Recent content by Willzy

Thanks for the marketinex link. :-) I hadnt seen it before, sadly they're holding onto their momentum indicator as "proprietary", but all other rules seem to be disclosed. I'll code up what they've given then play with the secret sauce to see what I can concoct... Interesting that they dont...

Thanks Roller, I look at the LogScale equity to achieve the same result. Yeh as it stands I dont think its a viable system but there may be potential under the hood, I've found that often the difference between an average system and an amazing system is often quite small, but its hard to find lol

Survivorship bias is accounted for. See the lines - inIndex: inXJO - ASX current and past etc I played around with the indexFilter period - 75 was the best, and I also played with numPositions and worstRankHeld, check the code at the bottom of each report to see what I used for each. I was...

Hi Gringotts, I wasnt sure how to set the max turnover to 40mil/month.... (I'll keep searching) here are the results for the ASX100 200 and 300, surprisingly the 300 was best. Very early days for me with RT but I don't think I've made any shocking errors!

Hi all, I just wanted to give some follow up to this post I put up a while back. A very kind chap sent me an private message suggesting that what I was trying to do (with difficulty!), could be done quite easily in a program called REALTEST or RT, I had not heard of it and was dubious as...

Hi Algo, I may be wrong but I think you have a future leak with your posScore, you might be okay but I think with the rotational trading mode, the set trade delays fn will not work. U need to set it in the settings window, a quick way to test is to use ref(Rank,-1) as your pScore Let me know...

As promised, this is my basic dual momentum rotational code, please let me know if you spot any errors. I'm still working on a system that conducts multiple sorting runs to see if I can get it to work... debugging amibroker can be a real pain tbh... //================================== //...

qldfrog and gringotts, Thanks for your suggestions :-) Using something like: rank = 2*ROC(c,200) + 10*ROC(c,100) + 20*ROC(c,50) along with rotational backtest and setting positionScore = rank etc, is the way I've been doing it in the past, I'll post up a generic example of this. Though I'm...

Hi everyone, I've been playing with amibroker rotational strategies this last week. Playing with the concept of dual momentum. I came across this youtube tutorial, where the presenter uses python to run a backtest on a rotational strategy. Python is not ideal for this type of analysis but I am...

Larry Connors TPS, just plodding along on NAS100 index, only problem is due to the scaling in, these trades are only small winners... Here's the tradeStation easyLanguage code for anyone who wants it: inputs: fullPosition(1000), TradeLong(true), tradeShort(true)...

Yes a MOC order can be submitted, and in certain circumstances it works fine ie a nBarExit. For any rule based exit however, such as C > MA(C,5) or RSI >55 etc, then you won't know for certain that the close is above the moving average or the RSI has crossed 55 until the actual close is...

Sorry was this directed at my post? I'm not quite sure what you're getting at here? The question came about because I found a descrepancy between my amibroker backtest and what I was able to achieve in actual market trading conditions. Being that if I submit a limit order tonight and the...

Hi all, For those who contributed to my post above, a very sincere thankyou! I believe I have worked out what went wrong and I thought I'd post it here just incase this helps someone in the future :-) When using the TradeStation Strategy Engine, when an instruction is sent using EasyLanguage...

Thanks mate, something very fishy going on here, I checked all settings and forced the broker to use the AMEX exchange instead of their "Intellingent" order route and yet its happened to me again. This should have been a ripper trade (going from OPEN to OPEN but was a loss due to what ever is...

Just following up, it seems the order was filled at the OPEN 09:30:01 - I'm at loss with this, my other limit orders with TS have worked flawlessly for the last 6 months using Nick's Day Trade Strategy, but I have to enter those trades manually... maybe thats the key dont rely on their automation?