[TrentRothall]

Feb results

Basically flat

NDX rotation is in Cash

ASX MR only 1 or 2 trades – slightly +ve

[TrentRothall]

I haven’t looked into Bandy’s stuff for a few years now but he seems to be focussed on single market systems i believe and i haven’t actually seen any proof that he has made big bucks or actual profits from trading, i could be wrong though!

I have an old hard cover copy of PPS too!

[TrentRothall]

The trigger finger is getting itchy, need some action =]

I am trading my MR on the ASX though so a smaller universe but will just have to wait it out.

[TrentRothall]

Not sure how everyone else trade frequency is tracking but i’ve done 3 trades since 1/12. Very quiet. Had to check that i was actually running my MR correctly!

[TrentRothall]

As craig suggested above Len, i actually set my operating code so the values can’t be changed at all because once i started running multiple systems and multiple explorations daily i found it was easy to forget to hit the “Reset All” button in the parameter window. This way i could still view what the values were in the parameter window but couldn’t accidentally enter a wrong one, or have a wrong value stay from a previous exploration

[TrentRothall]

been quiet for a while sorry guys!

2018 results..

ASX MR = 17.57%
NDX rotation = -12.5%

Acc total = + 4.5%

Pretty rough last few months in the market with very few trades being taken even in my ASX MR. The index filter has been on for a while which tightens my setup criteria so has been very quiet..

i hope everyone had a good festive season!

[TrentRothall]

Done that myself len, i changed my code so i can’t enter a extra 0 eg if account is 80k, the acc size can’t be entred more than 99999

[TrentRothall]

Rob Giles wrote:

How do you generate a portfolio equity graph for the index or stock universe you are testing your system on (like the one produced by the backtester report when testing a system)?

Hi Rob

I use this code.

Most of it is just our generic positions/ backtest code but i am pretty sure it’s correct.

You just select the date range and in another window hve the symbol you want to test. then test.

You can add to it fairly easily if you want a better way to select the symbol etc. it’s super basic.. others probably have a better way

Code:

_SECTION_BEGIN(“Back Testing”);
//=======================================================================================
//Back Testing
//=======================================================================================
SetTradeDelays(0,0,0,0);
SetOption(“UsePrevBarEquityForPosSizing”,True);
Capital = Param(“Initial Equity $”,100000,1000,10000000,100);
SetOption(“InitialEquity”,Capital);
MaxPos = Param(“Maxium Open Positions”,2,1,100,1);
SetOption(“MaxOpenPositions”,MaxPos);
//SetOption(“AllowSamebarExit”,False);
SetOption(“AllowPositionShrinking”,False);
SetOption(“InterestRate”,0);
SetOption(“MinShares”,1);
SetOption(“MinPosValue”,1);
SetOption(“CommissionMode”,0);
SetOption(“CommissionAmount”,0);
SetOption(“AccountMargin”,100);
//SetOption(“ReverseSignalForcesExit”,False);
//SetOption(“MaxOpenLong”,0);
//SetOption(“MaxOpenShort”,0);
PositionScore = mtRandom();
//—————————————————————————————
“”;
“Posiion Sizing Method – “;
PosSizeMethod = ParamList(“Postion Size Method”,”Fixed Fraction %|Fixed $ Risk Amount|Fixed $ Total Position Size|Fixed % of Portfolio Equity”,3);

//Fixed $ Position Size
FDAmount = Param(“Fixed $ Total Position Size”,5000,100,1000000,1);
//Fixed % of Equity
FPAmnt = Param(“Fixed % of Portfolio Equity”,100,1,100,1);

if(PosSizeMethod == “Fixed $ Total Position Size”) SetPositionSize(FDAmount,spsValue);
if(PosSizeMethod == “Fixed % of Portfolio Equity”) SetPositionSize(FPAmnt,spsPercentOfEquity);
//===========================================================================================
_SECTION_END();

Buy = True;
Sell = False;

[TrentRothall]

Nick Radge wrote:

I have spoken with IB Australia.

This is an IBKR decision and only impacts Australian residents. At this stage they’re looking to move all corporate accounts under the wholesale sphere.

Those that meet minimum wholesale requirements will retain access to margin.

Those that DO NOT meet the minimum wholesale requirements will, for the interim, lose access to margin. You will retain access to options and futures facilities.

Apparently this decision is not set in stone and may be reversed. They could not offer any timeline on that decision.

Are you only discussing corporate accounts here? Or both individual and corporate accounts?
So with my corporate account I will lose access to margin because I do not meet the minimum wholesale requirements.Well that’s shit and throws a spanner in the works!

[TrentRothall]

October

ASX MR = -2.01%
NDX agressive RTN = -21.56%

Account = -9.41%

The month ended up not too bad in the grand scheme of things. It helped that my ASX mean reversion gained about 8% in the last 3 days. As Nick has pointed out in the forum it was a brutal month and not something that could have been predicted or accounted for. My ASX MR should’ve actually finished the month in the positive territory but I was in hospital for 4 days and couldn’t trade for 2 of them that cost me a 4% percent which is frustrating but again can’t be helped. So just stick with the process and continue on.
Would be good to be on the call tonight but unfortunately I will miss that again. Look forward to hearing everyone’s war stories over the coming week.

[TrentRothall]

Those positions are the same for me to Tim! But iI also have some ASX holdings that have had major losses. I think I’ve wiped away all of last (AU F/Y) years gains this month, or it will be close anyway.

[TrentRothall]

haha it’s been blood bath hey. I’ve had two stocks fall +25% in a week ouch!

[TrentRothall]

September

ASX MR = -1.32%
NDX ROTATION = 0.34%

TOTAL = -0.69%

[TrentRothall]

My initial thoughts would be that you could trade the ASX 200 with your rotational system that way you are staying out of the smaller stocks that the blue signals may pick up.
I could be wrong but I wouldn’t expect there to be too many duplicates anyway because from my understanding the growth portfolio is looking for a increase in momentum to initialise a position where a rotational system requires momentum over the longer term.

[TrentRothall]

Nick Radge wrote:

13.8% per annum?

Probably be a lot better if they traded less. Must be a lot of comm’s and paperwork with that quantity of trading happening.

Especially with a 50k investment @ 100+ positions! They must have a way to rank positions to have a min investment per position

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