[TerryDunne]

Hi Sean,

Thanks I’m very happy with how the last few months has gone.

[TerryDunne]

April 2024

MOC 1000     5.39%
MOC 2000     4.85%
MOC Short     2.32%
MR 2000     (10.39%)

Total              5.02%

[TerryDunne]

Worked a treat, thanks very much for your help Steven, I really appreciate it!

[TerryDunne]

Thanks, I’ll try that

[TerryDunne]

Yes, I’m not sure what report
I tried to set up a trade list report but it is giving me all of the components of the trade (e.g.. every offer bought individually rather than the total transactions in the one trade).

[TerryDunne]

If you update the date to the latest date, RT won’t know that you have open positions.

I was having this problem, but once I set the date to a period when I had no open positions, then it all worked moving forward.

[TerryDunne]

Of course!

Thanks Nick!

[TerryDunne]

Hi Nick,

I get a message or two with each basket. I have 17 baskets…

[TerryDunne]

Hi Heiko and Kate and any other people who follow this process,

I do what you have described above, but only when I launch a new system and only for the period of time it takes to ensure I haven’t screwed up my code in some way. After that I don’t look again, so now I’m wondering what I’m missing out on…

Do you regularly/sometimes find differences?
Are you able to find the reason for these differences?
Do the differences require you to reach out to IB for explanations?
Do they provide you with any useful explanations?
Have you had any occasions where IB have ‘adjusted’ your trades/balance because they’ve screwed something up?

Happy Easter!

Terry

[TerryDunne]

March 2024

MOC 1000   (0.07%)
MOC 2000    3.36%
MOC Short  (0.94%)
MR 2000      26.30%

Total               1.72%

[TerryDunne]

February 2024

MOC 1000 0.66%
MOC 2000 (0.44%)
MOC Short 4.23%
MR 2000 0.60%
Closed 0.00%

Total 1.55%

[TerryDunne]

Nothing I’ve seen suggests that doing this is a good idea.

With my systems, ROR is 10% less and MDD is worse (from 2005 to 2024) if I restrict the number of times a ticker can be traded across different systems to one.

While everyone’s systems will are unique, I’d be surprised if anyone had systems so unique that doing this didn’t have a negative impact on metrics.

Leaving hard numbers aside, this is a psychological issue – everybody notices when the stock that is traded more than once loses, but when it makes $$$ it’s just another day.

[TerryDunne]

Hi Ben,

FWIW, I think you’ve made an excellent decision.

Hopefully some space from the daily order placement might allow some fresh ideas to come to the surface.

I’m a huge fan of MOC, but not with a 60% drawdown.

Best of luck!

Terry

[TerryDunne]

January 2024

MOC 1000   1.10%
MOC 2000   3.38%
MOC Short  6.03%
MR 2000     (0.27%)
Closed          0.00%

Total             2.94%

[TerryDunne]

Thanks for the explanation, which is interesting – and a little bit frightening!

I’ll reach out on RT!

[Author]

Posts