[TrentRothall]

Yes i did look at that, I guess its just my system is ‘out of sync’ with the US. In saying tthat it hasn’t done as well in any time period on the SPX, so the system probably doesn’t suit as well

[TrentRothall]

Said Bitar wrote:

this strategy needs strong trends to work this is why it was flat during 2014 and 2015. i think if the ADX value will be lower it will not be as flat.

My MR does the same thing over this period.

Wouldn’t you think that it should be good conditions for MR systems? in 2015 the SPX was chopping back and fourth but edging higher for half the year, similar in 2014 but with a more upward momentum. in 2015 on the ASX the movement was a similar choppy action but with a downward bias, 2014 was sideways.

on the SPX my system returned -6.4% and 1.4% in 2014 and 2015
on the ASX it was 18.5% and 51.3% in 14,15.

It just seems weird to me. Maybe the SPX is choppier or something. Or maybe the system just suits the ASX better I am not sure.

[TrentRothall]

Very nice!

Are you trading the system where you added multiple systems together, or still your original one?

[TrentRothall]

Friday 1.4.16

2 Exits
1 Entry

1 pending exits
4 pending entries

Weekly Wrap – to date

Have been paper trading for just over a month now, everything is functioning as it should with the system. Will start trading it live in a few weeks because i am going away next week for a few days so no point in starting before then i think.

Total trades so far including open positions

20 Trades

13 Winners
7 Losses

65% winners, which is just a touch below backtest results so basically on track. Tiny sample though

Total return is 4.1%

Pretty smooth month no real bad losses although there is a open position in WBC which is down 6.2% at the moment…

[TrentRothall]

Thursday 31.3.16

0 Entries and Exits

2 Exit Signals
2 Pending entries

After exits will be 5 open positions

[TrentRothall]

Said Bitar wrote:

Test this one

i added part where you can select US/AUS market for commissions
also i removed the duplicates

Awesome work, thanks Said. Looks to be working perfectly

[TrentRothall]

Ok thanks, i exported the files without expanding but it’s still the same.

commissions are easy enough to enter, but in Aus they are min $6 or 0.08% of trade value

[TrentRothall]

Hi Said

Looks great, i am running into an issue where IB has bought the shares in multiple smaller transactions. (see attachment) then once it is exported to your spread sheet, it shows as multiple trades also the comms are a bit different, any idea on how i can resole this issue?

[TrentRothall]

Wednesday 30.3.16

2 Entries

12 Pending orders
7 Open posiions

[TrentRothall]

Tues 29.3.16

1 Exit
3 Entries – 1 partial fill in one though

24 Pending Entries
5 Open positions

Having the API up and running defiantly makes things easier!

[TrentRothall]

Ohok it worked for me, what does your code look like now?

[TrentRothall]

Hi Luke,

I think it is because you have the colour and style arrays around the wrong way in the plot code.

your code is – Plot ( F1, “EMA 1”, Style1, Color1 );

the actual plot code is – Plot(Array, “Name”, Color, Style);

so swap the color and style arrays

Trent

[TrentRothall]

Thursday 24.3.16

0 Exit
2 Entries – should have been 3 but i made a mistake and the order cancelled. Hopefully the API will not allow these errors

17 Pending orders
1 Exit signal

Weekly Wrap

11 Closed trades

8 Wins
3 Losses

3 Open Positions

[TrentRothall]

IB DDE, as i understand from our chat the other day i basically only need it for bulk uploads on the ASX, no position monitoring?

[TrentRothall]

Wednesday 23.3.16

1 Exit
No entries

10 Pending entries

1 Open

[Author]

Posts