[TrentRothall]

oooo tht would be right. Good luck!

[TrentRothall]

What happens if limit is hit?

[TrentRothall]

Trent Rothall wrote:

Calm before the storm?
…

Looking like the storm may be here, the markets weren’t expecting today to pan out as it has… SP500 could be interesting tomorrow morning

[TrentRothall]

Maurice Petterlin wrote:

Trent, Once you’ve committed don’t deviate from your plan. I’m still in the testing phase at the moment because I want a decent out of sample size to compare with Amibroker. I suppose it’s a confidence thing.

Ok that’s fair enough. I’m committed, definitely eased the nerves getting a good start though. I’m not too phased with my current DD

[TrentRothall]

haha

Take the long term view in those times i guess!

[TrentRothall]

I think it would be good to have max DD and current DD on the dashboard too.

[TrentRothall]

Just good design Julian =]

[TrentRothall]

Calm before the storm?

No buy orders for today and only 1 open position after tomorrows open. We will see what’s in store…

[TrentRothall]

If he does get in it might play out like brexit. Initial panic then the realisation that nothing has immediately changed too much, and all settles down. Could be good for mean reversion

[TrentRothall]

Same with me, just place the orders. I learnt my lesson during Brexit. That said a trump win might not be pleasant when a big DD already.

[TrentRothall]

Niceee

Even better since it was in 2008 with all hell breaking loose.

[TrentRothall]

Said Bitar wrote:

It is so annoying how stocks gap down on the open and close higher, this is how i end up losing my profits

Isn’t that best case scenario for you guys trading your MoC systems?

[TrentRothall]

October results

52 trades
42% win rate
0.83 W/L

-6.0% return

Bit of a rough month, the first time in testing/trading that there’s been 3 losing months in a row. Been doing a lot more trades in the last 2 months than the first few it seems; that makes sense with the choppy conditions i think.

Total Return

221 trades
53% win rate
1.02 W/L ratio

10.2% return

Sitting on about a 11% DD giving back some profits the last few months after starting off with a bang. Still a small sample in the grand scheme of things, hopefully a good run up to Christmas =]

Equity curve isn’t looking so pretty either…

[TrentRothall]

Julian Cohen wrote:

Nick Radge wrote:

Said,
So the question here is why?

Is the market condition different?
Has there been a specific explanation that you can see?
How much curve fitting/optimisation has been done on the system?

Sorry Nick am I missing something? Shouldn’t the real trading be aligned with the backtesting? Or is that what you are saying?

I think Nicks saying why has this DD been worse than other previous DD in backtesting.

[TrentRothall]

My current DD is a bit different to others in my testing that have hit the >10% mark. They have been from a quick drop in the market and have occurred over a week or so where the current one has just been a slow burn down since August. Might end up being one of the longest in duration by the time i hit new equity highs…

Time will tell

[Author]

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