[TrentRothall]

They are great results!

Any reason you chose the Nasdaq universe? volatility?

[TrentRothall]

Thanks Len, i think i will go down the momentum path myself for added diversification against my MR system. I like the Nasdaq universe from a discretionary perspective with technology being the way forward in my eyes, but i guess i’ll let my results lead me. Because my US strategy won’t be a large account size i might be able to take on extra risk also.

Hopefully the market will continue to rally

[TrentRothall]

Dec ’17

MR1 = -1.08%

2017 = 15.9%

MR2 = 0.07%

2017 = 1.19%

Results are lower than i was hoping for this time last year, although many lessons learnt and anything positive is a step in the right direction in my view.

Looking to get some exposure to the US in early 2018, most likely drop off MR2 then run 2/3 of capital in MR1 and 1/3 US system

[TrentRothall]

Perfect

[TrentRothall]

Have you looked on IB time and sales?

In TWS go to analysis tools (i think) and it’s in there

[TrentRothall]

Thanks Len, Merry Christmas all

[TrentRothall]

yeah ok, that makes sense

[TrentRothall]

For those of you who are using risk parity position sizing in your momentum systems, is it current market conditions or current positions that will limit the max number of positions that can be held?

If you had max positions set to say 10 in high volatiity conditions you might only use 75% of funds wouldn’t you, because each position is small? but if volatility decreases then each position becomes larger.

[TrentRothall]

yep, few of them about!

[TrentRothall]

You guys should come dive where i am in SA, all the Lobster you can eat!

[TrentRothall]

Oh that makes sense scott, i’ll have to look into that one! cheers.

How many ETFs in your watchlist out of interest?

[TrentRothall]

Agree with the L < limit Said. My example of 7500 was just a way to have exposure to a MR system if you didn't have enough for a full system, if i was going to do it i'd probably just keep 2 positions until they got too large to get good fills, maybe 15k?? Then start to add another position. With the Open < BuyLimit i think you wouldn't get enough trades, well not with my current system anyway on the asx. It rarely happens to me

[TrentRothall]

Matt i followed your steps and when i chose to delete a indicator i get a warning box saying –

So maybe you’ve ticked the box at some stage, not too sure. As Nick said ask the guru

[TrentRothall]

Yeah there would be big selection bias but i would trade one of the systems i’m trading now and at 20 positions SB is minimal. So my thinking is that even though there is a lot of possible entries, it shouldn’t really matter which ones get filled..

[TrentRothall]

Has anyone thought of running or does anyone run a small aggressive MR account? My thinking was a almost all in type scenario where you have only 2 or 3 positions depending on account size. For example on the asx you could have a 15k account with only 2 positions, then once the account grows another $7500 add another position (anything under $7500 commissions start to hurt). Obviously it would be volatile but i ran some MCS on only 2 positions and it’s nothing over the top when you consider the $$ as part of a larger portfolio.

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