[TrentRothall]

Jan 21

WTT 11.5%
ASXMR -4.9%
MOC LONG/SHORT 2.84%

Acc 2.67%

As with some other guys returns were looking alot better this time last week. MOC and WTT lost around 10% in 3 days! Got lucky when i launched my MOC at the start of Jan, accidently set position size to 3x what it should have been and had a 7% up day.

A positive month none the less.

Will upload my equity charts when i iron out some bugs.

[TrentRothall]

Exactly! My weekly positions were petty extended looking, they are coming back to earth now lol.

[TrentRothall]

Wow open at $354 madness.

My Long/short moc erased all gains from this month in 2 days. -12.3% DD, lucky for me i had a good start

[TrentRothall]

Others may not agree but for anyone running short MOC systems that GME is going to be a wild ride for a while and i am going to be removing it from any of my setups.

Each to there own but i don’t feel like taking on the unnecessary risk. Just incase anyone was unaware of what is going on. It has to dump at some stage but still, wild!

[TrentRothall]

Agree, learning AFL is a huge advantage. It’s closer to a programming language and you learn skills you wouldn’t if you jumped straight into RT

[TrentRothall]

looks good Glen, I’m doing something similar while trying to code my WTT into it. You need to track open positions. I didn’t think of that for your differences, sorry!
Good to see its sorted though

[TrentRothall]

Yeh it seems to be pretty easy, i’m just not sure about deposits and withdrawals. I asked a question in the RT forum too see what they say. Nice Glen, is your DD nice and smooth with them all combined?
I’ve been recording my weekly trades with the entry date as the Friday, so it lies up with the weekly bar date. FYI

Yes Julian, the WTT has gone crazy in the last two weeks, was up 3% today!

[TrentRothall]

I’ve started using RT to track my trades across various systems.

US trades are easy because you can download a flex report from IB and RT will convert it to the right format to use.

For my ASX systems i am manually keeping a basic spreadsheet to use in RT. The flex reports don’t work as easily for ASX trades because the timezone is recorded in US time for the trades. Working on a python script with Seth convert it over.

The spread sheets are pretty basic that you need to up keep for ASX trades (Or US if needed). Below is a example for some WTT trades (QTY changed). I still run this system from AB i’m just keeping live trades in this form to log into RT.

Doing it like this will hopefully give me a better idea of how my systems are preforming and help compare them against backtests.

I only have stats on my MR from this year in the correct format. Will keep adding more to when I started my tweaked version.

[TrentRothall]

WBT.au has thrown up a few trades in the last few months. I got the 2nd one.. would have been nice to be still in there!

[TrentRothall]

Agree here Len

[TrentRothall]

have you ran a exploration in AB and compared it to a RT scan or orders list?

it probably only takes a few different trades to skew the numbers over a larger test, especially for multi day holds from the flow on effect of not being able to take trades. might even be a good test for robustness? If both look good then happy days! Live trading is more random than the 8th digit in a ranking formula imo.

[TrentRothall]

Interesting, still a big gap hey…

you can also use the debug formula editor to output certain calculations for a symbol, i’ve used it a few times. I agree that AB is better for visualizing a trading system on charts.

[TrentRothall]

Good work.

Funny thing is if you looked at that in a backtest you would probably think “not ideal but considering the sell off it’s understandable”. In live trading it’s pretty tough to stomach.

[TrentRothall]

Did this work Glen? I saw your post in the forum

[TrentRothall]

Thanks Mike, Valid point!

Yes tough year but still going, off to a good start to 2021, about 6% off ath hopefully keep plugging away.

#keepushingbuttons mate!

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