[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.

[RichardKoziel]

Yes the tax man
But when I hear the Politicians talk they say it is REVENUE not taxes. Some disconnect!

Rick

[RichardKoziel]

Yes the ETF and All Weather Portfolios are on my to do list. Is there any merit in exploring Portfolio allocation weighting as the market environment changes? (i.e adding more money to the strongest performing portfolio). Or are the timing mechanism to slow to react effectively?
Rick

[RichardKoziel]

I struggled with Amibroker and then found Real Test and made the switch. I enjoy the combined strategies function of RT. I’ll look into shorting systems a bit more. Thanks, Rick

[RichardKoziel]

It reminds me of an old aviation saying…
• We measure it with a micrometer.
• Draw the line with a crayon.
• And cut it with a dull axe.

Every time we dip our hand into the data pool, we muddy the water. Now I just need to keep it in mind the next time I am building a trading system.

[Author]

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