[TrentRothall]

RE this Nick, you can export a flex report with execution times to this millisecond

[TrentRothall]

Hey Glen,

Looks ok to me i think from what i can tell. RT Defaults to as traded price at entry time. So for example TSLA a few months ago would’ve been > 2000 (or whtever it was) so you shouldn’t have to touch anything there.

fyi you don’t need to put stuff in the parameters section it is mainly for optimizations etc. The figures can go straight into data.

PriceFilter: C >= 20 and C <= 250 See suggestions below 1. to check constituency use InRUI, i see you have InRussell1000 2.I would suggest running a shorter backtest to make it easier (less trades may make it easier to spot) 3. In the Debug panel type APPL (as Per you trade example.) then the date and press ‘Data’ this will show which conditions are true or not. You can also use Test OutPut > Log to show why trades were taken or why they might’ve been skipped.

4. if you want flick me a email or text. [email protected] – 0402824154

[TrentRothall]

Thanks guys.

Cheers Glen, that is part of the reason 2020 was frustrating, opportunity cost. I’ve seen the effect big returns early can have long term results in backtests. But i’m still trading so I can’t complain.

[TrentRothall]

Great work Travis

[TrentRothall]

December

ASX WTT: 1.82%
R1000 LONG/SHORT MOC: 0.36%
ASX MR: 5.83%

Total: 1.57%

2020

Total Acc -9.77%
Current DD: ~-10%
MDD -21.4%

Obviously with the results above it was a very disappointing year. At the beginning of the year I was trading my ASX MR only (my acc size is fairly small), I thought if I can handle the backtested MDD might as well trade my best system… I hadn’t really appreciated the effect that serial correlation of all stocks dropping at once without a bounce would have. My exit mechanism wasn’t suited to this and that is what hurt me. My Previous MDD was smashed but luckily I noticed and went to cash, it could have been a lot worse…

I was a bit nervous after basically losing last years gains in a month and didn’t pull the trigger on a number of discretionary positions that I wanted to get into for a while, the big tech TSLA, APPL AMZN. This cost me a lot obviously and that is what plays on my mind the most. Especially TSLA, after it tagged the $74 previous resistance line – VERY costly. After going to Nicks Noosapalooza Conference in 2015 and a presenter discussing TSLA and Musk I have followed it (stupidly not invested), so it is a bit of a love stock. I also think the noise of twitter has a negative affect on my trading mind set, and definitely did around this period.

Due to some life circumstances I also had to withdraw funds at a bad time which halted my WTT but it is churning away now. I’m not used to trend following and it is a but of an uneasy feeling seeing how far my trailing stop is away from the current price. I am sitting around 20% of open profits and knowing that a lot of that will probably be lost is annoying but it is part of the process.

Re reading some of my thoughts above there are a lot of excuses in there and I don’t want to be someone who blames something else.
Lessons –
1. Diversify (funny how Nick always goes on about this)
2. Drawdowns are more uncomfortable than you think they will be
3. Have conviction in decisions and pull the trigger
4. Need to research ideas from outside of my head…
5. Reach out more

So after these lessons I feel that I am hopefully more diversified and suited for the next market crash/rally. So a good learning year is nothing else.

[TrentRothall]

It might be a error in your csv file. Make sure there are no hidden spaces or anything. I made that mistake.

[TrentRothall]

I just saw that, thanks

[TrentRothall]

As Glen said, I haven’t had any issues and by the sounds Glen’s setup is the same as mine.

[TrentRothall]

Had some good luck today. BRN.au went into a halt yesterday and i thought here we go again another MSB. A nice gap up on news to bring in a 50% winner! Merry Christmas to me. Between my ASX MR up 9% my MOC up 1% and WTT up 2.3% it’s my best day ever $ wise. So i’ll take that even if most of it was luck…

I might possibly be the only one on planet earth to have a losing year (first one) but i feel i’ve wisened up and hopefully better prepared for the next big market turn down.

Merry Christmas all and have a good break. Looking forward too seeing everyone’s stats in the coming few weeks

[TrentRothall]

i’m trying to work it out now…

Have you dumped them into excel to compare?

In RT thought you could code it so you can’t have double up of entries

[TrentRothall]

for better or worse in sucks me in

[TrentRothall]

MSB.au – why?? ffs

It gaps down on Wednesday after getting a buy signal on Tues. Get filled on the open , then goes into a trading halt after about 10 minutes.

News comes out today and gaps down 35% on open.

Why wouldn’t they go into a halt before the open?

oh well, next 1000 ………..

[TrentRothall]

Yeah, you’re right Seth. I haven’t looked at those templates for a while and they would most likely be out of date. RT has progressed ALOT since i posted them.

Also emponential functions such as EMA, ATR etc should be on their own data line. It makes it faster apparently, i don’t really understand the technical reason why.
ie.

EMA1: EMA(C, 5)
EMACond: c > EMA1

as opposed to

EMAcond: C > EMA(c,5)

In regards to the order of variables.

In the data section everything must be written in the correct order as in amibroker. Other wise your fist test/run will have erroneous values. Once the first run is done the calculated data values are stored in memory for fast access. so in the statement

Cond1: Cond2
Cond2: 1 < 2 this will throw a error msg. The error message never used to come up and Marsten’s chief code/rule breaker Julian was putting variables that refer to themselves in incorrect order and getting weird results. I believe Marsten said “I never thought people would do that” something like that anyway. So basically the data section has to be in order. I think in the RT forum there is a post about it.

[TrentRothall]

Flick me an email if you like Seth, [email protected]

Julian and i seem to have things ‘under control’

[TrentRothall]

Did anyone try and short OSH last night (7/12)

I couldn’t i think it was cancelled as i placed the trades (can’t remember), naturally it was the trade that would’ve turned a red day to green

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