[TrentRothall]

In your exploration code are you using LEtrigger as the array to show buy signals?

I think the issue is i the DDE code because the line
LETrigger = IIf(LBIT==0 OR Sell==1,LESetUp,0);
is saying there can only be a entry signal if NO position is on, so your operating exploration looks ok

[TrentRothall]

Agree with Said, good looking stats. Next 1000 trades =]

[TrentRothall]

I agree Scott, the inner workings of the market interest me. How anyone can trade on fundamentals baffles me, especially short term. The market seems to have a mind of it’s own driven by something i don’t understand.

[TrentRothall]

how often have you guys had a fill in AB but not in IB because the low is your entry? It’s happened 4 times to me since mid April, twice today! They always end up being winners.

One today shits me the most the open was my buy price so i should have been filled in the auction. There were hundreds of thousands traded in the auction. I’m wondering if it’s CHI-X doing strange things again. It rocketed straight up and triggered a exit too! SKI.au

[TrentRothall]

follow on.

Print it to 10 decimal points or something.

[TrentRothall]

So AB is showing the low at that price?

It could be in AB rounding formula or something maybe? Try printing the Low price into the interpretation window

[TrentRothall]

Yeah ok, it just doesn’t make sense to me how it works. It clearly does though maybe that’s all that matters lol

i found the same thing, but still playing around because i have some issues

[TrentRothall]

Hi Rob,

No, this is more a continuation on the discussion in the “Trading System graveyard” topic. It’s to do with rotational systems and trying to capture the smoothest trends instead of stocks that might rocket up but might not sustain that momentum.

But some people are using a volatility measure to make sure that each position will impact their portfolio roughly the same amount each day.

[TrentRothall]

That’s weird, i haven’t had any issues. Although i logged in mid trading session the other day and TWS was logging back in liike it does when connection is lost to the internet.

[TrentRothall]

April

MR1 = 1.69%
MR2 = -0.69%

Combined = 0.53%

[TrentRothall]

Where i live Maurice my internet is very sporadic too, although the new satellite NBN seems to be ok. But i just have a VPS and then you don’t need to worry about it, like Scott said if needed just use your mobile hotspot to set everything up which takes 15min and let the VPS run away.

[TrentRothall]

Is there a trading halt or something involved? or a index filter can sometimes do strange things with the “Pad and align” feature

[TrentRothall]

haha all good then!

[TrentRothall]

It’s AUD, Scott..

[TrentRothall]

Len Zir wrote:

_SECTION_BEGIN (“Backtesting Options”);
//=================================================================================
//Backtesting Parameters close
//=================================================================================
posqty = Param(“# Positions”,30,1,100,1);
Eq = Param(“Initial Equity”,100000,1,10000000,1);
SetOption(“InitialEquity”,Eq);
SetOption(“MaxOpenPositions”,posqty);
SetOption(“UsePrevBarEquityForPosSizing”,True);
SetOption(“AccountMargin”,100);
SetOption(“AllowPositionShrinking”,True);
//SetOption(“WorstRankHeld”,100);
SetTradeDelays(0,0,0,0);

SetBacktestMode(backtestRotational);
EOM = Month() != Ref(Month(),-1);
//score = Ref(MYROC2,-1) ;//score is the rotational criteria
//Score = IIf(LE,score,0);
//PositionScore = IIf(Year()>=1985 AND EOM,score,scoreNoRotate);
score = Ref(ROC(C,MyDuration)/ATR(14),-1);
score = iif(LE,score,0);
positionscore = iif(year()>=1985 AND Month() != ref(Month(),-1),score,scoreNoRotate);

//

---

//SetPositionSize(100/posqty,spsPercentOfEquity);
Riskfactor = Param(“Risk Factor”,0.2,0.005,1,0.005);

Risk = Riskfactor*(Ref(C,-1)/Ref(ATR(21),-1));

SetPositionSize(Risk,spsPercentOfEquity);

Referring to the section i’ve made bold above. Won’t this cause an error or possible error. Both lines are using the identifier “Score”

Or am i wrong?

[Author]

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