[#REF!McGrath]

When I run a backtest for the month to compare against the exploration results I have 1 stock that is showing in the backtest which is not in the exploration. I am using a price filter of min $20 & Max $1000. I am using unadjusted closing price.

This stock that is showing has a price of $16.70. This stock should not be showing as the min price is $20. My watchlist is R1000 current & past.

any ideas?

[#REF!McGrath]

Jan 20

ASX Growth 2.02%
R1000 Mom 4.56%

[#REF!McGrath]

Assume base currency is AUD & account size $A100,000. I purchase US stocks with value of $US70,000.

To hedge the currency risk of a rising AUD i would buy 1 AUD/USD futures contract as the contract unit is $100,000 Australian dollars per contract specs?

[#REF!McGrath]

Dec 19

ASX Growth -2.88% (Annual 0.76%)
R1000 Mom -3.66% (Annual 3.81%)

Dec dragged down annual performance but happy I followed all signals. Still feeling my way a bit. About to do first currency hedge.

Goal for 2020 is to implement another 2 systems.

[#REF!McGrath]

Hi Mike

I have an existing SMSF account. I want to set up & fund separately another account to trade a different strategy under the SMSF.

So I would set up a FnF account & then add an additional account? Did you have to supply all the documentation to IB again?

Gavin

[#REF!McGrath]

Nov 19

ASX Growth -2.79%
R1000 Mom 1.99%

[#REF!McGrath]

Does anyone have any code for rotating on the 15th of the month (or next trading day) rather than the end of the month?

[#REF!McGrath]

Hi Mike, how was the performance on the ASX100?

[#REF!McGrath]

Oct 19

ASX Growth 0.77%
R1000 Mom -0.28%

[#REF!McGrath]

How do you calculate the percentage return related specifically to dividends from the backtest?

[#REF!McGrath]

So the 3rd option would include the dividend in the backtest result & adjust the data to account for the dividend?

From Norgate:

Capital returns, special dividends/distributions and ordinary dividends are all adjusted for in the same way,as in the generic example below:
Closing Price = $100
Distribution = $10
Expected Opening Price = Closing Price – Distribution = $90
Adjustment Factor = $90/$100 = 0.9
All prices before the ex-date of the distribution are multiplied by 0.9

[#REF!McGrath]

[#REF!McGrath]

Sept 19

ASX Growth 0.08%
R1000 Mom 0.33%

[#REF!McGrath]

Aug 19

ASX Growth -2.8%
R1000 Mom 0.4%

[#REF!McGrath]

July 19

ASX Growth 2.6%
R1000 Mom 3.07%

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