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cheers thanks, i might need some more RAM for tws+API
qldfrog weekly Skate inspired system
- Thread starter qldfrog
- Start date
cheers thanks, i might need some more RAM for tws+API
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got a chair and a piece of desk 
small victories are the sweetests.
Back to last week results:
Daily systems:
qfduc: +$2.2k or 4%, still below xnt
volatility US:-$730 or -3.7% (the missing orders hit discussed before)
volatility ASX:+790 or 3.6%
weekly: zl extra flat (not great...)
QFDuc $830 or 1% but only 11% invested
Skate happy cat strategy implementation 1.3k or 1.3%
overall $4.4k gain for 330k in systems..not all invested
so +1.3% for the week overall
got some buy sell yesterday but a bit short in time /hotspot data to detail
have all a great week
small victories are the sweetests.Back to last week results:
Daily systems:
qfduc: +$2.2k or 4%, still below xnt
volatility US:-$730 or -3.7% (the missing orders hit discussed before)
volatility ASX:+790 or 3.6%
weekly: zl extra flat (not great...)
QFDuc $830 or 1% but only 11% invested
Skate happy cat strategy implementation 1.3k or 1.3%
overall $4.4k gain for 330k in systems..not all invested
so +1.3% for the week overall
got some buy sell yesterday but a bit short in time /hotspot data to detail
have all a great week
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So how was this week:
well, got connected to the internet wo 4G this morning, victories via small step;
systems wise:
daily:
DLqfduc: +$468 or 0.9% still below NT
pure volatility ASX +$835 or 3.75% now above XNT
pure volatility US -$242 or -1.28% well below XNT and still deeply negative overall
weekly:
ZL extra..hum not that great -30$ only 6% invested
my implementation of Mr Skate happy cat was not happy this week: -$613 or -0.61% below XNT
and lastly qfduc lost $270 or -0.26%
overall: $148 gain..we were flat...
well, got connected to the internet wo 4G this morning, victories via small step;
systems wise:
daily:
DLqfduc: +$468 or 0.9% still below NT
pure volatility ASX +$835 or 3.75% now above XNT
pure volatility US -$242 or -1.28% well below XNT and still deeply negative overall
weekly:
ZL extra..hum not that great -30$ only 6% invested
my implementation of Mr Skate happy cat was not happy this week: -$613 or -0.61% below XNT
and lastly qfduc lost $270 or -0.26%
overall: $148 gain..we were flat...
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Good morning all,
well not much change last week : my systems have really moved to cash:
Daily ones:
DLQFDuc +$400 only 36% invested +0.75%
volatily ASX:+$88 or +0.38%
volatility US:+$332 or 1.77%
weekly:
cash is the rule:
ZL extra -$220 or -0.63% but only 5% invested (1 out of 20 positions)
QFDuc +493 or 0.48% but only 5% invested (1 out of 20 positions)
luckily, Mr Skate happy cat is more invested(90% in) and my implementation has gained: $705 or 0.7%
so around 1.7k gain..well, not that bad considering the low risk
well not much change last week : my systems have really moved to cash:
Daily ones:
DLQFDuc +$400 only 36% invested +0.75%
volatily ASX:+$88 or +0.38%
volatility US:+$332 or 1.77%
weekly:
cash is the rule:
ZL extra -$220 or -0.63% but only 5% invested (1 out of 20 positions)
QFDuc +493 or 0.48% but only 5% invested (1 out of 20 positions)
luckily, Mr Skate happy cat is more invested(90% in) and my implementation has gained: $705 or 0.7%
so around 1.7k gain..well, not that bad considering the low risk
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before I forget:
Got a few buys on thismonday..talk about timing :-(
daily:
one sell on daily qfduc locking good gain of 22% on ALG in 2 weeks..nearly sad to let it go;
volatility daily systems unchanged..and bear oriented which I am now very happy..
weekly: not so happy
ZL extra:
sold RMC for a $13.5 loss..stale exit
bought A2B,BFG,EZL and TTM
QFDuc:
sold ARV at 0.165 for a gain of $2937 or 57%
and bought
AKP
BSL
DDR
KAR
PLS
PME
PPG
PPS
SDG
by this morning, I already got a cumulative loss of $2.7k on these purchases..outch
this is life
Got a few buys on thismonday..talk about timing :-(
daily:
one sell on daily qfduc locking good gain of 22% on ALG in 2 weeks..nearly sad to let it go;
volatility daily systems unchanged..and bear oriented which I am now very happy..
weekly: not so happy
ZL extra:
sold RMC for a $13.5 loss..stale exit
bought A2B,BFG,EZL and TTM
QFDuc:
sold ARV at 0.165 for a gain of $2937 or 57%
and bought
AKP
BSL
DDR
KAR
PLS
PME
PPG
PPS
SDG
by this morning, I already got a cumulative loss of $2.7k on these purchases..outch
this is life
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well, what a bad week: thanksfully moderated by my volatility systems:
Daily systems:
QFDuc: -$788 or -1.46% and ending week only 9% invested
Volatility ASX: +$2053 or 8.82%
Volatility US: +$2368 or 12.44%
but the weekly systems did hurt:
ZL extra: well not too bad -$451 or -1.3%
Mr skate happy cat implementation not a happy feline : -$4761 or -4.93% =>system is in red
QFDuc :-$2996 or -2.89%
So overall:-$4575 or -1.38% for the systems as a whole
Daily systems:
QFDuc: -$788 or -1.46% and ending week only 9% invested
Volatility ASX: +$2053 or 8.82%
Volatility US: +$2368 or 12.44%
but the weekly systems did hurt:
ZL extra: well not too bad -$451 or -1.3%
Mr skate happy cat implementation not a happy feline : -$4761 or -4.93% =>system is in red
QFDuc :-$2996 or -2.89%
So overall:-$4575 or -1.38% for the systems as a whole
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Don't feel bad Frog ..... I'm down a solid 5 figure sum today alone .... all part of the game unfortunately.
I'm sure many are seeing drawdowns recently.
Keep playing the long game
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So this morning: ZLExtra got rid of 3 out of the 4 parcels purchased last week:
Weekly QFDuc sold 8 of the 9 parcels bought last week, for a total loss of $3220
burning 30% of our profit..
Yeap
That system bought 405 CCL at 12.44..CCL is under some takeover purchase talk...but I pressed the buy trigger nevertheless
| A2B |
| BFG |
| TTM for a total loss of $400..waste but manageable 7% loss That system purchased 1752 IFN at .94 |
burning 30% of our profit..
Yeap
That system bought 405 CCL at 12.44..CCL is under some takeover purchase talk...but I pressed the buy trigger nevertheless
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not a great week, capitalized losses and exited..my systems are hardly invested and the volatility ones had a lag which lost some of last week wins
Mr Skate happy cat redeemed itself and balanced positively some of the losses:
Daily systems:
DLQFDuc: no change just got the ajm on paper 5k , in real world 5k lost, still in black
Volatility ASX: -$967 or -3.8%, still in black
Volatility US: -1914 or -8.9% deep in red (-22% since inception)
both above systems only switched bull 2 days ago...
ZL extra: +$30 only 10% invested, in red
Mr skate happy cat implementation : +$2568 or 2.6%=>system still in red
QFDuc :-$232 or -0.23%still well in black but only 10% invested
So overall:-$515 or -0.14% for the systems as a whole
Mr Skate happy cat redeemed itself and balanced positively some of the losses:
Daily systems:
DLQFDuc: no change just got the ajm on paper 5k , in real world 5k lost, still in black
Volatility ASX: -$967 or -3.8%, still in black
Volatility US: -1914 or -8.9% deep in red (-22% since inception)
both above systems only switched bull 2 days ago...
ZL extra: +$30 only 10% invested, in red
Mr skate happy cat implementation : +$2568 or 2.6%=>system still in red
QFDuc :-$232 or -0.23%still well in black but only 10% invested
So overall:-$515 or -0.14% for the systems as a whole
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so today was a buy day..not surprising
weekly
qfduc sold CCL for a profit of $52..why not
and purchased:
CIA @$3.94 and DDR @$10.49
zlextra bought:
AYS @$.73, NMT@$.21, OML@$1.41 and RMC@$1.61
weekly
qfduc sold CCL for a profit of $52..why not
and purchased:
CIA @$3.94 and DDR @$10.49
zlextra bought:
AYS @$.73, NMT@$.21, OML@$1.41 and RMC@$1.61
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Reading @Skate Dump it yesterday reminded me of win rate win loss ratio etc.
While these were critical in my backtest studies, i had not included them in my system dashboard.
You need a bit of past sales to have meaningfull result, but this was overdue
Ok for most of my systems but this highlighted how bad
Zlextra is
16% win rate: not a typo .pathetic results in other fields.
Working on different principals, it can happen but a check with a backtest run on the period since going live gave very different result
Backtest loss of $500 , real system nearly $5k..what the hell?
Dig a bit deeper and discovered looking at the trade lists that many prices in the backtest trades do NOT match the price live yet i buy at open. And open is open..
So either my open price is different, my timing wrong or for any reason i chased unfilled order.
Some work ahead..
Both qfduc weekly and daily system were ok, and the volatility systems decent but volatility US is still at a loss and does not leverage as well
Probably better off ending it and reallocating the funds in volatility ASX.
Will investigate
While these were critical in my backtest studies, i had not included them in my system dashboard.
You need a bit of past sales to have meaningfull result, but this was overdue
Ok for most of my systems but this highlighted how bad
Zlextra is
16% win rate: not a typo .pathetic results in other fields.
Working on different principals, it can happen but a check with a backtest run on the period since going live gave very different result
Backtest loss of $500 , real system nearly $5k..what the hell?
Dig a bit deeper and discovered looking at the trade lists that many prices in the backtest trades do NOT match the price live yet i buy at open. And open is open..
So either my open price is different, my timing wrong or for any reason i chased unfilled order.
Some work ahead..
Both qfduc weekly and daily system were ok, and the volatility systems decent but volatility US is still at a loss and does not leverage as well
Probably better off ending it and reallocating the funds in volatility ASX.
Will investigate
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End of a good week, real world outside trading interfering with my systems as I had no time yet to check the issues with ZL extra;
anyway, as everyone good week overall:
Dailies:
DLQFDUC:+$1987 or 3.75%, went from 10% invested to 94% invested this week;
volatility ASX: +$1993 or +8.19%
volatility US: +$767 or +3.94%
weekly systems:
ZLextra..the laggard:+743 or 2.18% with 30% invested;
Slate happy cat implementation: +4179 or 4.04 with 96% invested
QFDuc static with only 15% invested
overall:
+$9669 or 2.8% which is quite good considering the % invested is far from 100%
If this helps, I found something interesting:
my best annualised return is teh daily volatility ASX with an annualised 70% return so far
yet
whereas for example
weekly QFDuc with an annualised return of 22% (since may) has
Have all a great weekend
anyway, as everyone good week overall:
Dailies:
DLQFDUC:+$1987 or 3.75%, went from 10% invested to 94% invested this week;
volatility ASX: +$1993 or +8.19%
volatility US: +$767 or +3.94%
weekly systems:
ZLextra..the laggard:+743 or 2.18% with 30% invested;
Slate happy cat implementation: +4179 or 4.04 with 96% invested
QFDuc static with only 15% invested
overall:
+$9669 or 2.8% which is quite good considering the % invested is far from 100%
If this helps, I found something interesting:
my best annualised return is teh daily volatility ASX with an annualised 70% return so far
yet
| Win % | 50% |
| Win Loss Ratio (average win/avg loss) | 1.76 |
| Profit ratio (gross profit/gross loss) | 1.76 |
whereas for example
weekly QFDuc with an annualised return of 22% (since may) has
| Win % | 38% |
| Win Loss Ratio (average win/avg loss) | 2.11 |
| Profit ratio (gross profit/gross loss) | 1.31 |
Have all a great weekend
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ZLextra underperformance vs backtest not having been worked on yet, I will pause any new purchase on that system
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and another week passing by at hyperspeed:
a good week here, same as many I assume:
the daily systems:
DLQFDuc +$3674 or 6.69%
volatility US +$418 or 2%
volatility ASX +$1532 or 5.82% I double the capital invested this week as it was only 20k initially
the weekly:
Mr Skate Happy catwn implementation +4780 or 4.42%
the laggard ZL extra, I stopped investing but did not want to force exits: maybe I should, managed to lose$30 this week...
and QFDuc: +2158 or 2.17% but moved from 15 to 51% invested:
this is a slow long latency system by design for entries
so overall:+$12532 or 3.36% overall return with 25% in cash
a good week here, same as many I assume:
the daily systems:
DLQFDuc +$3674 or 6.69%
volatility US +$418 or 2%
volatility ASX +$1532 or 5.82% I double the capital invested this week as it was only 20k initially
the weekly:
Mr Skate Happy cat
wn implementation +4780 or 4.42%the laggard ZL extra, I stopped investing but did not want to force exits: maybe I should, managed to lose$30 this week...
and QFDuc: +2158 or 2.17% but moved from 15 to 51% invested:
this is a slow long latency system by design for entries
so overall:+$12532 or 3.36% overall return with 25% in cash
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yes more thn 6% in 2 weeks with far from full exposure is pretty good.. but I took notice of Mr Duc @ducati916 hint:
playing volatility may seem easy but can burn you, and 2 of my systems are based on volatility: they represent around 20% of capital invested in systems so even a dramatic collapse would not be the end of the world and they do bring regular weekly win lately
Have all a great week
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And another week I have not seen gone past, today a bit of a setback but overall another great week:
daily systems:
DLQFDuc: +$1.8k or 3.05% and now fully invested
Volatility US:+$0.8k or 3.95%
Volatility ASX :+$1.06k or 2.21%
weekly:
my implementation of Mr Skate @Skate Happy cat is purring along
+$4.5k or 4%
and lastly weekly QFDuc:
+$3.95k or 3.86%
overall: $12.11k or +3.5%
How long will these good figures go before the next backlash??
daily systems:
DLQFDuc: +$1.8k or 3.05% and now fully invested
Volatility US:+$0.8k or 3.95%
Volatility ASX :+$1.06k or 2.21%
weekly:
my implementation of Mr Skate @Skate Happy cat is purring along
+$4.5k or 4%
and lastly weekly QFDuc:
+$3.95k or 3.86%
overall: $12.11k or +3.5%
How long will these good figures go before the next backlash??
I was thinking the same thing. With such a good run lately I have been wondering how long until it pulls back. Not sure if that makes me overly pessimistic. lol
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I have been a bit slack and forgot to list the trades of monday (and last week too)
my apologies:
last Monday the weekly QFDUC did the following:
bought the following at the given price
and sold
AFG
ALG
APE
BSE
CIA
IEL
NZM
RMC
VRT
for a total gain of $80
my apologies:
last Monday the weekly QFDUC did the following:
bought the following at the given price
| AVZ | $0.09 |
| AX1 | $2.16 |
| CCP | $24.70 |
| CTD | $20.88 |
| FWD | $2.17 |
| HAS | $0.16 |
| HFR | $0.70 |
| KAR | $1.04 |
| MIN | $32.30 |
AFG
ALG
APE
BSE
CIA
IEL
NZM
RMC
VRT
for a total gain of $80
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so so week
but still going past at Mach 4
Daily system:
DLQFDuc -$2.1k or -3.48% did not see it coming just slow losses or reduced gains here and there
volatility US:+$690 or +3.2%
volatility ASX:+$574 or +1.2%
weekly:
cat needs to avoid Fido:+$508 or+0.45%
and weekly QFDuc even: lost $33 -0.03%
overall lost $330 or -0.09%
but still going past at Mach 4
Daily system:
DLQFDuc -$2.1k or -3.48% did not see it coming just slow losses or reduced gains here and there
volatility US:+$690 or +3.2%
volatility ASX:+$574 or +1.2%
weekly:
cat needs to avoid Fido:+$508 or+0.45%
and weekly QFDuc even: lost $33 -0.03%
overall lost $330 or -0.09%
