Dec ’16 and i’ve paused it with a return of 0.26% return. So not a total disaster but not inline with previous return profiles in recent years. I am acrtually hoping that it kicks into gear while its on pause so if/when i start it up again i can see if for some reason live trading affects fill rates/ returns. The conspiracy theorist in me telling me that as soon as i stop trading it will take off. To be honest i like this system more than my original one, neither are doing much so it’s a discretionary decision to pause this and not MR1.

4 losing months in a row on a portfolio level so its getting frustrating, a flat year in total so far.

[TrentRothall]

Small Ords looking like it could get on with the job. Hopefully it can get up and push through the recent high before taking a breather.

[TrentRothall]

ASX MR1 – +2.88%

Finally some good news, it’s a start anyway…

MR2 paused… for now

As predicted last month, pause a system and off she goes (+2.2%). Hopefully it keep heading up (or down) and i will recommence and see if the fill rates stay on track

[Nick Radge]

Have you thought of adding a trend or momo system to diversify?

[TrentRothall]

Yes i have and i’ve been slowly tinkering away testing both, i think i need to finalise one of each to at least have them running on unseen data even if i don’t take them live.

It’s more of a capital issue, i don’t want to spread myself too thin. Especially running a MR on the ASX with the comms. I feel like i can get more bang for my buck with my mean reversion systems at my current level of funds. The CAGR is basically double my rotation/ weekly trend systems i’ve been testing.

That’s my logic anyway, not sure if it’s correct?

[TrentRothall]

Don’t be like this guy. Cracks me up!

[JulianCohen]

It’s really hard not to laugh.

“it’s got some support right here!”

[LeeDanello]

By his reaction it looks like he’s playing with money he can’t afford to lose. You know what they say about support and he’s obviously a risk taker as he’s trading against the trend.

[TrentRothall]

it was similar to my reaction when i looked at IB yesterday and FXJ was down 33%, i was holding it in 2 accounts too! I think i’m ok tho because it was a split.

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