[OmarAouane]

Wishing a Happy and successful New Year to everybody here!

[OmarAouane]

DEC 2020:

BBO: + 7.5%
Momo1: +0.7%
Momo2:+0%
US MOC: +0.2%

Account -0.15%

Ended up as flat month as the new positions added on the second half of the month went down. Still roughly 40% invested.

[OmarAouane]

Thanks Nick.
Had to reinstall everything from scratch.

[OmarAouane]

Just posted the same issue on my journal.
seems there is no other issue that re installing AB…

[OmarAouane]

This is great Seth. Thanks a lot!
I am just strating to use STT but was asking my self the same question regading time frame trade analisys.

[OmarAouane]

I will echo what the guys have said. One trick could be that before being confortable writing code, try to be be confortable reading code. You go through each line/block of a template and strip it bit by bit to understand what it does and what it parameters refers to.
Don t feel alone , many of us here ( myself included) would not have made it without the – still needed- help of Craig and Nick. The journey is only starting!!

[OmarAouane]

confirmed it happened in europe. basically got filled 15 min after the open. impact was negligible for a weekly system.

[OmarAouane]

Thanks Seth. Well It was one of the best month in stock market history.
At least i did not jinx no one hahah

[OmarAouane]

NOV 2020:

BBO: + 10.5%
Momo1: +24.5%
Momo2:+6.8%
US MOC: +0.3%

Account +1.9%

Still not fully invested as I am taking only new trades in the first 2 systems.
First month of live trading, still stuggling a bit to keep track of operations, working on using STT and and potential API.

[OmarAouane]

Hi Trent,
Just started this week to try to implement the BBO on a weekly.
Right now, struggling a bit with the trailing stop logic and without chart not easy to eye ball the trades.
Happy to exchange on it

[OmarAouane]

thanks Julian/Nick
I am still in test phase even tough trading live, will monitor daily trades closely
Will keep the group posted on the outcome

[OmarAouane]

Since start of the month, it happened 3 times that the backtest shows a fill where in real trading, i did not get filled. The fill price was only few bips above the low of the day so probably did not trade enough to get filled.

[OmarAouane]

For the folks running a MOC system since a while, have you estimated the cost of unfilled orders?
When I strip out of my backtest the trades where the MAE is less than 0.10% the results look much less promising.
I am tempted to try Market if touched orders to overcome this issue but it might dramatically increase slippage.
Glad to have your feedback
Cheers

[OmarAouane]

Well I did…
and as everybody it seems I choose the best day to launch the rotational system
sorry guys that I jinxed your momentum systems hahah

[OmarAouane]

Thx for the trick Trent.
In case you want to overcome this issue and don t mind a less precise calculation for your MA you can also use “UseAvailableBars:True” in the test settings part.

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