[TrentRothall]

wowee shot down quickly!

[TrentRothall]

Have you tried ranking the entries using ROC instead of ATR? Almost like a mom system?

[TrentRothall]

Pretty confused with IB reports, here is my equity curve from the same account from two different reports.

Actual return on capital in this account is around 27% since inception, after rebalancing funds once i brought the other account into play. So i guess i’ll take the better looking curve??

[TrentRothall]

Dec results

MR1 = 7.75%

MR2 = 2.87%

Total = 5.42%

[TrentRothall]

The $DJI Price line in 25 years will be _________________________________________________________________ perfectly flat lol

[TrentRothall]

From what i can gather about AI is it isn’t really trading price patterns or using indicators, the data they are talking about encompasses everything from price to satellite images to weather events.

I was talking to a local guy who recently stopped working for large hedge funds overseas and he was talking about the kinds of ‘data’ they have access too and it’s amazing, such as monitoring how many trucks are entering vs leaving major Chinese ports and factories or using Satellite images to monitor oil levels in the middle east ports. Now these companies use AI to data mine all this info to try and identify opportunities.

[TrentRothall]

I like that idea Said, i’d be cautious with having a high allocation when the market is above a 10 day MA or has a hgh ROC as it may mean revert off the strong push up, but i’m sure testing will show up.

I played around with having a indexfilter determine position size i.e 10 or 15% it looked good but it comes back to the discussion on the group call of constantly tinkering.

[TrentRothall]

Here s some code i added too

Haven’t tested anything yet in terms of system design but someone might use it for a scan

Code:

HHvp = Param(“HHV”,10);

BarLimit = HHvp;

Resistance = Ref(HHV(H, HHvp ), -1);
Breakout = Cross(c, Resistance);
BreakoutLevel = Ref(ValueWhen(Breakout, Resistance), -1);
Retest = Cross(BreakoutLevel, L) AND BarsSince(Breakout) <= BarLimit; Filter = Breakout OR Retest; AddColumn(H, "High"); AddColumn(L, "Low"); AddColumn(Breakout, "Breakout", 1); AddColumn(BreakoutLevel, "BreakoutLevel"); AddColumn(Retest, "Retest", 1); PlotShapes(Breakout * shapeUpTriangle, colorGreen, 0, Resistance,-12,0); PlotShapes(Retest * shapeDownTriangle, colorOrange, 0, L); Plot(Resistance,"HHV",colorOrange); _SECTION_BEGIN ("Chart Plotting"); //================================================================================= //Chart Plotting //================================================================================= SetChartOptions(0,chartShowArrows|chartShowDates); _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) )); ""; "Chart Type -"; ChartType = ParamList("Chart Type","OHLC Bar|Candle|Line",0); SetChartBkColor(ParamColor("Background Colour",colorWhite)); UpColour = ParamColor("Bar/Candle Up Colour",colorBlack); DownColour = ParamColor("Bar/Candle Down Colour",colorBlack); Colour1 = IIf(C > Ref(C,-1),UpColour,DownColour);
Colour2 = IIf(C > O,UpColour,DownColour);
Colour3 = ParamColor(“Line Chart Colour”, colorRed);
TextColour = ParamColor(“Text Colour”, colorBlack);

if(ChartType == “OHLC Bar”) ChartOption = styleBar;
if(ChartType == “Candle”) ChartOption = styleCandle;
if(ChartType == “Line”) ChartOption = styleLine;

if(ChartType == “OHLC Bar”) ColourOption = Colour1;
if(ChartType == “Candle”) ColourOption = Colour2;
if(ChartType == “Line”) ColourOption = Colour3;

Plot(Close,”Close”,ColourOption, styleNoTitle|ChartOption|ParamStyle(“Chart Style”));

GraphXSpace = 10;
//————————————————————————————-

[TrentRothall]

looks good Said, i’d trade the version with SB still =]

[TrentRothall]

haha Said’s out to get you Scott :]

[TrentRothall]

Here’s one from today, not a perfect example by any means but it hashit the LMT on a few occasions over the past 12 months

Be interesting what happens over the coming days

[TrentRothall]

looks promising Said, i’ll look into it. That code makes logical sense. It seems to happen at both major and minor support, even if it’s just a pull back to a old high in a strong trend

[TrentRothall]

Has anyone else noticed how often the LMT orders for MR systems land bang on or close to a line of either minor or major support levels? Happens a lot for me, and the ones that get hit are often the best trades that reject that level and close near the high.

Could just be my mind cherry picking these trades but it seems to happen a fair bit.

[TrentRothall]

i bought myo last week with the api, no issues. MQA is up 3% today, good trade lol

[TrentRothall]

did you place it in IB as MYO Zack?

[Author]

Posts