Recent content by soso

If you're using Norgate here it is documented https://norgatedata.com/amibroker-usage.php#unadjclose Buy = Buy and NorgateOriginalCloseTimeSeries() < 10

Consider stock ABC has Closing price 20 on 01.01.2019. In 01.01.2020 you have a stock split 1:4, if you are using standard Norgate adjustments for capital events & splits (and you should) then the back price is adjusted so you don't have gaps. So during backtest the price on 01.01.2019 will be 5...

Just a heads up of some potential backtesting error I saw in post https://www.aussiestockforums.com/posts/1089878/ Every time you do comparisons of Close with absolute numbers you should use the unadjusted Close. I rememeber I was bitten by this slight error back when I was backtesting using...

Hi @Trendnomics, care to share a short update how did you fare during 2020? Tx!

Hi, WTT coded by myself, reviewed by another online friend, but please take it with a grain of salt. Btw this is the US market, Russell 3000. The results are highly sensitive to the ranking algorithm. The WTT book didn't provide a ranking algorithm, but random is not a choice. Ranking by ROC...

Nice results! I would also like to see the results for original Nick's universe, that is Russell 3000. Last time I checked, I think about 1 year ago, SP500 did better than WTT starting from 2014. I don't have Norgate subscription anymore to check the recent performance. Newt, you coded the WTT...

Hi Cartm, The easiest way for you to verify the results is to code WTT (or buy it from Nick) then test it starting 2014 until today. That's out of sample data, since the book was published at the end of 2013. And your take-aways sound plausible to me. Cheers

I personally track WTT, using my own code. I'll just say that if you started in Jan 2014 you'd be better off just buying the SP500 index (e.g. SPY).

No stop loss at all? You never exit losing positions? Tx.

davetapson was trading it, but last report from him was about 1.5 years ago.

I don't doubt Nick's integrity, I'm pretty sure he will provide any available performance data if a (potential) client asks for it. My main complaint was the usefulness of the data that is readily available. Adding actual numbers in the performance page would be helpful imo, e.g. I may...

Sorry getting this old thread alive, but there's something that's needs to be spoken out. About 1 year ago he updated his performance page, removed the actual performance numbers and instead it's only some nice looking charts. E.g. The US momentum strategy chart, one barely sees SP500 down...

About "2 years of stuffing around break even" I couldn't care less, just watch the other trendfollowers how they're doing. See for example Radge and his systems, I think he did much worse than T. Well I don't have exact figures since Rage removed the actual percentages out of the performance...

Re: My Theory on Gann--The Man and the Method. And what do you say to those that consistently pull money out of the market using either of these?

Every leg in the oppopsite direction of the trend could be the first leg of a new inverse trend. If the leg is impulsive (EW based or high momentum) you wait for a retracement of this leg (if it takes place), and if indeed looks like a correction (slow motion, ew corrective pattern etc) you have...