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LEONARDZIRParticipant
Trent,
Each of my 6 strategies has it’s own fillrate. With all strategies combined I get a 10% fill rateLEONARDZIRParticipantDustin,
I find it much easier to run 6 strategies in one account for a variety of reasons. For example it takes me about 2 minutes to run Realtest daily to setup the 100 or so setups I have each day. The statistics especially the individual equity curves for each strategy and the combined equity curve are easy to perform. There are a host of other reasons. Traderunner ,the API is very sophisticated, You can change your entries and exits in multiple ways. For example when the stock price comes near the limit price Traderunner puts the my limit order in the market. I also can get a fill specifying the amount of slippage I will except (and test the consequence of slippage).
If you have no issues running multiple strategies in one account I wouldn’t change. Take a look at the Realtest site where there is a presentation. Neither Realtest or Traderunner is integrated with Ambroker.LEONARDZIRParticipantJulian,
The short answer is yes.
Marsten Parker has 2 products: Realtest and traderunner. I use Realtest to Backtest and daily for setups. My MR strategy has 6 strategies which I run concurrently in one IB account. Realtest is excellent for Backtesting and running multiple strategies in one account . TRADERUNNER Is his API which I link to my IB account. It is very sophisticated. It is great for a multi strategy account. It also provides statistics.
Couple of points First Marsten’s products are in beta form although I believe he will offer them commercially in the next 6 months. Second both products require learning a new language.
Finally Marsten will be one of the traders highlighted in Schwager’s new book “Unknown Market Masters” due out in November.LEONARDZIRParticipantIn case anybody interested, for my “MR” strategy which includes 6 strategies in one account , no leverage I am using Marsten Parker’s testing and API products with Amibroker. His Twitter is https://Twitter.com/mars10p.
All other strategies use Amibroker testing and an older version of our API.LEONARDZIRParticipantMatt,
It sounds like you are running a mean reversion system with stops. I believe Nick has pointed out that stops degrade mean reversion systems. Other traders such as Sutherland have noted similar findings. I apologize if I have misinterpreted your results.
LenLEONARDZIRParticipantAugust 2020
USMR. 5.86%
HFT. 2.6%
TLT. 29.88%
US MOM 3.4%Could only trade MR and HFT FIRST 2 weeks of August.
LEONARDZIRParticipantTrent, I am running my MOC without leverage. It is one of several systems in my MR portfolio that are combined in one account. Tests great with no leverage.
LEONARDZIRParticipantMatthew, everybody has to follow their own path. I wish you luck with yours.
LEONARDZIRParticipantWhy not consider rotation strategies and some MR in addition to your MOC? I have had very good success with a Nasdaq Rotation strategy. It seems to me that multiple different systems can smooth out your equity curve and in fact may be additive to each other.
I am currently trading an MR strategy that incorporates 6 strategies;A Nasdaq rotation system; a US momentum system, and a US HFT that only takes long trades.LEONARDZIRParticipantMatthew,
Two previous times in my trading career I tried to trade successfully O’Neils concepts. I even took a course with O’Neill many years ago. I subscribed to Investors Business daily for ideas. I was never profitable. I also subscribed to the trading service from IBD and their service was never profitable. Had Marketsmith for awhile.My inability to be profitable with IBD growth stock strategy was one of several reasons I switched to Nick and systematic trading. I have been more than pleased and most importantly profitable since I joined the mentor program in 2016.
Perhaps you will have more luck with discretionary trading.LEONARDZIRParticipantForgot to include my US Momo for July
US MOMO +7.48%All my investment and trading accounts
+6.46%LEONARDZIRParticipantJuly 2020
US HFT 4.86%
US MR 2.89%
TLT 11.62%
US HFT was partial month. Added MOC long and MOC short to my MR during the month. . Currently US MR consists of 6 strategies all integrated in one account with no leverage. There are 3 long strategies and 3 short strategies.
LEONARDZIRParticipantI run them as one system in my backtesting (I use another testing systems rather than amibroker for my MOC and MR) and use one API that trades long and short.
LEONARDZIRParticipantSeth,
I am using a beta version of a different API not used in the mentoring. I run long and short positions in the same account at IB.LEONARDZIRParticipantJune 2020
MOC(long ) -12.46%
MR(long,short) -6.21%
Nasdaq +6.3%
US momo +6.05%Not happy with my long only MOC. Stopped trading it and trading an MOC that is long plus shorts. Max 10 positions at 10%, no leverage.Backtest CAR 31.35, DD 5.92.
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