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RobertMontgomeryParticipant
So much for having a “smart score” of 10.
This was the only position that executed yesterday in my MOC system for a -16.34% loss, but I am still in cash at the moment so I missed it.
RobertMontgomeryParticipantI am in the process of moving to ChartVPS and installed TheChartist SmartAPI 2.0.0.5 and it will not update to version 2.0.0.17. Do I need a more recent version to complete the upgrade to 2.0.0.17? Not sure how to move the upgraded version from the old vps to the new one.
RobertMontgomeryParticipantAnyone testing this on the US markets to see if that is a possibility? I know Nick said it wasn’t a good fit, but curious if someone finds a creative twist that works reasonably on a US market or just a good diversifier for only US traders.
RobertMontgomeryParticipantHere is the link to his manual for free https://tradertom.com/resource/psychology-book/
RobertMontgomeryParticipantSeptember 2022
US
MOC system: -6.94 % (trading 1/2 of the account value, hit equity stop and testing equity curve filter for re-entry)
TLT: -1.9%
401k ETF momentum: -0.6%RobertMontgomeryParticipantYep, this couple is a legend. Awesome story of understanding the math behind the edge and then follow through to exploit it and share with others.
September 28, 2022 at 1:34 am in reply to: Dealing with Current Drawdowns in MOC / Mean Reversion Systems #115060RobertMontgomeryParticipantI don’t see the article link.
RobertMontgomeryParticipantI made the same decision with my MOC system after last Friday’s down day and my account balance reached the limit I had set. Time for a mental break and pause until things turn around.
September 25, 2022 at 12:10 pm in reply to: Dr. Wouter Keller’s tactical strategy “Bold Asset Allocation” (BAA) #115057RobertMontgomeryParticipantHi Len, I did see it was available there also, just looking to see if there is a way to create an improved variant of the strategy. Also, curious how much the historical return benefit from the bull market in bonds that seems to be over now.
September 25, 2022 at 12:07 pm in reply to: Dr. Wouter Keller’s tactical strategy “Bold Asset Allocation” (BAA) #115052RobertMontgomeryParticipantThanks Julian, I ready through the real test discussion and did not see this aggressive variant in the mix. Overall most of the backtest results shared did not seem to wow anyone. I was curious of what would happen if the Offensive list was allowed to pick the top stocks from the NDX or R1000, etc., and testing the daily, weekly, monthly variants. I will have to learn real test to take advantage of those scripts shared.
RobertMontgomeryParticipantAugust 2022
US
MOC system: -9.48 % (only trading 1/2 of the account value this month to minimize losses and make it easier to keep trading)
TLT: -4.4%
401k ETF momentum: -2.5%RobertMontgomeryParticipantGlen, Thanks for reply and prompting me to dig deeper. After comparing the exploration files, old computer to new computer, I found the new computer exploration results includes a few stocks not included in the old computer results. Maybe it is a database issue, so I will go down that route and do a fresh install on the old computer.
RobertMontgomeryParticipantI just purchased a new laptop and installed Amibroker 6.40.5, clean install with no files copied from my old computer running 6.30.5.
Running the same .afl file, same exclude list and same market I am getting slightly different backtest results when comparing the result produced by each computer. I have reviewed all of the amibroker settings and exclude lists and so now the difference appears to just be rounding differences.
Does anyone have a process or checklist they use for setting up a clean instance of Amibroker for trading an MOC system on the US market?
Did you find there to be slight differences in the results produced by the two computers after all the settings were confirmed the same?
RobertMontgomeryParticipantA couple not included that I had on my list:
LGF.B, LGF.ARobertMontgomeryParticipantJuly 2022
US
MOC system: -4.95 %
TLT: 0.0%
401k ETF momentum: -0.6%Hoping for the trends to turn in our favor during July.
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