[TrentRothall]

Anyone else holding DCN.asx? currently in a halt

[TrentRothall]

November

ASX MR system 1 – +1%

Total return is 13% (includes open p/l)

Started to claw back out of the DD, around the -8%

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Asx MR 2 – +5.3% (open p/l)

Picked a good time to start, haven’t closed any trades yet but i am holding 4-5 oil stocks that exploded this morning so i am not complaining!

[TrentRothall]

They told me i was eligible when i asked

[TrentRothall]

Thanks Said. I’ll check it out

[TrentRothall]

Julian Cohen wrote:

Please refer to the link below:

https://www.interactivebrokers.com/en/software/api/apiguide/java/order.htm

There is property named “m_orderRef” to allow you setup your own reference id via API. For example, you can named orders in API client 1 as client1xxxxx and use different name for the orders in another client. Then after the order executed, you will find the value you have set for different orders in “Order Ref” column.

In the original batchtrader v1.0.2 It doesn’t send a order ref to tws when the orders are sent like the newer versions of the application.

Do any of you guys with coding experience know if/how i can use the above property to add into my version?

Cheers

[TrentRothall]

Good deal right there. I got 12 months worth

[TrentRothall]

Are you using multiple systems with one IB account and tracking them with share trade tracker? If so how do you go about bulk uploading trades into STT?

[TrentRothall]

Julian Cohen wrote:

Yes it is. The version I have will also mark the systems with the relevant order number when you do this. Best check with Levente if yours does too

Thanks Julian

[TrentRothall]

Thanks Julian

Isn’t that the same piece i need to change to be able to run two instances of batch trader? As per instructions at the top?

[TrentRothall]

Julian Cohen wrote:

And here is the reply from IB:

Thank you for contacting Interactive Brokers.

Please refer to the link below:

https://www.interactivebrokers.com/en/software/api/apiguide/java/order.htm

There is property named “m_orderRef” to allow you setup your own reference id via API. For example, you can named orders in API client 1 as client1xxxxx and use different name for the orders in another client. Then after the order executed, you will find the value you have set for different orders in “Order Ref” column.

Julian did you or anyone else do this when running 2 batch traders?

[TrentRothall]

What i’ve done previously Brent is just adjust the code to enter on the next open if a signal occurs with max positions set to 100 or whatever you need and just exit positions the next day. Then count the necessary data excel

[TrentRothall]

Have thought about the US, the returns are still good but the equity curve definitely isn’t as smooth over there and you don’t seem to get as much reward on per trade basis. Well i don’t anyway as yet

[TrentRothall]

So approx 35% of the trades from my second system i’m playing around with double up on my main one. Probably a bit high for my liking but they still seem to work together fairly well. Thoughts?

More tests

[TrentRothall]

Nick Radge wrote:

Quote:

The other issue is overlapping signals, has anyone got tips on how to calculate the amount of over lapping trades in excel?

I would suggest running backtests in each strategy, combining the full trade list together in excel then sort using a pivot table on date and ticker

ok, ill see what i come up with

Cheers

[TrentRothall]

Been testing a new system that will also run on the XAO.

The correlation between the two systems is about 0.52. As i understand 1 is 100% correlated and 0 is not correlated and -1 is negatively correlated. Considering the systems are similar in nature i would expect some correlation. Is this figure too high to run both systems together?

The other issue is overlapping signals, has anyone got tips on how to calculate the amount of over lapping trades in excel?

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