[#REF!McGrath]

Last night I received the following error in the API:

[Broker] Error: id = 76, error code = 10311, error Message = This order will be directly routed to ISLAND. Direct routed orders may result in higher trade fees. Restriction is specified in Precautionary Settings of Global Configuration/API.

In TWS API precautions i have ticked bypass order precautions for API orders. Do I also need to tick bypass redirect order warnings for stock api orders?

All orders are set to default to SMART

[#REF!McGrath]

thanks that fixed the issue

[#REF!McGrath]

Hi Glen, how do you account for the US systems. If starting NAV is in AUD & STT Net Profit is in USD do you convert back to AUD at month end. Or alternatively have starting NAV as USD. There are also times where for the monthly systems you are sitting in cash which may be USD or AUD depending on currency movements. I have been reconciling to my IB account in both AUD & USD but looking to simply the reporting.

thanks

[#REF!McGrath]

2021 Results
ASX Growth Portfolio 6.1%
ASX Momentum 10.3%
US Momentum (R1000) 31.8%
Trade Long Term 13.8%

[#REF!McGrath]

May 21
ASX Growth portfolio -1.6%
ASX Momentum 2.3%
US Momo 2.1%
Trade Long Term 0.8%

[#REF!McGrath]

Feb 21
ASX Growth portfolio -3.8%
ASX Momentum 3.3%
US Momo 15.7%
Trade Long Term -4.4%

Mar 21
ASX Growth portfolio -1.4%
ASX Momentum -5.4%
US Momo 1.2% (Took a hit on DISCK & overode the system & exited)
Trade Long Term -11.3%

[#REF!McGrath]

Is there a general guide as to when to roll over eg 1 month before expiry or just keep an eye on volume?

[#REF!McGrath]

Dec 20

ASX Growth portfolio 1.4% (2020 -3.5%)
ASX Momentum 13.4% (2020 13.4%)

US Momo 6.8% (2020 20.3%)
Trade Long Term 7% (2020 10.6% – I was a late starter)

[#REF!McGrath]

Oct 20

ASX Growth 1.4%
R1000 Mom -0.6%

[#REF!McGrath]

Aug 20

ASX Growth 6.7%
R1000 Mom -1.3%

does anyone know for a trade that has already been processed in TWS how to add a trade reference? I would like to separate my monthly trades from the mid-month trades which are under the same account.

[#REF!McGrath]

July 20

ASX Growth 4.4%
R1000 Mom 7.1%

[#REF!McGrath]

Mar 20

ASX Growth -4.72%
R1000 Mom -1.25%

I’ve added Nicks NASDAQ trade long term system which is in cash.

[#REF!McGrath]

Feb 20

ASX Growth -8.72%
R1000 Mom -7.36%

[#REF!McGrath]

Matthew, this is a monthly rotation system so I run the exploration on the last trading day of the month (after the close). Orders then entered for the first trading day of the next month (3/2/20).

I contacted Norgate in relation to adjusted & unadjusted data. They advised:

Open NDU’s “Data Viewer”.

Click on Tools > Data Viewer and select the Database “US Equities”. Then enter NLOK in the “search by symbol” box.

To flip between adjustment methods, click on Data Configuration > Stocks.

If you select “No adjustment”, you’ll see that the original (unadjusted) Close on Jan 31 was $28.42. If you elect to adjust for “Capital reconstructions and special distributions”, you’ll see that the adjusted Close on Jan 31 was $16.42.

To understand how adjustments are made, see the FAQ – When it comes to Price & Volume Adjustment for stocks, what events count as “Capital reconstructions” and “Special Distributions”?
https://norgatedata.com/ndu-faq.php#pricevoladjusts

[#REF!McGrath]

The stock NLOK announced a special dividend of $12 per share payable on the 31/1/20. The exploration on the 31/1/20 using adjusted data excludes the stock. I run the backtest from the 31/1/20 to 3/2/20 so on an unadjusted basis the stock is included.

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