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Weekly Portfolio - ASX

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Week 43

Buys: none
Sells: none

Fully invested. An up week. Things are going well with this portfolio.

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Other Updates:
HappyCat is going well with +7.2%. I have had a few issues with my CFD trading an my EA's. My home server for some reason disconnected which stoped my EA from closing a position. I also had another anonamly with a different EA. I went from +18% since September to +3%. That one position that did not close when it should have took 10% of my profits. Hard thing to see. But this is why it is with a small amount of capital. It was backtested, then tested on a live demo account, and then on a small capital live account--and still mistakes happen.
 
Week 44

Buys: 1 (plenty of others but only 1 position opened up)
Sells: 1 sell (position at -11%, closing due to close below MA)

Not a bad week. I'm happy to be cutting away 1 position and giving another position a go. I've been at home this week and checking my account each day has desenitised me in some ways. I have noticed the small incremental increases daily. It was only when I had a look at this weeks finishing portfolio value compared to last weeks did I notice how good of a week I have had. Last week was +25.3%, this week is +32.5%. Pretty respectable! I'm not as skilled as others who post their trading journal, but happy to be posting these numbers. Still within my first year of trading, so let's hope I can keep up he momentum of 20-30% CAR.

I'm not silly though. I know this upward trend wont last forever. Got to relish in it though as its been a hard first year of trading with the market being so indecisive.

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Other Updates:
My CFD trading remains up and down. 2 other EA's have passed demo trading and are now live. I am noticing a difference in backtesting though. When backtesting with demo login on the demo server I am getting different results when backtesting on my live account. Its the same broker so I shouldn't have these problems. It's ..... interesting. I keep my demo account going to see how the live vs. demo still trades with the EA. I am very cautious. I backtest and when I'm happy I run on the demo. When it passes a month (or more depending on # of trades) it goes on to live account, but still comapred to the demo. SMall amount of capital too.

My demo account is at +45%, while my live account is at +6%. Been trading them since september. The 2 new EA's running should add more steady stream as they are both MR EA's, 1 is on AUDUSD 1hr, the other is ASX200 1hr.

Other Other Updates:
My daily system that is paper trading is doing OK. +7.2% from 3weeks of trading. Could be better, but its likely going to do better when my weekly isn't. This is part of the reason why I want a daily system. Not as correlated. THough both trend trading on on the same universe, so still correlated (just more reactive and recovers better when market goes down).

The monthly system has its only thread. It's doing good. Can't look at it too much as a month system. Checking it too often is pointless.

I'm still following the happycat system from skate. its at +7.3%. This is noticable less than skate, but I missed a position. Still a good result as its positive.
 
Got my fill on my sell, and at a good price. My buy, however, is not even close. The share opened above my +3% limit order and finished the day at +27%. I leave my buys in until wednesday so still an opportunity.
 
Week 45

buys: 1
Sells: none

No sells for positions in my portfolio. While the market seemed to pull back a bit this week, my positions remain in play. I was waiting for prices to settle and I hope this is just a pause before a continued uptrend. I obviously like being at +31.3% and want to get higher. I also suspect that a few of my positions will trigger a stale exit some time soon as well. But its not this week.

I had a buy in this week but the position gaped up and continued to go up. I don't chase so its gone. I will enter in a new position on monday.


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Other updates:
My CFD trading took a hit this week. I found another bug in an EA I just took live last week. Even though I backtested, forward tested on a demo account, and kept it with some small capital, it still got through. I've identified the issue and will work towards fixing it. It took 5% of my account by the time I figured there was an error in the coding. But this is why I have so many steps before I let it loose.

All other portfolio's lost roughly the same amount as my MAP strategy, 2-3%. I suspect most people here are in the same boat.
 
Last edited:
Warr87 said:
Week 45

buys: 1
Sells: none

No sells for positions in my portfolio. While the market seemed to pull back a bit this week, my positions remain in play. I was waiting for prices to settle and I hope this is just a pause before a continued uptrend. I obviously like being at +31.3% and want to get higher. I also suspect that a few of my positions will trigger a stale exit some time soon as well. But its not this week.

I had a buy in this week but the position gaped up and continued to go up. I don't chase so its gone. I will enter in a new position on monday.


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Other updates:
My CFD trading took a hit this week. I found another bug in an EA I just took live last week. Even though I backtested, forward tested on a demo account, and kept it with some small capital, it still got through. I've identified the issue and will work towards fixing it. It took 5% of my account by the time I figured there was an error in the coding. But this is why I have so many steps before I let it loose.

All other portfolio's lost roughly the same amount as my MAP strategy, 2-3%. I suspect most people here are in the same boat.
Click to expand...
Well done.thanks for the journal
An interesting point on your last comment, i am seeing a divergence between my systems specifically my qfduc weekly/daily and yours/the Cat and some others trend systems.
Underperforming when you guys have stellar results but overperforming when you do not.
Find it interesting and maybe an incentive for me to give a go to a back to basic trend system , to add diversification
Note: i also gapped up on 2 buys..missed..this week and even now, i have some manual errors or whatever issues which affect system runs.
We can assume these issues will be always there.maybe reduced but not removed.
On my daily, one day this week, i could only log to my broker 10min before opening, not good for blood pressure...
Have a great weekend
 
qldfrog said:
Well done.thanks for the journal
An interesting point on your last comment, i am seeing a divergence between my systems specifically my qfduc weekly/daily and yours/the Cat and some others trend systems.
Underperforming when you guys have stellar results but overperforming when you do not.
Find it interesting and maybe an incentive for me to give a go to a back to basic trend system , to add diversification
Note: i also gapped up on 2 buys..missed..this week and even now, i have some manual errors or whatever issues which affect system runs.
We can assume these issues will be always there.maybe reduced but not removed.
On my daily, one day this week, i could only log to my broker 10min before opening, not good for blood pressure...
Have a great weekend
Click to expand...

thanks mate. i appreciate it. i still don't perform as well as others here but happy with my results.

and now that you mention it, i think you are right. i follow your journal and i think you are right that there is some negative correlation with your current systems and mine/other trend followers. my daily was an attempt for a small diversification though there probably isn't much. my CFD trading is also another way through trading a variety of different instruments (FX, crypto, and soon commodities). if you do have that divergence then maybe a basic trend system would be a good idea!
 
Here are the current results for a modified CAM system traded daily on the AllOrds. I have papertraded this version in python/IB but it didn't work as intended. My papertrading in good old AB + ShareTradeTracker.

Started 16/11/2020
AllOrds
20 max positions
buys on the open (as opposed to how my MAP strategy trades where I buy on the previous close +3%, with the daily, I just buy at whatever the open is)
Buying into uptrends or pullbacks (CAM strat uses MACD, CCI, ADX to determine these conditions)
ranking is key to the success of this strategy (a ROC momentum ranking is used)

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I am now in ERF. I almost made a mistake as I had forgotten to put in my order. I swear I did it on Friday but noticed nothing had happened. Glad to pick up this mistake.

Now fully invested.

I also fixed up my EA's. Now backtesting against other futures and instruments. It's testing well. Have a few ideas for further improvements. One big improvement is the lower margin I now need. I think my previous EA was loaded up on too many contracts. It was using ATR as position sizing, I'm now using a more defined SL and using that as a hard limit to size. Less risk but will act more like a breakout EA that I had intended. (Hopefully. now lots of forward testing to be completed)
 
You mentioned-
"buys on the open (as opposed to how my MAP strategy trades where I buy on the previous close +3%, with the daily, I just buy at whatever the open is)"
Do you mean an IB MOO order? I know these work amazingly well on US stocks - traded them for years and it was rare you didn't get the opening price, but I don't know if this order type is available here and what fills you will get.
 
its just an open order. takes whatever the market order is at open, as opposed to my MAP strategy that sets a limit order for the previous close + 3%. the daily system will just take whatever there is.
 
Fair enough. Netwealth has a market order which is not strictly a truse market order that takes any price. It basically turns into a limit at the best offer. But you send set them up with one click.
 
investtrader said:
Fair enough. Netwealth has a market order which is not strictly a truse market order that takes any price. It basically turns into a limit at the best offer. But you send set them up with one click.
Click to expand...

IB has a very different algo's as well. i think even a VWAP algo. this strategy is just in papertrading right now so no actual trades are being taken. i am learning more of IB's order types. its a bit daunting at first, but as you learn how to use them i think they are fantastic.
 
Week 46

Buys: none
Sells: none

Was a flat/down week until today and yesterday. A few sell orders are coming up but I don't hold those positions. It was an interesting week. Saw my systems mostly stay flat or slightly down. A bit of a recovery. The system is not at +35.5%, last week it was at +31.3%. With what seemed as a flat week did result in a few % gained (so that's always nice when officially reviewing at the EOW). Now fully invested and happy that almost all of my current positions are winners. Market's are fickle things. Who knows what will happen next week?

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Other updates:
ASX300 Super -- is at +5%
HappyCat -- is at +5.4%
(Paper trading) DailyCAM -- is at +5.8%

CFD trading:
Had a lot of success with my improving my EA's. Did a lot of testing. I caught the breakout for BTCUSD, account is +5% for that trade. Got +2% from my AUDUSD MR EA. I should have got into the ETHUSD breakout but my EA didn't take the order. And my demo account is using the EA for CORN and SOY futures (both had breakouts on the 1H timeframe) but didn't take. I think I have an issue with the EA only taking 1 trade despite it having a different magic# and on different charts. It's odd. It was a shame to miss 3 breakouts this week but at least I caught one. For those who don't know, BTC is at $23k USD. I got in at $19k. My only fear is that my broker doesn't trade on the weekend. So if it gaps down on the weekend it may go through my SL. Sometimes it gaps higher. Overall the BT is profitable so we will see.
 
Thanks to a helpful member on here I think I have solved my EA issue. Time will tell on Monday when the market opens up again.

I also got around to reconstructing my chart to compare my performance. I didn't realise how much my strat jumped up in week 38, lol.

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Week 47

Buys: CDV
Sells: BOQ (stale)

An interesting week. Thought it'd be a down week. One of the days all of my systems lost a bit of profit. They all bounced back. I gained another 4% in this strategy. Now at +39.8%.

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Other updates:
ASX300 +5.9%
HappyCat +4.9%

CFD Trading
I manually closed my BTC trade. I wasn't too sure about the trading with my broker so I closed it. It could have gapped up, but seemed like a big risk. Theoretically Icould code an exit into it for public holidays but that is a lot of additional work for a few days. I added +5% to my account from the trade. It could have been a lot more but the position sizing was rather small (was a wide range when entered). Gained a small amount from an ETH trade too, and a minor win from an AUDUSD trade. The EA for SOYF and CORNF are still being run. Both doing well an acting like I expect (the EA I mean).

If anyone has any good ideas for a trend following strat with currencies, particularly AUDUSD, I would love to hear them. Tried a few ideas but nothing has really worked. Happy to share whatever EA I code from it too.
 

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Warr87 said:
Week 47


If anyone has any good ideas for a trend following strat with currencies, particularly AUDUSD, I would love to hear them. Tried a few ideas but nothing has really worked. Happy to share whatever EA I code from it too.
Click to expand...

So not sure whether this would help or not: I am going to trade the Yen. If there is a Yen/$Aus, which of course there is:

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Then between us I'm sure we can figure something out. What we will need is a dedicated thread to these 2 currencies. Then entries/exits and analysis can be posted pretty close to real time (given that this is a 24hr market) and we'll see how we go. I'll be trading Yen long/short. Obviously if I am short Yen, it is likely that you would be long $Aus (although there will be the odd strange one I'm sure).

Anyway, let me know if you are interested.

jog on
duc
 
sounds good mate. i'd be happy to see if I can code some of your ideas. I just checked my MT4 terminal and it only shows me AUSJPY, which obviously isn't an issue. Just the base currency is different. Since I'm new to coding this it may be a bit slower to get off the ground but excited. I'm pretty happy with my donchian EA that I coded and need a new project. Definitely want some currencies trading as I'm not 100% happy with the current AUDUSD EA. It's a simple MR strat but the parameters that worked has it more of a swing system.
 
I made a mistake. I manually closed my BTCUSD position on the thursday last week because I wasn't sure how my broker was trading over the holiday period. I assumed they would be trading similar to the ASX which wont open until tomorrow. I was wrong. They started trading again this morning at 9am as per usual. My EA opened a new BTC position as it noticed the breakout, so I am back in. It bought at 26k, whereas I had previously bought at 19k. Let's just hope that this wont undo my profits from before. A downside of using CFD's that don't trade on the weekend is that when monday comes it is a gap up or down, this means my trailing stoploss is a bit slow to catch up (since it doesn't record the movments from the weekend since it wasn't trading with the broker but the price is moving on the exchanges).

My EA also entered into a ETHUSD position just before market close last week, so that is doing very well (+11% right now).
 
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