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I setup tws and batchtrader after the close around 5pm each ight for the next day. When i looked yesterday before the open, i had 3 apparent fills in certain stocks on batchtrader. But the size and price of the position were not even close to my order even if there was a fill (which there wasn’t)
Anyone else had this?
Seems to be that the sell off in Gold has been partly to blame for the depth of my drawdown, but also the 50% run up in the first half of the year.
First curve is the system on the XAO
Second is run on the XAO EXCLUDING gold stocks..
So i’m holding firm…
Thanks for the feedback.
Yes, time will tell. Said, in my own selfish way it’s good to know you’re in a similar position
Scott, because i re-balanced my cash between systems to reduce commission drag in system 2 i actually have lowered position size
No doubt it will bite me on the backside…Hi Scott
Yes it’s been grinding lower since Aug… That’s another concern because in most other notable DD they have began after a few days of sharp losses not so much ‘going out of sinc with the market’ as i’m telling myself now… It’s not so much large swings all the time but the CAR is 45+%
I didn’t quite grab the full 30% run because i made the mistake of not trading over Brexit. But having banked early profits definitely made taking this DD easier! (even though tht’s probably a bad thought process…)
I am not going to say it is perfect on the US market but it is definitely profitable, the last few years haven’t been as good but still +ve.
My results for my systems are getting a bit messy because i ended up rebalancing my funds between the two to reduce commission drag in one of the systems.
My combined return for Dec was -1.8%
My original system since mid April has only returned around 6% and is in around a 15% DD. I have caught a few good trades in my live account that my backtests have missed so my actual DD is not as bad as my backtests show (-17%). I am starting to worry that I have curve fitted the testing.The system I went live with in April had changes to the one I developed with Craig and Nick and I switched in mid May. The original system is in around a 7%DD and has just been gyrating up and down where my system I am trading now ( I call it the – Hybrid) has been tracking down since August. The current DD is not the deepest during testing (2000-now) but it will likely be the longest in duration – deepest was 22% and was a spike down during 2011.
The 42% loss in PRU didn’t help or did the trading halt in DCN where my positon went from a 15% profit to a 14% loss.
The age old question, Is my system broken or do I keep plugging along?Hybrid system
Original
Nothing is jumping out saying there’s a major issue but results of late aren’t too pretty.
Interested in everyone’s honest response.
