[JulianCohen]

No problem at all. Happy to help if I can

[JulianCohen]

Looks like a drop in MDD too but hard to tell from that chart

[JulianCohen]

try C > C[1] as an exit….often makes a big difference especially with strategies with a lot of setups, as it gives a profitable trade an opportunity to close and allow another trade to have a go

Also try playing with the ranking choices…that can make a big difference too

[JulianCohen]

If you have moved to RealTest Sean, then a good place to start would be looking at Marsten’s examples as there are a number of fully coded working strategies in there. Not meant to be traded as is of course, but all the principles are there for you to study and play with.

[JulianCohen]

April ’23

Short-Term Systems
US Combined MOC: -4.44%
TSX Daily Swing:  0%
ASX Weekly Swing -0.94%
TSX Weekly Swing -1.84%

Long Term Systems
Long Term NASDAQ: -0.75%
US Momentum: -5.64%
US WTT: -1.11%

ASX Growth -5.65%
ASX Momentum: -1.21%

For some reason this month felt worse than it actually turned out in terms of the numbers. Dunno what that means

[JulianCohen]

I use OC and cancelled my VPS about 3 months ago. I can set the orders before the open and close everything and leave it to run without having TWS or my computers open.

[JulianCohen]

OK got the idea of the scan

I actually use the Debug panel and often look at 200 days data to see what the script is calculating each data point to be

[JulianCohen]

My experience is that when the strategies are combined they can produce different results to when they are stand alone, especially if using top down and not allowing duplicates.

If you are not going to allow duplicates then I would suggest going b

[JulianCohen]

I don’t use the scan section very much..

Would you like to give us an idea about how you are using it to spot errors?

[JulianCohen]

forgive my ignorance but what are share placements?

[JulianCohen]

March ’23

Short-Term Systems
US Combined MOC: -5.64%
ASX Weekly Swing 0.69%
TSX Weekly Swing -2.34%

Long Term Systems
Long Term NASDAQ: -1.09%
US Momentum: 6.15%
US WTT: -12.00%

ASX Growth 1.05%
ASX Momentum: -1.79%

[JulianCohen]

One thing to bear in mind is that RealTest runs all it’s data processes in RAM, so if you are testing a portfolio with more than four or five strategies over a longer period of time, you will find the RAM starts to suffer.

I’d go for 32GB to future proof yourself

[JulianCohen]

There is a whole discussion section in the RT forum about converting scripts from AB to RT and the differences that are then found.

Worth a read if this is a concern to you

https://forum.mhptrading.com/t/notes-for-amibroker-users/24/28

 

[JulianCohen]

 February‘ 23

Short-Term Systems
US Combined MOC: -8.09%
ASX Weekly Swing -0.18%
TSX Weekly Swing -3.05%

Long Term Systems
Long Term NASDAQ: -5.21%
US Momentum: 4.39%
US WTT: 1.77%

ASX Growth 6.02%
ASX Momentum: -7.22%     

[JulianCohen]

January ‘ 23

Short-Term Systems
US Combined MOC: 5.50%

ASX Weekly Swing 2.00%
TSX Weekly Swing -0.29%

Long Term Systems
Long Term NASDAQ: 0.93%
US Momentum: 0%
US WTT: -0.24%

ASX Growth -0.82%
ASX Momentum: 5.72%

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