[TrentRothall]

I was going to buy as they come up? What did you do?

Too bad I didn’t have it done two weeks ago

[TrentRothall]

Think my weekly system is good to go, all stress tested pretty well so might start on Monday. Just warning everyone to brace themselves for corona wave 2 and US civil unrest pt1 come Monday 9.30am.

Entering right at the bottom of a 20% DD so see how that plays out.

Next system to test up is a short term momentum system to hopefully compliment my MR. Looking to take chunks out of larger trends by buying strength.

[TrentRothall]

May 2020

ASX MR = 0.72%

Very quiet month for me. Trade frequency might need to be assessed, something i’ve been worried about for while. Maybe a better way of saying it is using capital most efficiently

[TrentRothall]

Trent Rothall wrote:

Interesting volume on the XJO the last few days, extremely high with mid range closes. If we get a dump tomorrow possible turning point?

Wow look at that volume! Monday will be very interesting

[TrentRothall]

Hi Mike,

I was wondering if you have stumbled on any Amibroker code for your above table? i really like that idea

I’ve tried a few times and looked myself but i haven;t found anything as yet or had any luck coding anything

Cheers

[TrentRothall]

Yes, sorry to hear that Nick. Hopefully everything will work out in the end for your whole crew and your clients.

[TrentRothall]

Cheers Glen, i didn’t now about the trade size limit notice until a few weeks ago. Is that a compounded backtest?

I ran a fixed position size of 20k which is well over my current expected size with a 5% limit and it hit 11 times. I’m not too concerned with those figures.

Interesting my All ords C & P watchlist only has 1969 symbols? Different to yours!

[TrentRothall]

Oh yeh i agree and it does change the results, i’m running some MCS tonight and will post some single runs tomorrow with higher TO filter. But if the little shittys wanna run then i’m happy to jump on. If i get it to live trading fills will be interesting. I’m more worried about exiting if they drop sharply.

I might run some tests to check Turnover on exit bar.

[TrentRothall]

yeh they do definitely but if it has sufficient volume/turnover at entry and is a valid signal, why not jump on board? I’m not trying to get 20k positions or anything so i don’t think it should be a issue in the opening auctions

[TrentRothall]

Interesting volume on the XJO the last few days, extremely high with mid range closes. If we get a dump tomorrow possible turning point?

[TrentRothall]

Here’s the Profit table Glen.

I’m still suspicious…

[TrentRothall]

As Nick said Tim it is a trend following strategy, I have two different exits in mine but the basic system just uses a trailing stop to exit positions.

I also included the lower priced stocks in my testing so that would probably help the results in the back test. The size of the portfolio I’m planning on running is not very large and 20 positions means that position size is quite small. So I’m not too worried about liquidity.

[TrentRothall]

I should’ve stated the date etc sorry.

Last one was 05-1/1/2020

This is from 2005-now
20 x5 positons
universe is the entire asx
$0.1-$10 price filter
This one is excluding divs – last one included
Turn over us the same as your post in the other thread i think.

Weird, when i include divs the CAR drops?

[TrentRothall]

Currently testing a tweaked WTT as a lot of people are. I’m using some different filters for stock selection.

Results are currently looking suspicious (hopefully not) but can’t seem to fault it. What mistakes have others stumbled on that i should check?

[TrentRothall]

Do you have this up the top?

SetBarsRequired(sbrAll);

might help?

[Author]

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