Australian (ASX) Stock Market Forum

Recent content by Frankieplus

  1. Frankieplus

    ASX Small Caps Performance over the years? Backtesting trading system question

    But the idea to add a custom list to the Norgate list is one I never thought of. It opens up the possibility that I can use any other data source to try to find a historical list by market cap. There are free historical data sources available not just Norgate. -Frank
  2. Frankieplus

    ASX Small Caps Performance over the years? Backtesting trading system question

    This is gold, I never thought of doing it this way! This will solve my issues. If I can make a custom data list then this is perfect, thanks. I could use any screener to generate the list not just Westpac. What would I do without uncle Bob! -Frank
  3. Frankieplus

    ASX Small Caps Performance over the years? Backtesting trading system question

    I see the point you are making. To use your analogy there, I am trying to throw a large net out but in the areas where I think there is more of a probability to catch larger fish. (Hence why I am trying to target the smaller growth stocks) I'm not really focusing on trade accuracy at all. I'm...
  4. Frankieplus

    ASX Small Caps Performance over the years? Backtesting trading system question

    This is actually a brilliant idea and would be a lot easier. Ideally I would like to make up a universe selection by market cap. That way I can load it up to backtest. I'd like to test Small and Nano caps but as per what some here are suggesting, it's best to not us a Small Caps universe but...
  5. Frankieplus

    ASX Small Caps Performance over the years? Backtesting trading system question

    I will read it all thanks. I'm quite interested -Frank
  6. Frankieplus

    ASX Small Caps Performance over the years? Backtesting trading system question

    Yes I have read, thanks you. Its Nick's strategy from his book that I want to start trading. But I want to test it on the Small Caps. Judging from what a lot of you are saying here especially @qldfrog I have decided to use a filter in the code to scan for stocks between $300m and $2b (Small...
  7. Frankieplus

    ASX Small Caps Performance over the years? Backtesting trading system question

    Could be an option actually. I like the idea of that. I'll see whats in the showbag and keep tinkering :)
  8. Frankieplus

    ASX Small Caps Performance over the years? Backtesting trading system question

    That would be hard finding just 1 stock :) It's a portfolio I'm building of 20 stocks.. Not just the one stock.. So any stock (hoping small cap) that breaks out of a 20 week range or high becomes part of the 20 stock portfolio, and then trailing stop. -Frank
  9. Frankieplus

    ASX Small Caps Performance over the years? Backtesting trading system question

    Cool thanks.. . Could you suggest basic filter I could use to find small caps growth using purely technicals? Other than volume and market cap there wouldn't really much else would there? I know we probably need fundamentals thrown in the mix here to determine the growth but I will use Stock...
  10. Frankieplus

    ASX Small Caps Performance over the years? Backtesting trading system question

    Yes thats what the strategy does. Buy at 20 week breakout and trail stop.. -Frank
  11. Frankieplus

    ASX Small Caps Performance over the years? Backtesting trading system question

    Good advice, thanks. Since it's small growth companies I'm trying to target, If I trade all ASX stocks from $0.50 to $10 (but add $500k traded per day as you suggest) in you opinion would I be targeting mostly small growth companies anyway? I know trading All ASX 0.5 to $10 isn't officially...
  12. Frankieplus

    ASX Small Caps Performance over the years? Backtesting trading system question

    Interesting you say not sure about benefits of back testing small caps. Could you elaborate on that one? Is it because they are more volatile? I'm interested in your thoughts as I'm a beginner when it comes to backtesting anything I am trying to use a trend following strategy to trade on a...
  13. Frankieplus

    ASX Small Caps Performance over the years? Backtesting trading system question

    Hey everyone. I'm backtesting a systematic trading system that i want to use to trade the ASX Small Universe.. Its a trend following system If I test this system for all of 1990-2000 ASX Small Caps the results are favourable. From 2000 - 2020 the results are favourable up to 2010. From...
  14. Frankieplus

    Buying VAS and VDHG on ex-dividend date

    Hi everyone. I have been waiting for VAS and VDHG to drop a bit in price so I can 'buy the dip' but I'm curious if 'buying the dip' on ex dividend date is the same strategy. The share price of VDHG and VAS will drop tomorrow by the amount of dividend payed out. This I understand. But I'm...
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