[RobGiles]

3:40pm

I’m using the CBT version of my MOC system and have had a couple of sessions where I’ve had the max 40 orders to place, which feels better than placing 40+ orders back in the old days of running the system with SB. Re performance, I’ll see hw it looks in 6 months I guess.

[RobGiles]

Len Zir wrote:

I also run Nick’s DTVI and my own NASDAQ aggressive rotation system in 2 separate accounts.
Incidentally my Nasdaq aggressive owns NFLX DTVI doesn’t.

Hi Len / Nick
How do you get hold of Nick’s DTVI signals…is that the Tradelongterm subscription system?

[RobGiles]

Got a lot out of that presentation thanks Nick.

[RobGiles]

Thanks Nick, agree that’s a fairly ordinary return. Dumb question but how did you calculate the minimum capital?

I’m noticing that most of these guys (Tomas Nesnidal, Kevin Davey, Unger) quote performance from ‘successful students’ but don’t give you a) the amount of capital they are trading with or b) the max risk per trade that they have exposed themselves to in order to achieve the stated return. In my mind this gives a meaningless return statistic, as you have no idea what the MAR ratio or the CAR is.

They all seem to re-optimize “regularly” as well, using walk fwd analysis, to keep the systems in line with current conditions – that sounds like a lot more re-optimising than we’ve been taught to conduct in the mentor Course….curve fitting sounds more apt.

Not easy to find honest education on the futures space it seems.

[RobGiles]

Re Rotational system backtesting code, I’m testing a system on the ASX 100. Should I be using $XAO or $XTO as my ‘Pad & Align’ in the Backtester Settings? FWIW I’ve done both and both show using an Index filter > 500 days to be optimal, which I found interesting.

[RobGiles]

Good on you Nick, as always your opinion is highly valued.

Just be sure I’ve got this right, if these guys are consciously trading data-mined systems, their approach must be to continually re-optimize these systems to current market conditions, or have some kind of rule that stops them from trading once the system has been unprofitable for a give length of time?

[RobGiles]

FWIW the thing I love about trend trading systems such as Nicks ASX Growth Portfolio is that I have learned to not give a toss about what the stock I’m going long does. I trust the process and the robustness of the system. I would never had bought stocks like A2M (closed out at 190% profit) or ALT (up 30% odd yesterday) without simply following the strategy.

[RobGiles]

Thanks guys, Yep understand the account size issue. That’s not my concern it was more the ability to develop robust strategies on a single instrument with the aim of combining multiple single instrument strategies into a futures portfolio, with the aim of adding non or low correlated systems to my equities systems.

There’s a a lot of people spruiking algo trading education in this domain (e.g. the guys from Better Trading Acadamy, the guys mentioned by Petra Zacek in Better system Trader’s recent podcast (andrea unger, & Kevin Davey who won the world trading championships – whatever TF that is)). Any one had experience with any of these people?

[RobGiles]

Thanks Julian,

What are people’s thoughts on systems that are backtested on single futures instruments like the various e-mini future contracts, or specific commodities contracts?

[RobGiles]

Was wondering if anyone has looked at, heard about the merits of Larry Williams’ University Trend Trading Stocks, Futures, & Commodities course? I understand that his stocks systems have been heavily data mined, but what about his futures education? probably the same I’m guessing.

[RobGiles]

Said Bitar wrote:

No you do not need it since you are exiting the same day and you do not care if it is the last trading day for the stock

Thanks Said
Would’ve having that code in my original non CBT code affected my backtest results, as I was never told to remove it when I submitted my code for sign off?

[RobGiles]

Guys

Under “Entry and Exit Signals”, my MOC code is as follows:

LESetUp = C1 AND C3 AND C4;

BuyLimP = L – ATRVal;
Tick = 0.01;
BuyLimVal = round(BuyLimP/Tick);
BuyLimit = BuyLimVal * Tick;
//

---

OnLastTwoBarsOfDelistedSecurity = BarIndex() >= (LastValue(BarIndex()) -1) AND !IsNull(GetFnData(“DelistingDate”));
//Used for the entry
LE = Ref(LESetUp,-1) AND NOT OnLastTwoBarsOfDelistedSecurity;//Long Entry the day before trigger bar
LEPrice = Min(Ref(BuyLimit,-1),Open);
//

---

_SECTION_END();

Do we even need:

OnLastTwoBarsOfDelistedSecurity = BarIndex() >= (LastValue(BarIndex()) -1) AND !IsNull(GetFnData(“DelistingDate”));

or this bit of code in the LE section:
AND NOT OnLastTwoBarsOfDelistedSecurity;

[RobGiles]

Thank god you’re in here Andrew. I am 48 and arguably the most retarded coding / IT student Nick & Craig have ever taken on, and even I ended up with 2 systems after doing the course. Like Scott, the coding side of things was like learning a foreign language, and while I am far from being fluent, I can at least understand the basics. I find I need to get back in tune with AFL coding after not writing it for a period of time, as I quickly ‘rusty’. That being said, I plan to stick with it and slowly but surely build on my portfolio of systems. Reiterating Scott’s comments, the templates are very useful.

[RobGiles]

Julian Cohen wrote:

Nick Radge wrote:

Nice result for your MOC mate.

Yes it was a nice month for that. Balances out the ASX Momentum which is my bogie portfolio. There seems to be always one that is a constant disappointment and mine is ASX momentum.

Julian is the ASX MOM based on the same rules / logic as the US MOM systems you trade?

Also, what’s the difference between the Nasdaq Mom and Long Term?

[RobGiles]

Hi Len

Do you see much crossover of stocks between your US MOMO and Nasdaq Aggr systems?

[Author]

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