[ScottMcNab]

Nick Radge wrote:

The long signals are the exact opposite of the shorts.

Very interesting…what was the thinking behind testing that idea Nick ? Seems logical for a trend following futures (commodity/currency ) system but I had not thought to try it on stocks….obviously works

[ScottMcNab]

My MOC short merges two systems into one but I did that because I had to in order to reach a cagr that made it worth the effort to trade..if I had two great systems it would be good to keep them separate if possible. One way (which probably wont work ) would be to pick a variable and make it a condition in system 1 for the variable to be above X and the same condition in system 2 needs to be below X
eg
above/below MA
rstrength
HV
recent HV/ past HV
HV/ Index HV
Close
ROC
Ideally it wont impact cagr much but will just allow a neat division of trades (yeah..I don’t really believe it either, even as I type it, but sometimes things test out differently)

When that fails, another test that may be worth trying is making one system a MRV with very short stale exit (2 or 3 days) ? It would reduce trade replication somewhat and add a bit of diversification at the cost of slightly higher maxDD

[ScottMcNab]

This one looks cheap…but the sting may be in the fx conversion fees

https://www.cmcmarkets.com/en-au/lp/stockbroking-international-shares

[ScottMcNab]

Went back to SelfWealth for another look…US coming soon..be nice to diversify a bit of cash out of IB …hard to find other US brokers that will take Australian customers any more

https://trade.selfwealth.com.au/us-share-trading

[ScottMcNab]

Yep

[ScottMcNab]

Some bugger beat me to it Nick

[ScottMcNab]

Big miss for GME on Friday…short entry was for 14.38…will be interesting after 6 months or so to compare results with backtest

[ScottMcNab]

Great news Seth

[ScottMcNab]

Yep

[ScottMcNab]

Hi Seth. Despite many hours I couldn’t find anything that works on the short side as a breakout. I could only get it as an exhaustion of a “shooting star”…..so sells off after major price rise

[ScottMcNab]

Better System Trader is back up again after a long hiatus

The latest interview (last week) is with Nick for those who have not found it…great listen

[ScottMcNab]

very nice

[ScottMcNab]

Thanks for your help with them Julian..your patience was appreciated

[ScottMcNab]

and short for same time period

[ScottMcNab]

Results are for 2010 to present Glen for Long (just scrapes into my 20% rule but like the diversification of exits between mrv and moc)

[Author]

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