[JulianCohen]

Just reading through this which has some insights

https://forums.whirlpool.net.au/archive/3vw47zl6

[JulianCohen]

And in the morning you could either hear the voice say “See!! I told you so!” or it could be saying “I knew it was going to go up, lucky you didn’t do anything”

 

[JulianCohen]

Long probably won’t be an issue, but shorting is tough when there’s no stock available until it hits the low of the day and then you get filled…

[JulianCohen]

The main issue is getting a fill. Instead of being filled as per the backtest and making 25% on a short yesterday, I got filled and made -1% instead.

[JulianCohen]

Interesting that a Stop Loss gives you good results…generally speaking in MR strategies it hurts the strategy

[JulianCohen]

April ’24

Short-Term Systems
US Combined MR: -3.63%
ASX Weekly Swing: 4.84%

Long Term Systems
Long Term NASDAQ -3.83%
US Momentum: -3.76 %
US WTT: -1.39%

ASX Growth: -5.35%
ASX Momentum: -8.05%

ETFs
USD All Weather: -5.88%
ASX All Weather: 1.39%
ETFs: -4.60%

Total Account: -5.37%
Rolling Volatility: 13.08% 

[JulianCohen]

You could always run the two strategies side by side in a portfolio…How would that look?

[JulianCohen]

I have a lot of my strategies running on inMEL now to try to pick up that edge in the smaller more volatile stocks.

Except shorts which are only inRUI in order to get best possible fill percentage

[JulianCohen]

I use Order Clerk, and this allows me to download the trades from IB, it uses the Trade Summary from TWS, and then I can run it in a script. I believe this is possible with Basket trader too but I’m not sure.

I then have a script that I can run that shows all the metrics for those trades, like running a backtest. You can then run the Actual Trades and then run the backtest and use the Compare Trade Lists function which will show the trades lists side by side sorted by date, and it is very simple to check actual vs backtests this way.

Have a look in the Help Files for Trade Comparison Window…should have all the information you need, but reach out if you get stuck

[JulianCohen]

nothing wrong with Marmite

[JulianCohen]

He’s back!!

[JulianCohen]

March ’24

Short-Term System
US Combined MR: 2.56%
ASX Weekly Swing: 1.39%

Long Term Systems
Long Term NASDAQ 2.58%
US Momentum: 6.60%
US WTT: 4.46%

ASX Growth: 3.87%
ASX Momentum: 1.74%

ETFs
USD All Weather: 4.49%
ASX All Weather: 5.04%
ETFs: 0.32%

Total Account: 4.06%
Rolling Volatility: 12.53%

[JulianCohen]

Nice one Glen…testing it already. It has possibilities for sure

[JulianCohen]

When you combine AUD and US strategies in RT like this, do you just include AUDUSD in the include list? I’ve not done it before so if you wouldn’t mind posting a template to show how it is done that would be much appreciated. I don’t think there is one in the Examples folder in RT

[JulianCohen]

I always keep them in one script. I prefer to keep everything in one place so it’s easier to make changes, but that’s just me.

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