[TrentRothall]

what day/price Julian?

[TrentRothall]

Yeah got you Scott.

[TrentRothall]

Scott out of interests sake, if you run a backtest with normal operating parameters on your MOC and one with max positions say 500. 5k each. Then compare ave P/L, ave win, ave loss etc are the stats significantly worse on the run with high positions? If it is this might be another way to start the alarm bells.

I’d do it but i don’t have a MOC that’s worth testing.

[TrentRothall]

These are my thoughts too Nick, hence why i’m still taking all signals. I think i’ll look into it a bit more before i make a decision.

Talkng about entries on the low of the day. I have missed two entries in SKI.au over the past few months on the low, the strange thing is that it is not a thinly traded stock, ave turnover 11M plus.

[TrentRothall]

wow that’s confronting! Are you sure your code is correct?

[TrentRothall]

Seriously considering screening for earning releases, i’ve been getting wacked the last couple of earning seasons.

Its something that an be avoided relatively easily too. i know we test with gaps etc, but it is costly sometmes

[TrentRothall]

It will just take the highest numeral regardless if it’s positive or negative. ie -150 > 120.

If selection bias is only affecting <10 days a year as has been suggested somewhere is it a massive problem?? i mean nothings perfect. You'll probably miss that many a year due to mistakes, sickness, holidays etc anyway

[TrentRothall]

Sorry guys been MIA a bit the last few weeks.

I agree with Julian i can’t think while looking at that. What’s the logic scott?

[TrentRothall]

It probably makes sense to use this anyway doesn’t it? The less the bots and algos can see the better.

That means i might have to upgrade my API.

[TrentRothall]

Scott does it bother you that you’re only using 1/4 of your capital most of the time? I guess that’s the killer isn’t it trying to capture more trades without missing a lot.

[TrentRothall]

Oh yeah, that’s what i meant. Can the new API handle them?

[TrentRothall]

+1

i just manually do it, much easier now i worked out you can filter the buys/sells for each portfolio

[TrentRothall]

When you say ‘Lent on” Nick, do you mean people can see you order sitting there and that has a effect?

I have been thinking this maybe a problem, couldn’t you use “Stop Limit” orders, i think I holds the orders then sends them once the price is hit. Could this help?

[TrentRothall]

That’s nice, has your real time results been following backtest?

[TrentRothall]

Thanks guys, nice results.

Julian when you said 95% selection bias; are you aiming for higher than that? Boom year

Rob the MDD figures are there because of some custom backtester code i believe. The code is in the forum somewhere i think Maurice posted it a while ago.

I really think i need to get a US system up and running instead of my two Aus systems. A bit more diversification, athough if they hadn’t been flat for 7 months i wouldn’t be saying that..

I’m trying to not drop a system beecause everything you hear about “results come from long term application, etc etc” but i think i might be too heavy in the asx.

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