[ScottMcNab]

I was having a crack at sub $1 stocks in that one system …knew were risks…had volume and turnover in the millions but not (yet) enough so will keep experimenting

[ScottMcNab]

No problems with RUI or RUA….my fault was I was targeting some cheaper stocks in “entire USA” in the SM system in particular…would seem I did not have the turnover filters high enough…were 4 or 5 stocks where it hurt me for a couple of %…next month will clarify I hope

[ScottMcNab]

May 2021

MRV RUA 3.2%
MRV RUI -0.2%
MRV USA RB -2.9%
MRV USA AK -3.8%
MRV USA PB 2.7%
MRV USA SM -7.7%

Unsurprisingly I am encountering slippage (sell on open) in all USA systems as I try and increase allocation to these systems. It is costing me a few % a month….especially USA SM where I was trying to target a cheaper universe of stocks that had not tried before. I have doubled turn over filters for next month and will review outcome.

[ScottMcNab]

There seems to be an end of month effect (to me) Howard. Nearly all EOM systems I have tried give the best results if rotation done last day or first day…so may not be over-optomised as such ?

[ScottMcNab]

Agree to not holding breath…must be massive undertaking to check it all for accuracy though…fingers crossed for 2021

[ScottMcNab]

I had that quite a few times (with the previous API version though) Omar and I found it had something to do with my csv file. When it happened, I would go back into Ami, re-export the orders into excel and save and nearly always it would then load ok into the API. I never found out exactly what I was doing different to cause it to crash. I am using 6 systems and typically in would happen on only one of those maybe once a week.

[ScottMcNab]

Thanks for the replies gentlemen

[ScottMcNab]

I am hoping for some advice on settings people are using in the IMPORT section please for the following 2 areas…from what I can understand from the pdf and forum I am using:

Padding: AllMarketDays

Adjustment: CapitalSpecial

[ScottMcNab]

April 2021

MRV RUA 2.6%
MRV RUI 1.7%
MRV USA RB -8.7%
MRV USA AK -1.2%
MRV USA PB -1.9%
MRV USA SM -2.6%

[ScottMcNab]

Oliver Benson wrote:

Yes it was a very ‘crude’ attempt….

Apologies Oli…my humour can be a bit black at times…it turned negative for a while but all good now

[ScottMcNab]

I would happily trade a system at 25/-13 …esp for R1000 only…great results Nic. Is it possible to use the original style of entry (before you flipped it) to make a complimentary system sufficiently different to give some diversification..maybe trade it on R2000 or something? Doesn’t even have to be as good for the combined results to make it worthwhile

[ScottMcNab]

Oliver Benson wrote:

….and haha great start, I mis-spelt my own name in the title of the post!

Slick

[ScottMcNab]

March 2021

MRV RUA 0.7%
MRV RUI 2.6%
MRV USA RB 3.4%
MRV USA AK 7.2%
MRV USA PB -1.6%
MRV USA SM -2.7%

[ScottMcNab]

I better keep experimenting then. I just downloaded fresh copy of CBT and inserted conditions and still just get setups on 2nd and 4th but not on 3rd as required..must be along lines of Glen’s explanation in RealTest section

edit: went back to an old laptop and found the code we used before CBT…NNN shows in the backtest fine but still no luck using any version of code with CBT in it…not sure what I’ve done but will keep looking

[ScottMcNab]

Hmm…such a simple code I cant image what I have done wrong..it looks like you had a setup on 2nd by the arrow on chart? Will your code still allow a new setup on 3rd in that case ?

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