[RichardKoziel]

Hi All,

I’m just plugging along being one with my systems and experimenting with new ones. 
MR 1          1.5%
MR 2         -0.2%
Momo Wk   5.3

I like to wish everyone  happy holidays with your family and  enjoy the New Year! 
All the best,
Rick
 

[RichardKoziel]

October has been a busy month. Have not found any better systems so far. So the learning will continue. I’m really enjoying it. Also we have a new puppy, a chocolate Lab to join our three year old Lab. He is a busy little guy so my time is limited right now on building new trading systems.

Momentum Weekly     2.1%
Momo WK & Monthly  2.7 %
MR 1   4.2%
MR 2  0.8 %

I was wondering if anyone is doing any trading Canada ?  If so which types of system is doing the best? Thanks all.
 

[RichardKoziel]

Thanks Nick and group member. Sorry I missed the call but i appreciate the recording. I always pick up a tip or two. Take care all.

[RichardKoziel]

Hi Kate,

So sorry to hear about your loss. I will keep you and your family in my thoughts and prayers.

[RichardKoziel]

Hi Julian,
Are you using the “Rolling Volatility” in your systems or just tracking it for the total portfolio ? Thanks Rick

[RichardKoziel]

Thanks Sean,
Since I turned into a Systematic Trader ( 4 plus years) I have been keeping track of when I have and when I have not followed my systems.

Followed Rules +Profit $
Followed Rules Loss $
Had Rules but Late Action
Not Follow Rules +Profit $
Not Follow Rules – Loss $
No Real Plan or Vague Rules

Early on was my worst none rule following or being late was about 15% of the time. In the most recent year or two it has only happened twice. So I am getting a better handle on it. But I must keep my guard up at all times. That is where the tracking kicks in and holds my feet to the fire.

Have a good one Rick

[RichardKoziel]

I just wanted to send you some well wishes and some positive energy. From your previous post you sound like a strong person and I know you can get through this! Take care and be well.

All the best, Rick

[RichardKoziel]

Good for you Kate,

Those fees can place a significant drag on your portfolio. The USA Mutual Funds have a bunch of fees most people do not even look at. That darn fine print on those prospectus.

[RichardKoziel]

Nice going Nick the ROR to MDD is impressive.

My I assume SMSF = Self Managed Super Fund?
Thanks

[RichardKoziel]

Hey Ben,

Would post the ROR, MDD and Number of Trades for each Index tested. Thanks Rick

[RichardKoziel]

Thanks Nick,
That is very sage advice. I’ll take a closer look at it and live it on a day to day review. Thanks.

It was the rapped give back of profits over the last few days that got me thinking there must be a way to evaluate selling pressure and adjusting to it.

Since switching over to systematic trading the last few years I have kept track of when I followed my systems 100%, when I was late to follow my systems and when I lost my mind and did not follow my systems. WOW that data alone was eye opening.

Thanks again

[RichardKoziel]

I need a clarification please on below,
TestSettings:
SkipTestIf: s1alloc + s2alloc <> 100

shood that be,

SkipTestIf: s1alloc + s2alloc + s3alloc <> 100

Thanks

[RichardKoziel]

Hi Ben,

Thanks I’ll take a look at the Real Test code. Have a great day. Rick

[RichardKoziel]

Nice, back to nature and no electronics. Sounds like you had a great trip.

Best, Rick

[RichardKoziel]

Thanks Terry,
I’ll let you know if I come up with anything promising on the portfolio weighting idea. I can see how it would be a double edge sword that cuts both ways. Thanks again.

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