[SaidBitar]

Happy new year everyone and best wishes for the coming year

Dec 2023
Monthly Momentum : 1.5%
MRV : -3.45%
MOC : 0.12%
Total Account : -1.11%

Year 23
Momentum : 9.39%
MRV : 1%
MOC : -7.67%
Account : -4.91%

I had stupid mistake with MOC during the year by entering account size wrong that costed me 10% loss of the total account instead of 1%. In general live trading and backtests are aligned. I feel my systems are not aligned with the market since all of them in backtest are showing the largest DD in the period of 22-23 especially long systems.
I need to sit and check what is going on, but since 2020 the performance of the systems in backtest is different from the duration before as if there is change in character in the market and my systems couldn’t adapt to it. Dec 2023 most of the stocks and the general market were going up and the move was huge in comparison to my returns. Also i noticed that my momentum systems are buying late in the trend so after i buy i catch a small piece of it and then the movement stops.
 

[SaidBitar]

NOV 23
Momentum: 0.28% (Didn’t trade momentum in Nov but this small percentage is from closing the trades)
MRV: 1.19%
MOC: 1.22%

Total Account: 1.64%

[SaidBitar]

Look for a stock that is in up trend and increased fast in the last period enter short if it goes up xATR and cover end of the session
So in general most of the rules it will be same as the long MOC system, liquidity and trend but instead of entering stocks that are showing weakness in the recent days you want to enter stocks that are showing strength in the recent days
you place order to enter if the price increased fraction of the ATR and then MOC is your exit

[SaidBitar]

OCT 23
Momentum: -1.07%
MRV: –0.56%
MOC: -1.6%

Total Account: -3.16%

The last two sessions reduced the loss for the month, but in general long boring and losing month

[SaidBitar]

Sept 23
Momentum: -5.35%
MRV: 1.63%
MOC: -2.67%

Total Account: -5.31%

[SaidBitar]

Great work Glen

I saw this strategy last year on YouTube and he makes it sound very easy and compelling. When you look at the charts in hindsight you can see all the breakouts easily. So I decided to paper trade it for at least 100 trades so it will act as my backtest. But after some time I got really tired and exhausted from staying in front of the monitor watching candles go up, down, green, red. I tried to backtest it using RT but it is difficult to code since it requires eyeballing. Then I dropped the idea.

I like how you managed to make it without watching the market and the dashboard is an awesome idea.

[SaidBitar]

August 23
Momentum: 2.1%
MRV: 0.23%
MOC: -4.22%

Total Account: -2.3

 

[SaidBitar]

JUNE – JULY 2023
MRV  Combined: 3.82%
MOC Combined: –0.16%
NDX Momo: 11.62%

Total Account: 8.34%

[SaidBitar]

MAY 2023
MRV  Combined: -0.44%
MOC Combined: 0.0%
NDX Momo: -4.26%
Hedge : -0.91%

Total Account: -1.68%

[SaidBitar]

APR 2023
MRV  Combined: -1.29%
MOC Combined: -2.11
NDX Momo: 2.61%
Hedge : -0.65%

Total Account: -1.16%

 

[SaidBitar]

MAR2023
MRV  Combined: -1.82%
MOC Combined: -3.01%
NDX Momo: 6.4%
Hedge : -0.45%

Total Account: -5.92%

Due to a stupid mistake in entering the account value into MOC system instead of losing 0.8% of the account for the day, I ended up losing 8% of the account for the day.

[SaidBitar]

I use DELL workstations (PRECISION) for a long time, they are excellent but a bit bulky. They have the XPS line that looks better and is a bit smaller. As mentioned SSD is very important regarding the RAM it is useful because it can determine the amount of data that can be carried in memory especially if you want to test 10 strategies in Realtest and go back to early 2000 or 1995. Their service is perfect they have the option they will come to your place to repair it.
Regarding other brands, I think all are good as long as the SSD and the RAMs are good

[SaidBitar]

FEB 2023
MRV  Combined: -2.54%
MOC Combined: 1.18%
NDX Momo: –7.25%
Hedge : -0.1%

Total Account: -3.19%

[SaidBitar]

I have the same code and it works fine. Did you try to use it for a shorter test duration? Test it from 2020 till today and check if it will work. 
This error means you are trying to reference some bars that are out of range, maybe no data for it. At least this is my understanding.

[SaidBitar]

JAN 23
MRV : 2.3%
MOC : 3.87%
Total Account : 3.81%

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