[TrentRothall]

April 21

ASX WTT 7.8%
ASX MR -2.2%

Was test trading my tweaked US moc this month and I am happy with the current setup. Started full size on the 28th so will report stats at the end of May

[TrentRothall]

I was trying to workout why i missed a short in TKAT last session (insufficient shares available) and IB chat put me onto a handy tool which i hadn’t used before the “Audit Trail” tool.

Go to Classic TWS > Account > Audit trail

A little tip for someone if it helps

[TrentRothall]

Living the good life Dan! Welcome

[TrentRothall]

you could try 3 consecutive closes above/below a MA to keep you out of whipsaw above/below the MA.

Worth a test

[TrentRothall]

Rob M wrote:

Trent, Would love to hear your thoughts and experience with the MOC long/short systems. I have yet to find a combination of conditions for short MOC that I’m comfortable with.

Sorry for the late reply Rob. I have paused mine for the moment while i reassess i don’t have access to any margin in my account so i thought if i allowed more orders vs positions then this would help increase trade frequency, which it does. But i found i was always getting the worse trades, which makes sense when you think about it… Bad trades drop ( or go up) from the open and don’t revert back. Filling up available positions.

As for short testing, Nick has said it before but looking for short opportunities in a upward trending stocks i found was the best way to go about it. Counter intuitive but seems to work best.

Cheers

[TrentRothall]

March

ASX MR 7.7%
ASX WTT -4.6%

LONG/SHORT MOC – Paused

I was a bit naïve i think with my implementation of my moc system, so i parked it at the start of the month to reassess. My live results were deviating from my backtests. I was placing more orders than positions available and although i don’t think this is too much of a issue in normal market conditions when the volatility ramps up as it did in February (short side) i was getting stung a lot worse than than my backtests. See the selection bias section of the course.

I’ve been doing some testing and I might be almost ready to relaunch something.

ASX MR is behaving nicely and the small cap WTT has been getting chopped up recently.

[TrentRothall]

Killer! Great work!

[TrentRothall]

Nice MR Tim!

[TrentRothall]

Great news mate

[TrentRothall]

Feb 2021

WTT: -2.51%
ASXMR: 3.74%
LONG/SHORT MOC: -4.13%

TOTAL: -1.17%

Very volatile in the small end of the ASX this month, i made a few tweaks to my entry criteria in the WTT that will hopefully keep me out of the ‘pump and dump’ signals that i’ve been seeing lately, i have been wary of this since i implemented the system and the small condition i added seems to help.

I have some concerns about my MOC system with selection bias because i’m allowing more orders vs positions at the moment. I might make a post in another thread to hear peoples views.

[TrentRothall]

Yeh cool, so the P/L is the only USD until you convert it back.

That is the same as my current account. Thanks

[TrentRothall]

Glen and Scott, with your Cash accounts with the US systems are you holding AUD or do you need to have USD in cash to fund your positions?

[TrentRothall]

Looks very nice Scott!

[TrentRothall]

I might need to review my initial application specs, i’m wanting it for futures so maybe that is why – because of the lending requirements. Currently waiting on a response from IB.

i spoke to a mate who is a financial planer and he seemed to think it would be a pretty large document that would need to be produced? ie. go through all my financials etc. ffs

[TrentRothall]

Might be much the same this month to start with Glen, 5 WTT exits for me some of the leaders, SYR, CXO HZR.

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