[ScottMcNab]

RUA 20×5

[ScottMcNab]

RUA 10×10

[ScottMcNab]

XAO 20×5

[ScottMcNab]

using those filters…

XAO 10×10

[ScottMcNab]

I will try it Glen…did you remove all price/turnover filters or keep a minimum? If there is a minimum, can you please post and I will use those settings to then test on XAO. I added an exit and found a coding error ( had LTS = IIf(ref(IndexPass,-1),high*0.75,High*0.9); )… together the addition of the exit and reduced lag from LTS change has reduced DD…. I also tested your approached of just buying on open and the system is now using that entry
Cheers
edit: not had 2nd coffee…sells on open and buys on close

[ScottMcNab]

system uses 10 positions at 10%
results pretty lumpy…at moment just using trailing stops so need to give some thought to seeing if DD can be reduced with an additional exit

[ScottMcNab]

same system on RUA…apologies re images

[ScottMcNab]

working on WTT after seeing impressive results posted recently

[ScottMcNab]

Yep..I’m using older version tho..seems a definite change in last few weeks..my brother just bought latest version of Amibroker last week…seemed even slower than my backtest when I was watching it over Teamviewer last night (not sure what impact Teamviewer would have on processor speed?)

[ScottMcNab]

Testing a new system….was running DDE afl and produced a negative buy limit price which had not seen before..assumed coding error at first….yikes

[ScottMcNab]

Killing it….fantastic..:cheer:

[ScottMcNab]

May not be possible but fingers crossed can remain as an “independent” entity..in an industry where many of us have had adverse experiences I suspect most of us are here because of the trust in the Radge name/brand developed over years of walking the walk. All the best

[ScottMcNab]

May 2020

XTO Rotn: switched off by Index filter
MRV RUA: 13.3%
MRV RUI: 5.7%

[ScottMcNab]

I think Julian was mentioning it as a means to explain the difference in the backtests Trent rather than a criticism (can never be sure)…maybe pop some higher volume/turnover filters in and see if they are similar to Glen’s…it may alleviate your concern that there is an error in your code ?

[ScottMcNab]

I have seen your results Glen and how impressive they are…I probably should have put an emoticon/emoji at the end of it … Was a weak attempt at humour

[Author]

Posts