[ZachSwann]

Works perfectly Cheers

[ZachSwann]

Rounding Issue
This is the code I am using and I have also tried rounding the round
but a few of the stock I end up with 49.379999 for example
BuyLimVal = round(BuyLimitP/0.01);
BuyLim = BuyLimVal * 0.01;

Workaround???

[ZachSwann]

Has anyone already coded position sizing for rotational systems
For example if ranked
1st 30%
2nd 20%
3rd 10%
etc
Have been looking in this link http://www.amibroker.com/docs/Houston2.pdf
I think excluding of top positions is a way to figure out the rank as 1,2,3,4 etc but its still a bit of a foreign language to me at the moment

[ZachSwann]

I am not 100% sure if this is relevant bit beyond me at the moment but I found this when I poking around looking for something else
http://www.amibroker.com/docs/Houston2.pdf

[ZachSwann]

ROCper1 = Param(“ROC period1”,200,20,200,5);
ROCper2 = Param(“ROC period2”,50,20,200,5);

IndexCode = ParamStr(“Index Symbol”,”$SPX”);
Index = Foreign(Indexcode,”C”);
IndMA = Param(“Index Filter MA”,200,20,200,1);
IndexFilterUp = Index > MA(Index,IndMA);

for (i = 1; i < BarCount; i++)
{
if (IndexFilterUp)
{
ROCper = ROCper1;
}
else
{
Rocper = rocper2;
}
}

ROClimit = Param(“ROC limit”,10,0,20,1);

Cond2 = ROC(C,ROCper) < ROClimit; This works but I think there is an easier way can’t remember.

[ZachSwann]

Found this link
https://www.morganstanley.com.au/resources/docs/Guide_to_completing_your_W8-BEN-E.pdf

[ZachSwann]

Damn Straight

[ZachSwann]

Currently
ASX MR (half size) – -0.2 since I started.

Had a small problem with tws to share trade tracker spreadsheet but then I realized I didn’t have the latest version got the latest version problem solved.

Business account – Done
Just waiting on a business TFN to finish opening another broker account
MOC -work in progress
Current Stats on ASX ALL Ordinaries and minimum turnover of $1000000 and all quotes tested
No margin selection bias 96.13% of days
CARG – 17.5 MDD-4.5 avg profilt/loss % 0.52% win rate 58%
50% margin selection bias 99.12% of days
CARG – 18.7 MDD-7.5 avg profit/loss % 0.52% win rate 58%

[ZachSwann]

ASX MR Sept 2017 – -0.4% trading half size

Have made a fair bit progress with MOC system the challenge I may have is for any fill I get I have to place about 20 orders but other than this it looks promising on the ASX ALL ORD’s

Have got the company setup to the waiting for a TFN and waiting on that to broker paperwork

Current mission is Business Account and MOC

I listened to Group Call (Sept 2017)

A few weeks back I had a bit of a play with market conditions code
in conjunction with MOC stretch
and getting the system make a profit. My conclusion was the bear market with medium and low volatility was impossible to make profit unless a super optimize stretch

[ZachSwann]

It would be interesting if you used that process for 3 or 4 bits of the systems i.e buylimits, lookbacks and other conditions

[ZachSwann]

ASX MR – 0.6% (Trading only half size from 21/8 to 9/7) not a bad start

Almost have the company bit sorted so I can open a margin account.

Still ticking over with MOC system made no progress but still trying different things

One thing I did find which maybe is worth mentioning basically a bang for buck condition to at least cover the commissions

[ZachSwann]

I thought avg profit/loss should remain stable as it is a per trade basis and it would just become more consistent with more trade

[ZachSwann]

0.3% was what I was after currently .22%

[ZachSwann]

MOC Systems Chasing a benchmark for the all trades avg. profit/loss%???

[ZachSwann]

One week Since I started and result are as follows.
ASX MR at half positon = -0.2%

I fell asleep before I could get my trades on Friday so I missed the buy side of trading my error I though I had done it.

Any suggestions on the easiest way to fix a day that you missed?

I am going to buy the 2 shares I missed hopefully at a lower rate then I would have paid for them

[Author]

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