qldfrog weekly Skate inspired system

[qldfrog]

100% true but when do you reach a point when you say: that system is right, it supports shaking properly?

as you have more time available you try to improve whatever that means for you:
it could be adding more control on the minimum price or volume: playing with penny stocks is not for the faint hearts, I know my position score is far too basic: there must be a proper way to select between 2 buys better than my current way, I expect to see change in the months ahead,
If people like me who basically draw their first serious system less than 12 months ago were just waiting and see the results , I would find this pitiful: so much I learnt in the last 12months.
To avoid going everywhere, I try to add new separate systems giving a chance to existing ones to prove themselves.
currently 2 daily systems very very different and 2 weekly both very different too;
It has some issues: I may get 3 buys on the same shares..awful in term of risk management but so it is.
ultimately I hope to reach an hybrid stage leveraging all the positives and still allowing me to play with ideas concepts..all systems will perform differently on different markets, multiplicity will be interesting mentally AND should provide some smoothing of overall results

 

[Trav.]

All good points and I agree that you will never stop tweaking a system, and I do like the idea that you have multiple systems in play so at least that does spread your risk a bit.

It is fascinating watching the progress of the forum members and it definitely isn't easy, so I suppose that is why the majority of people aren't successful in the markets.

Thanks for sharing and keep the updates coming.

Cheers

 

[qldfrog]

Look at it that way, i played with shares for more than 10y, got amibroker and read nick radge book ages ago but had to wait to stop daily work to get serious and be triggered by @Skate thread.
That is end 2018.i started live end february 2019 with a system derived from Skate's cam .
Made mistakes, tried other concepts flipper, 123/abc, zero lag, volume, volatility, and all the in between
And i consider myself novice after quite a considerable amount of hours work.
I also started from a mathematical it/programming background so AB is not an issue nor are the maths involved
Not easy...

 

[lindsayf]

Nice work Qldfrog. My process might be similar.
My project with pure system trading will also need to wait until I have more time..still 9- 5 ing and have many time committments.
But in a year or 3 I hope that changes. Then, my maths b/g, some ancient coding experience, and my trading experience will be able to be applied to the systems project....inspired by Mr Skate, Peter2 and others like yourself.

 

[qldfrog]

Learning is living

 

[qldfrog]

crazy day today, highest daily gain of my trading "career"
Today was the day where I was switching version of both weekly systems;
as a result I had to exit an unusual high number of positions and reenter a similarly impressive number of buys;
It did not go smoothly;
As I had to wait for a sale to get the credit allowing me to perform a buy, at 10AM, I was on the keyboard multiple screens preset;
The bell direct site got hammered, by 10:30, I had managed to enter 3 more buys only, one activated but not displayed untill 11Am, a second one associated with the wrong account that I had to sell and redo;
I thought I was back in 1980s as I could have a cuppa between a click in a field and being able to enter something.
And no, I was in 4G, pretty fast on other sites I tried
end result:
ZL extrav9: 9 sales, 9 buys, 2 buy failing to be entered in time and jumping too high after the open..
QFDucv13:14 sales 3 buys and 3 misses
unusual market, specific time for version switch..was not great

 

[frugal.rock]

For the first half hour or so of trade today, the exchanges were swamped.
Again, it screwed with my system... (brain). Sold Tyro on open 4.18, and tried to buy again flying by the seat of my pants with only SP and depth being current data. Like a racehorse with blinkers, narrow sights... chased the price from 4.08 to 4.15... turned out I had actually purchased at 4.13 unknowingly due to data delays and chop.
However, the fact that the exchanges were swamped was a great indicator in itself. Risk on!

 

[qldfrog]

ola, what a week!!
highest paper gain (09/06)and highest paper loss today of my "trading/investing" career...
where are we?
Daily small loss but overall still good:
-$1,588.48 -2.77% over the week

Start 18/05/2020
Total invested $ 50,000.00
Cash remaining $ 13,555.69
Current portfolio value $55,745.86
Profit $5,745.86
Nb of active positions 8
Nb max positions 12
Return since 18/05 11.49%
Annual return so far 175%
purchase value per position $4,645.49
Invested percentage 76%
-------
Binary daily on market direction:
$2,554.02 11.67% this week;

Start 25/05/2020
Total invested $ 20,000.00
Cash remaining $ 784.45
Current portfolio value $24,434.02
Profit $4,434.02
Nb of active positions 1
Nb max positions 1
Return since 25/05 22%
Annual return so far 476%
Invested percentage 97%

=========================
weekly:
Skatewill differ slightly from @Skate proper system due to my implementations and errors I will have done): -1.46% -$ 310.31

Skate system 11/05/2020
Total invested $ 20,000.00
Cash remaining $ 1,083.46
Current portfolio value $ 21,002.46
Profit $ 1,002.46
Nb of active positions 19
Nb max positions 20
Return since start 5.01%
purchase value per position $1,050.12
Invested percentage 95%

and for my own:
QFDuc: gain of 1.5060% $ 1,414.37
started 1/05/2020
Total invested $ 90,009.85
Cash remaining $ 43,947.94
Current portfolio value $ 95,331.78
Profit $ 5,321.93
Nb of active positions 10
Nb max positions 20
Return since start 6%
Annual return so far 53%
purchase value per position 4400
Invested percentage 54%

and lastly my laggard:
ZLextra:-5.7236% -$ 5,364.80

ZLExtra started 1/05/2020
Total invested $90,000.00
Cash remaining $6,386.25
Current portfolio value $88,366.48
Profit -$ 1,633.52
Nb of active positions 18
Nb max positions 20
Return since start -1.82%
Annual return so far -16.16%
purchase value per position $4,418.32
Invested percentage 93%

 

[qldfrog]

overall this week:-1.6+2.6-0.3+1.4-5.4=-$3300
not great but just -1.2% of invested capital, just hoping that this is just a short expected pause and not a crash back to -30%..
None of my indicators are in panic mode.
Have all a great week end

 

[qldfrog]

Little note for my fan club ;-)
Off for a road trip in our state so with current volatility, i van not really afford to follow and act daily, yet enjoy the break; i so liquidated my 2 daily system.will give you the final figure tonight.great returns..
I am also convinced my zlextra weekly has some issues as there is unexpected repainting happenings
I have no time to investigate so have offloaded some of my most recent buys, the 2 other weekly are untouched.
With AWS setup, i can now process all this properly but moving from dual screens, printer to my fearless Huawei smartphone screen is not exactly comfortable
I will bite the bullet and spend one hour on the week end
Wishing all a great week, i have never experienced such a tumultuous time in the market,and so many opportunities.

 

[qldfrog]

ok: 2 daily systems:
system 1: still 3.7k not sold today, will liquidate tomorrow
13.32% return since 18/05 start..not bad for a month return...

system 2:market trend play, fully back in cash:25% return since 25/05 (just above 3 weeks)

the returns are amazing and should ensure I end up even or positive for my systems this year.
Sadly a bit more work and not compatible with road trip and holiday;
Skate system plus 2 weekly systems left running
my 2 weekly are currently 30% and 40% cash
peace of mind for a holiday

 

[MovingAverage]

Hi Frog,
Have been incommunicado for the past few months so just catching up on this thread to see how your system is tracking. My weekly system awoke from its slumber about 6 weeks ago. It has been a busy month for my weekly system since it awoke--it's current 90% invested and going to 100% next week. Over the past month the unit price has put on 3.81% but there has been some reasonable volatility in that gain during the same period. Of the system's current open positions around 61% of them are in the green. While the system is currently heading in the right direction having put on 3.81% in the past month it still has some way to go to make up the market down turn that hit us in Feb/March. Since the beginning of the year the system is down 9.04%.
Stay classy

 

[qldfrog]

I will try to use my aws setup this arvo evening and carry on trading bot skate system and my qfduc weekly.
For an accurate status we will have to wait next friday when i will be back on the computer and will update the spreadsheets

 

[qldfrog]

An interesting experience last week
One system was putting a sell, another a buy on the same code
At the end of the day both buy and sell were unfilled..why???
Well the asx has a rule that the same beneficiary can not sell shares to himself
So i can not have one system selling shares to another system of mine...
Hum.. with high liquidity, it is ok but it can cause issues as i experienced
So either limit to one ticker packet for all systems, or live with it...

 

[Warr87]

Would having each system trade with a different broker also help with that? E.g. one with Commsec and the other with IB?

If its a difference in systems with time, it may not be much of an issue? That is, trigger the buy/sell with the daily system and delay the buy/sell with the weekly?

 

[MovingAverage]

Would having each system trade with a different broker also help with that? E.g. one with Commsec and the other with IB?

If its a difference in systems with time, it may not be much of an issue? That is, trigger the buy/sell with the daily system and delay the buy/sell with the weekly?

I think the issue here is HIN's--if you can trade with different HIN's then trades will execute. I do this by having separate trading companies, they're different legal entities and thus hold different HINs

 

[qldfrog]

Would having each system trade with a different broker also help with that? E.g. one with Commsec and the other with IB?

If its a difference in systems with time, it may not be much of an issue? That is, trigger the buy/sell with the daily system and delay the buy/sell with the weekly?

Could try either . different broker would probably go against the dpirit of the laws but how would they know?
Not like I'm trying to distord price or whatever.
On the other hand taking a step back why buy and sell on the same day..but if the system says do it, i do...

 

[Warr87]

With a company like IB you don't have chess holdings. Isn't the model that they hold it in their name? or something to that effect. In that way I can't see why you wouldn't be able to do it that way.

 

[MovingAverage]

With a company like IB you don't have chess holdings. Isn't the model that they hold it in their name? or something to that effect. In that way I can't see why you wouldn't be able to do it that way.

https://ibkr.info/article/739#:~:text=IB does not accept or,the books of the issuer.

 

[qldfrog]

It is as well a reason i dondo want to use IB...