[MichaelRodwell]

Lol… WTAF. 44 systems.

I read that and my brain exploded.

[MichaelRodwell]

Cool, thanks Tim. I just saw your your post re: your MR system too. Looks very good!

Appreciate the feedback.

[MichaelRodwell]

No worries. On my second run through the coding section I’ll point them out. Thanks

[MichaelRodwell]

Thanks Scott. I really appreciate the advice and I agree that would be the best approach.
I do feel some time pressure with getting things done before the end of the 6 months but when I look back to my original reasons for getting involved it was for one system. Probably why I’m feeling a bit torn – I think I know where I am going to end up but want to be open until the decision is made. Thanks again!

[MichaelRodwell]

Enter the Key Idea!

The coding section seems to be winding down now and moving into thinking about the actual system.

I have one more week before I head to the US for a week so plan to go through as much as the content as I can and then start over again from day one when I return. 20 or so hours on the plane also means a fair amount of time to do some reading. There are 5 books which I have on my list:

– Unholy Grails (the more I can think like Nick the better)
– Stocks on the move
– Dual Momentum
– Following the Trend (most likely skim this for nuggest of gold – have you found any? Let me know!
– The new sell and sell short

I’ve been enjoying some of Meb Faber’s content also so I will check out his books which I think are downloadable from his website.

To date so many gaps have already been filled for me when it comes to AmiBroker (thanks Craig!) so I’ll be looking to consolidate even more on my return before heading off the US again.

Penciling in March to get serious on the actual system with Nick

[MichaelRodwell]

Hey Rob,

Regarding the ASX momentum system, any thoughts on why you couldn’t get it to work? Was there a specific area causing the challenge?

Thanks

Mike

[MichaelRodwell]

Hey Nick,

Regarding monthly rotational systems such as the DTVI, any thoughts about having a scale in/ scale out type approach?

My general hypothesis is that bear markets or down trends tend to be more volatile and aggressive, therefore act on the change of index filter faster when it turns off and is signaling to exit positions at the end of the month.

I haven’t developed the idea, but something along the lines of if the index filter turns down, scale out 25% per week until it either turns back up or the monthly rotation is due and all positions are exited. The intention is to limit the down side to a stronger degree than limiting the upside.

Would this make sense to test in such an approach?

[MichaelRodwell]

Yeah academics and doing are two different things.
I’m sure a few things to develop ideas that are fit for purpose.

Re: PPS – the “Valuable software” included with the book comes on 1 floppy disk!
I wish I had an old PC to fire it up and take a look!

[MichaelRodwell]

Now that the post looping code high has subsided I’m on to adding system components.

I’m seeing benefit in getting in front of AmiBroker as often as possible. Continual exposure, for short or long periods of time is helping things sink in.

On another note, I moved into my new place in Rosalie (Brisbane) and finally unpacked my book collection after having it in storage.

I’m looking forward to getting back into a few of them for some ideas and for a few of them some code snippets – Bandy’s stuff.

Speaking of Bandy – anyone care to make comment on his work?

I also dug out an old copy of Curtis Arnold’s PPS – anyone else other than Nick have that?

Could be a collectors item by now!

[MichaelRodwell]

Dont hate the coder, hate the loop!
I know what you’re saying though.

Over the years I’ve intermittently had a go at figuring it out for myself
to no avail.

Just for the record I got an equal buzz out of moving on!

[MichaelRodwell]

Boom! Got the all clear from Craig to progress past the looping section.
I definitely couldn’t write the code from scratch but it all makes sense.

Very happy with the content and progress so far. I’ll be in the US for two
weeks in Feb for work so I’m glad I have moved through some of the
content faster than the schedule. It will give me time to consolidate my
learning and not feel overly rushed when work commitments increase
periodically.

I’ll come clean. I got a buzz out of looping code.

Next up, system components.

[MichaelRodwell]

Day 08.

Looping code! Whoa… It’s starting to sink in.
I went through the looping section 3 times and can now can follow along.

I particularly enjoyed plotting the buy/sell arrows and stoploss.
It’s nice to be able to see a visual representation of what the code is doing.

Trying to remain focused on the coding at the moment but have
been listening to a few podcasts while repping out deadlifts and
squats at the gym. One of which was with Jerry Parker who
spent 50% of the time explaining in various ways why you should
just follow the system.

Very simple, not always easy.

[MichaelRodwell]

Meb Faber did some research on this and concluded the best time to switch or to start is immediately with 100% planned allocation. I haven’t seen the actual research though, just something he spoke about on one of his podcasts.

[MichaelRodwell]

First call with Craig today to get acquainted and go through a few coding questions.

So far so good. I can definitely see there would be benefit to doing some coding every day even if its a small amount or reviewing well writing AFL. Called it a day at the beginning of the Entries section and picked up a little reading which has led me to an idea to investigate – very cool.

[MichaelRodwell]

Trades on a plane… more fun than snakes on a plane – what could possibly go wrong!
Yep – staying impartial right now until I get through the coding.

[Author]

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