[ChrisVirides]

Quote:

If I may, don’t do that. It’s good for everyone to see what mistakes can be made. I’m not saying you are making loads of them, I’m just saying that recording them is good for everyone to see and make note of. I’m doing it in my journal and I make loads of schoolboy errors.

Also making mistakes is part of it. As long as you don’t make the same mistake twice. Learning from your errors is the fastest way to learn. Hopefully they don’t cost you too much in the process.

+1

[ChrisVirides]

I thought you were in drawdown based on the tone of your posts.

If you had this type of month for every month of the year you would have an 80% return by the end of the year.

Congrats

[ChrisVirides]

I do not think its curve fitting, but until you test it its just an untested hypothesis

[ChrisVirides]

I am using 300%, 20 positions @ 15%. The daily variance is in this is ok for me. It has been irritating to be in drawdown before actually making any profit. What is comforting is that the results are accurate with amibroker backtest results.

[ChrisVirides]

Nick, the root directory is the directory where your batchtrader.exe is
my root directory is c:BatchTrader-v1.0.2

[ChrisVirides]

Would this fix it?

if(Name() == “MSFT”){
AddTextColumn(WriteIf(BO1,”ISLAND”,””),”Exchange”,1.3,29,55,80);
}
else if (Name() == “INTC”){
AddTextColumn(WriteIf(BO1,”ISLAND”,””),”Exchange”,1.3,29,55,80);
}
else if (Name() == “CSCO”){
AddTextColumn(WriteIf(BO1,”ISLAND”,””),”Exchange”,1.3,29,55,80);
}
else AddTextColumn(WriteIf(BO1,”SMART”,””),”Exchange”,1.3,29,55,80);

[ChrisVirides]

could we just add an iterative if – else statement into the batch explorer code?
something like
if (symbol = Msft){
exchange = blah;
}
else if……

else exchange = smart.

I will give it a bash once everyone here goes to bed.

[ChrisVirides]

Thanks Nick.
Yeah, I have been trading Mean Reversion strategy since the start of the month.

[ChrisVirides]

I have done it on 2 pcs, both upgrades from win 8, no problems here. I think you can revert back to your previous operating system if you choose to later on.

[ChrisVirides]

Craig, its going to be really hard for anyone here not named Craig or Nick to give you help. This is mostly because seeing your screen is mostly needed in order to resolve your issues.Not sure how much mac experience Nick and Craig have either. I would suggest buying a Windows Laptop/PC or go the Apple store and ask them to give you a hand.

I would suggest buying a Windows PC as the most of the software setup instructions for this course are based on a windows environment. If you want Laptop recommendations people around here can help you but the best resource is the whirlpool forums.

[ChrisVirides]

Thanks for that tip Darryl, that makes your code less cluttered.

[ChrisVirides]

I am in the midst of doing a Daily Walkthrough from 2010 until present 20 pos @ 20%. Not sure if anybody could honestly handle the daily variance in this strategy. The Maximum drawdown in this setup is comparitively low compared to the potential returns, but the drawdown on a daily and weekly level is significant.

[ChrisVirides]

said, was this based on 20 @ 20%??

[ChrisVirides]

When you say 2 similar systems, I assume you mean 2 trend following systems, 2 Momentum or 2 MR Systems? When the index is up, do you still select the better signals?

[ChrisVirides]

Julian Cohen wrote:

How would you propose to do it Paul?

I assume you mean test it, I got no idea. Said’s suggestion of trading another system is a very good one.
Given that even Nick does not have an answer to it, maybe it warrants discussion in tonight’s group call?

I also think the opposite is true, Ie when we have too many Signals for the amount of Buys we would like we could tighten our parameters.
eg, we have 120 Signals and we only want 2 fills, maybe we place limit orders at C – ATR(10)*3 instead of C – ATR(10)*2.5

[Author]

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