[TrentRothall]

Yep you’re right if you are still hunting around after 30 odd years – I have a fair way to catch up :blink:

[TrentRothall]

Mon 7.3.16

1 Exit
1 Entry

1 Open Position
8 Pending Entries

Working on some other MR systems, there are a lot of different ideas to test

[TrentRothall]

Oh ok, yeah right it only took me a few hours to sort out haha

[TrentRothall]

Finally worked out why I stuffed the inserts up on the previous page – seems to be that I had a ‘%’ symbol in the name it didn’t like tthat. I think I might have them attached a the start too like Nick said

[TrentRothall]

Friday 4.3.16

2 exits
0 entries

1 exit signal
3 pending entries

System Weekly wrap –

4 Closed trades

3 Winners
1 Loss

1 Open position

Entering my trades in the Chartist Trade Tracker Software, will be good to have all the stats there in a organised simple system. Once i have a decent size set of trades the charts will be a good visual reference too.

[TrentRothall]

3.3.16

No entries
No exits

2 pending exits
No pending entries

Will be 1 open position

Everything seems to be operating correctly so far – early days

[TrentRothall]

Thanks Said i will keep testing.

Nick what setting do you recommend?

[TrentRothall]

Not sure why the pictures didn’t work properly..

Anyway at 0% some of the drawdowns are a bit deeper and CAR is 5% higher

[TrentRothall]

Ok thanks for the insight – yeah i think i might do a fair of trade placing and no fills. I tested a fair bit with buying on the open but it hurts return and MDD too much plus selection bias would be an issue

[TrentRothall]

this is with the value at 10%

This is at 0% – i feel this drawdown is more accurate

If a position moves -10% but you only have 7.5% of equity instead of 10% then you still lose 10% of that position – but it will be a smaller % of total equity. Hence smaller drawdowns when the cap is set at 10% vice versa for gains i guess. CAR increases about 5% in this second test

[TrentRothall]

How have your MR systems been going last few years?

[TrentRothall]

Yeah ok i see what you mean. I could understand it if you were looking at net profit as the main performance metric but if you are looking at CAR as a % then wouldn’t the positions need to be constant?

[TrentRothall]

Today –
1 entry
1 exit in IPH

3 open positions
1 pending order for tomorrow

With the ASX having a good day, not many signals

Working on coding up some other systems also just to see how they preform.

[TrentRothall]

Hi Said

I am guessing that you are testing it in the US? I noticed the same thing with my MR system when testing there big results early on and fading away now – although not too bad. My system has been in drawdown for the best part of 2 years by the looks. This is on the Rus 1000 with index filter on. the equity curve is also alot choppier than on the ASX with deeper and longer drawdowns.

[TrentRothall]

Hi Scott

i just literally googled short term strategies and read a few of the articles and pages in the Articles depository thread in this forum – thats where i got my my main idea. Also read up some systems by Larry Conners i think some of them are not very robust and are questionable but still have good ideas in them.

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