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ScottMcNabParticipant
I would have expected to find it here?
ScottMcNabParticipantFrom what I can read on forums (which may be out of date) it may not be an option for Aus customers Said. I went searching forums because I spent over half an hour going through acct mgt/market subscription without being able to find it…I will go back again
ScottMcNabParticipantLaunched AUS Rotational systems today….yet another sign that mrv about to fire up
ScottMcNabParticipantNSW moved to DST over weekend
September 30, 2017 at 2:32 am in reply to: A candid view why strategies have stopped working. #107745ScottMcNabParticipantI think in testing this particular 100+ year repeating theory it was all systematic but I haven’t actually gone and looked at his website…it did sound very Larry Williams like
ScottMcNabParticipantMOC = Fast Acting Reversion Trading System
apologies
September 30, 2017 at 12:36 am in reply to: A candid view why strategies have stopped working. #107742ScottMcNabParticipant1997,2000,2007,2010 all great years for my long only rotational systems
I was half expecting him to say that works even better if only trade Tuesdays in years the systems is short and Wednesdays in years go long
ScottMcNabParticipantMOC systems are no longer combined…separate accounts of equal size to reduce risk
Sep17
XKO -0.5%
SPX +0.6%September 29, 2017 at 10:51 pm in reply to: A candid view why strategies have stopped working. #107733ScottMcNabParticipantBetter keep MOC systems going…2017 is a year that ends in …..7 !!!
http://bettersystemtrader.com/123-will-history-repeat-in-2017/
hmmm…
ScottMcNabParticipantSo…to hedge a cash account with AUD as base currency trading trading in US stocks (eg 80k US momo strategy) one way to go about it with IB would be to trade the US momo in the cash account but use my reg-T account in times when AUD rising (sufficiently to trigger hedge) to buy 80K of AUD.USD ?
with a margin of 40:1 that means would take 2k out of reg-T account balance. (…which would obviously need to allow for in making calculations for MOC system traded in reg-T)
ScottMcNabParticipantYikes…thanks Julian..
ScottMcNabParticipantI seem to recall seeing a backtest table that not only had CAGR but also maxDD for each year but cant find it in the forum ….does anyone have the code to do this please ?
ScottMcNabParticipantI think it has been mentioned in the forums but (apart from the pain of the last 10 years) based on these findings is this not an exciting time to be getting into or loading up ASX TF systems ? I know the future can’t be predicted but if we base our decisions on probabilities then there would seem to be higher chance of a positive 10 year return than most times in the past. (Assuming you are not using a really long term system in which case I guess going long would actually be against the trend)
ScottMcNabParticipantanother etf strategy..10 days above 200 MA interesting variation
ETF Sector Trading: The effect of daily, weekly and monthly timeframes
ScottMcNabParticipantI found same thing ..this site might be interesting Said
http://sanzprophet.com/category/etfs-and-stocks/etf-trading/
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