[RobertMontgomery]

Thanks Nick, I will keep pestering IB for details as they haven’t yet been very responsive to my trade inquiries.

[RobertMontgomery]

Feb-21

My MOC system recovered nicely and the actual results continue to track well with the backtest. There were a few missed trades in during the month, so I’m curious to hear from others how often your systems miss a trade that is filled in the backtest but not in the live account.

US
MOC #1: +15.10% (live on 1/25/21)
TLT: -4.2%

[RobertMontgomery]

Welcome to the party Tim, it can be daunting at first, but it’s worth the effort. I came here through listening to podcasts during my daily commute also.

[RobertMontgomery]

Welcome to the party Robert, I just finished my six months and it’s well worth the time and effort … the program has taken my trading game to a new level.

[RobertMontgomery]

Scott, Check your line of code for: SetSortColumns(-??)

Using the new API, mine is SetSortColumns(-30), but you have to count your columns to confirm for your code.

You have to change this when you add additional columns, so it will sort on the proper rank column.

I made a similar error before going live and Nick straightened me out.

[RobertMontgomery]

Hi Nick, Can I ask at what range your fill% is running for these two MOC strategies?

[RobertMontgomery]

Thanks Michael, for sharing your experience during this dry spell, … your time will come. It sounds like you have been living this quote and finding out if you have a great or a good strategy.

“The great strategy you can’t stick with is obviously vastly inferior to the very good strategy you can stick with.”

[RobertMontgomery]

Inspiring results Glenn, makes me want to get to work on a weekly system next.

[RobertMontgomery]

Welcome. I’m looking forward to watching your progress, it’s sounds like the methods and tools used here are going to work well with your experience.

[RobertMontgomery]

Thanks everyone for sharing your gap filters. It’s sounds we are all seeing similar results, when I applied the version below adapted from Gavin’s example to my momentum system it doesn’t make a significant improvement to the results. Talking to Craig about this it seems the original intent was to filter out stocks in the midst of a takeover.

PF1 = L;
PF2 = Ref(H,-1);
R1 = ((PF1-PF2)/PF2)*100;

Gaps = GapUp() AND R1 > 45;
NoGaps = Sum(Gaps,150) == 0;

[RobertMontgomery]

Gavin, Did this gap filter code work for you? I have been tinkering with it as part of a rotational system, but it’s not filtering as I expected.

[RobertMontgomery]

Thank you for posting this. I made the settings changes yesterday and the trade log file downloaded perfectly today.

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