Dump it Here

[Skate]

Well, I was honestly a little pissed when I logged on this afternoon to check as its EOM.

It's got to suit you
To tell you the truth, trading a monthly strategy is not for me as I find myself checking how this strategy is going on a daily basis. The reason for this I believe is that I have little to no control over this strategy.

But if the stress is too much to bear, the simple & effective solution to alleviate the internal discomfort is to exit the trade, solely to relieve this distress.

I'm going to take my own advice
I'm pulling the pin on this Monthly Strategy one month early to alleviate the stress this strategy is causing.

Skate.

 

[Warr87]

It's got to suit you
To tell you the truth, trading a monthly strategy is not for me as I find myself checking how this strategy is going on a daily basis. The reason for this I believe is that I have little to no control over this strategy.



I'm going to take my own advice
I'm pulling the pin on this strategy one month early to alleviate the stress this strategy is causing.

Skate.

I may check once or twice during the month, but I'm pretty good at not checking it often. I'm tracking along similar terms to Cam who is trading a similar system. I'm just a little frustrated with compounding losers (multiple systems taking hits). The frustration will pass. It's all part of the trading game.

Monthly definitely isn't for everyone. I do cavet that my implementation of the system is also a riskier system as it's always in the market. You wouldn't be as annoyed if you were trading the default parameters that is more risk adverse (but you also dont get the same bounceback/gains!).

 

[Newt]

Could you put of the most recent graph of how the Monthly strategy performed, just out of interest please Skate?

 

[Skate]

Could you put of the most recent graph of how the Monthly strategy performed, just out of interest please Skate?

@Newt, I posted it today & after reading @Warr87 post I have decided to stop the exercise.

Found here

Dump it Here

Systematic trading They tell us everything can be answered by mathematics. The answer to the "Ultimate Question of Life, the Universe, & everything else" is (42) but unfortunately, no one knows what the question was. The issue I have with trading systematically Is that I'm dealing with Human...

www.aussiestockforums.com

Skate.

 

[Newt]

Aha - should have checked the page before. Ta.

 

[qldfrog]

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View attachment 142401


It's got to suit you
To tell you the truth, trading a monthly strategy is not for me as I find myself checking how this strategy is going on a daily basis. The reason for this I believe is that I have little to no control over this strategy.



I'm going to take my own advice
I'm pulling the pin on this Monthly Strategy one month early to alleviate the stress this strategy is causing.

Skate.

Total performance not that bad at all IMHO

 

[ducati916]

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View attachment 142401


It's got to suit you
To tell you the truth, trading a monthly strategy is not for me as I find myself checking how this strategy is going on a daily basis. The reason for this I believe is that I have little to no control over this strategy.



I'm going to take my own advice
I'm pulling the pin on this Monthly Strategy one month early to alleviate the stress this strategy is causing.

Skate.

It was probably tested for, but my question is:

If you start a monthly strategy (long) at +/- the point that a bull market rolls into a bear market, does the strategy fail badly?

I don't have time this morning, in a bit of a rush to get to work, but is that the case here? Has the ASX rolled over (noticeable to all) into a bear market?

jog on
duc

 

[Warr87]

It was probably tested for, but my question is:

If you start a monthly strategy (long) at +/- the point that a bull market rolls into a bear market, does the strategy fail badly?

I don't have time this morning, in a bit of a rush to get to work, but is that the case here? Has the ASX rolled over (noticeable to all) into a bear market?

jog on
duc

Like all strategies, they do better if you have some time to build up some capital before a DD. But a robust strat shouldn't fail (unless you happen to start immediately before a stock market crash lol).

 

[Skate]

Reposted without permission
The "Quote of the Day" posted by @ducati916 needs to be pinned in this thread.



Skate.

 

[Roller_1]

I just thought that I would "dump this here" as a reminder of why it is important for a trend trader to take every available signal. This chart is of TER.au I can't remember the exact reason why I was not in the trade at the open I think I made an error with the order, this week also coincided around the time of the invasion of Ukraine. So I thought I self I won't bother about chasing it, as the rest of the market is crashing so I will just leave it… ouch.

 

[MovingAverage]

I just thought that I would "dump this here" as a reminder of why it is important for a trend trader to take every available signal. This chart is of TER.au I can't remember the exact reason why I was not in the trade at the open I think I made an error with the order, this week also coincided around the time of the invasion of Ukraine. So I thought I self I won't bother about chasing it, as the rest of the market is crashing so I will just leave it… ouch.


View attachment 142493

Wow...they're certainly very nice when they come along like that.

 

[Roller_1]

Wow...they're certainly very nice when they come along like that.

Not if you're not on board! DD would be half of current probably

 

[MovingAverage]

The importance of using Monte Carlo testing to understand how your system behaves can never be stressed enough.

But not all Monte Carlo testing is the same--it is also important to understand the different types of MC testing and the limitations associated with the different approaches. I recently came across a very good article discussing MC testing. The article is probably not easily digested on a Friday night after a few beers, but if you're serious about testing your systems and want to better understand MC testing then set aside some time to read this article: https://quantpedia.com/introduction-and-examples-of-monte-carlo-strategy-simulation/?a=6080

 

[Skate]

The Platinum Strategy incorporates an Index Buy Filter
As the "Index Buy Filter" is still "off" there are no raw signals this week. The "Index Filter" is keeping this portfolio safe but sitting on your hands at times is hard to cope with. Trading a variety of strategies scratches this itch.



Skate.

 

[MovingAverage]

Not if you're not on board! DD would be half of current probably

Well I guess if it moves up like that it can also move down like that so maybe not being on board is a blessing Volatility like that goes both ways

 

[Skate]

Skate.

 

[Skate]

Skate.

 

[Roller_1]

Well I guess if it moves up like that it can also move down like that so maybe not being on board is a blessing Volatility like that goes both ways

something pretty bad would have to happen for it to drop 70% in a week lol but anything can happen

 

[MovingAverage]

something pretty bad would have to happen for it to drop 70% in a week lol but anything can happen

it happens all the time...spare a thought for holders of AMS--just one recent example.

 

[Roller_1]

it happens all the time...spare a thought for holders of AMS--just one recent example.

View attachment 142509

Yeah but look at the trend before that, it had already dropped about 60 to 70%. Rarely does something go from a strong trend to complete capitulation, but like I said anything can happen and no doubt it would have before.

That is just a good example of why you ride stocks up and not down