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Weekly Portfolio - ASX

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Other updates:

Happycat is at +9.4%

My super account is doing good too and already recovered losses from last week.

CFD trading
This has been the star of the week. It was being hammered the last 2 weeks. It finally caught a BO on ETH that also broke out numerous times recently. This trade alone added 18% to my account. Soy and corn make a little (not by much but still positive). Currently have BTC, ETH, and corn open.


ETH trade (30min candles):
1612582889744.png


Don't take this too seriously. Remember, I'm only showing the winning trade. I've had a lot of false BO's with ETH recently, but once it did break through, the payouts were great. It BO from a tight range too so I had more contracts on it than normal.

At some point I will put together the stats for my trades and see how they are performing individually.

Current account: +50.09%, open profits +5.2%
 
I understand your frustration but surely your system has shown similar results in the past so you shouldn't become frustrated when your system gives you similar results going forward. I'm thinking that after a little success (overcoming that huge DD and making new equity highs) you're having difficulty tolerating the system's routine portfolio heat. Success may have changed your risk tolerance.
 
I think you are right. I also knew this was going to happen eventually (as seen in my previous updates). frustrated but it will pass.

it is likely just portfolio heat. and my recent success has likely made me expecting better and fewer DD's.
 
CFD trading account:

It's been interesting since Monday's open. I got gapped down on one trade, but in general things are going great. A huge breakout on BTC, corn, and soy. My account is currently +47.7% realised, with another 44.7% in open profits. Total equity is now +92.5%. I will obviously lose some of those open profits but its crazy to see my account almost at +100% since its been open from August 24th. But took a few weeks after.

That being said, its not entirely easy. There are a lot of false breakouts. And getting those from multiple EA's can be a killer. But when it catches that trend, it wins big. I realise that corn, soy, BTC, and ETH, are in bull runs and will reverse eventually. Hopefully I have the shorting component sorted by thing so I can catch the trend down.

Spot gold has also triggered. rather small profit right now so will see. the trailing SL is large. THe SL on all the other trades is now above breakeven, so that's something.

For those new to my thread, I only have a donchian long only system trading right now. Did have 2 MR strats (on AUDUSD and ASX200 CFD) but had to stop them until I have the time to fix them.
 
Week 54

Buys: 4
Sells: 3

The week wasn't too bad. I'm not noticing anything particularly out of the ordinary. I was holding CDV, though, and that has now disappeared from my portfolio. I believe it got bought out but the disappearance is making it difficult for me to keep an accurate track of profit/loss. This has happened before and I find my brokerage statement hard to read and find exactly what Cr's are for that loss (they don't seem to make it easy). Once I get this sorted I will re-evaluate my tracking of positions. Either way, I know things aren't nose diving so that's always good.

Don't take the stats below to heart as I've already mentioned I've noticed a tracking error. The chart will likely be revised in the future.

1613196037754.png
1613196048230.png
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Other Updates:
HappyCat +10.8%

ASX300 super +18%

CFD trading:
now at +63% realised, with another 21% in unrealised profits open.

Soy, Corn, ETH, and BTC have been good to me this week. I almost hit +100% including unrealised profits. Sitting at +63% is obviously very good! Catching a couple of big moves on Soy and Corn during the week helped a lot. my ETH trades have been good too. my BTC trade is still open and accounts for most of my open profits. Had a spot gold trade but was just a small profit.
 
downloaded RealTest as a trial. Life has me pretty busy right now so not sure how far I will get into it, but it is likely I will use RestTest in combination with Radge's API to automate things. Skate's happycat strat is going to be run forever, and the money I was going to be used in my daily strategy is currently being used by HappyCat. (I've needed to test this system before devoting money too it, and a daily system requires a lot more time/energy to implement than weekly/monthly, thus I want to at least semi-automate it).
 
Warr87 said:
downloaded RealTest as a trial. Life has me pretty busy right now so not sure how far I will get into it, but it is likely I will use RestTest in combination with Radge's API to automate things. Skate's happycat strat is going to be run forever, and the money I was going to be used in my daily strategy is currently being used by HappyCat. (I've needed to test this system before devoting money too it, and a daily system requires a lot more time/energy to implement than weekly/monthly, thus I want to at least semi-automate it).
Click to expand...

Good to hear Warr, happy to help with either if i can. Trading ASX or US?

Did you do the testing on the happy cat or Skate?
 
Just ASX. i don't have enough capital for US and ASX right now.

I think Realtest may make it easier for me to test on the US since I can use Yahoo a bit easier with RT. But, more importantly, I want to try a sector rotation ETF (if you look through some old posts I am a fan of the 'Ivy Portfolio' and is something I've wanted to implement for a while). Importing ETF data for the US from Yahoo should be straight foward.

I didn't do the testing for HappyCat as I don't have the code. It was based on faith and confidence in Skate's testing. Very very few people would satisify my need for valid testing in order to follow there advice with trading, and skate is one of them. But I know this took a risk.

In my procrastination with some other things I started to code up my DailyCAM system that is intended to take over the HappyCat system running. Right now I am having an issue with not knowing how to do a boolean test of an expression? I.e. "UpTrend == True && macdRising == False"

Other than that it has been easy to transpose formulas over.
 
Warr87 said:
Just ASX. i don't have enough capital for US and ASX right now.

I think Realtest may make it easier for me to test on the US since I can use Yahoo a bit easier with RT. But, more importantly, I want to try a sector rotation ETF (if you look through some old posts I am a fan of the 'Ivy Portfolio' and is something I've wanted to implement for a while). Importing ETF data for the US from Yahoo should be straight foward.

I didn't do the testing for HappyCat as I don't have the code. It was based on faith and confidence in Skate's testing. Very very few people would satisify my need for valid testing in order to follow there advice with trading, and skate is one of them. But I know this took a risk.

In my procrastination with some other things I started to code up my DailyCAM system that is intended to take over the HappyCat system running. Right now I am having an issue with not knowing how to do a boolean test of an expression? I.e. "UpTrend == True && macdRising == False"

Other than that it has been easy to transpose formulas over.
Click to expand...

1613539468599.png

Something like that?

Hopefully you can find something of Value in RT

Warr87 said:
Very very few people would satisify my need for valid testing in order to follow there advice with trading, and skate is one of them. But I know this took a risk.
Click to expand...

That's fair, just remember the non historical data caveat.
 
Thanks mate. that fixed it. im used to coding using the boolean operators == .

Last question for the moment. what about instituting an index filter? i did a search of the help guide (which is pretty good) but couldn't see using foreign tickers. I imagine its just different verbage and there is a way to import data from a foreign ticker like AB.

The initial test for RT went smooth. it calculated everything quickly. big thing will just be getting used to the new coding which looks straight forward but has some differences to MT4 and AB.

and so far I am definitely finding some value in RT.
 
Warr87 said:
Thanks mate. that fixed it. im used to coding using the boolean operators == .

Last question for the moment. what about instituting an index filter? i did a search of the help guide (which is pretty good) but couldn't see using foreign tickers. I imagine its just different verbage and there is a way to import data from a foreign ticker like AB.

The initial test for RT went smooth. it calculated everything quickly. big thing will just be getting used to the new coding which looks straight forward but has some differences to MT4 and AB.

and so far I am definitely finding some value in RT.
Click to expand...

I'm pretty sure you could do, MaxDRise = 0 would getthe same result i think.

See below for the index filter

use a IncludeList to import a different symbol then call it in the data section using the Extern() function

**note you nee double '$$' to call a index to call a regular symbol only use one '$'

1613541232841.png
 
great. thanks mate. I had seen the Extern function but I didn't realise you could use it like that.

thanks for giving that (and I hope it is helpful for others who read the thread).
 
As a general update. I am still trading this system. (I stoped putting up updates for a few reasons. I kept having trouble getting an acurate account of P/L with the changes in capital for the system. I have learned a lot from that. Other reason has been time. I have been incredibly time poor the past few months.) Like other people in this forum, I lost profits from mid-late Jan until beginning of April. I found my system was whipasawing as my index filter was turning on and off. In the past few weeks, it has gotten a bit better. I have noticed a few things. 1) It has been annoying to lose so much of my open profits. the success was great and I was riding high. To see around half of your profits disappear is never easy. It may get easier in the future, but never easy. 2) The fact that my realised P/L is still above the index, even after last year's difficult market, has made following through easier to handle emotionally. I have open profits, and while not as good at its height, its still better than nothing. 3) seeing my results (or rather losses) replicated by others here is always beneficial. That is, when being annoyed at open profits evaporating and wondering whats up, to then see the same analysis of sideways and difficult markets and the shrinking profits from it, from others has reassured me.

Could my system be better? Heck yes. I still think I have missed out on some good opportunities and that the system didn't trade as well as the backtest. But this was anticipated to some degree. I was vigorous in my papertrading. I confirmed papertraded results with backtest which matched up perfectly. When live, at least for the first 6months, backtest matched liveresults. What accounts for the possible difference? I think luck and the realities of trying to get fills for buys/sells. I am edging more and more towards IB since I already have an account there to trade the HappyCat strat.

My CFD trading has experienced similar dips in performance. Not exactly the same time but similar timeframe. I got down to just +10% which was a big change from where it was. Trading the same EA on 5 charts means in the unlikely occurance that all instruments are going through consecutive losses at the same time can be damaging. That being said, it is now at +88% realised and +102% unrealised is a big turn around. If you look at the chart below, you can see around trade #373 is the low and over a few weeks its climbed to new highs. This has mostly been off SOY futures, but CORN, BTC, and ETH have played a part. A small win on gold too, though this trade does not occur often.

Also, with the new changes in margin requirement I have found that my BTC trades now greatly impact the rest of the trading. I missed out on profit with CORN and SOY because I couldn't open them due to negative free margin. Not by much, but obviously can't open new trades without free margin. Increasing my account will help, though that being said, increasing my account also means the system will take on bigger positions. It's using 2% risk. Some options could be to create a specific account just for BTC trading so its margin requirements doesn't impact the rest of my trading. Things to look into.

1619322404372.png
 
System will be 100% this week. Profit is doing good and after a few losers cut away, should hopefully climb higher. A number of dividends lately too which was a nice cherry on top.

CFD did great during the week. Account offically doubled since trading from September. CORN and SOY did great, and BTC and ETH trades also did great.

1619930008651.png
 
I haven't posted here for a while, but I was continuing to trade. Doing my taxes, and putting it all together, it seems I did a little better than expected. I returned what appears to be approx 31%. It wasn't as much as backtested as my real results started to diverge from backtested results around 6months in I think.

Either way, while not as good as many others my first full financial year with 1 system returning 30% is obviously good.

It's not trading now as I decided to take the opportunity of the down market (and index filter on) to move from CMC to IB. Honestly, I'm just sick of the constant mail. I will likely re-distribute some of my MAP funds with some other money to possibly start trading another system. I am unsure if I will run a MOC style system, or a MR system (likely on the US market). It's something I haven't figured out yet but I'm working towards it.
 
Warr87 said:
to possibly start trading another system
Click to expand...
With respect, why on earth would you consider running another system when this one is giving you 31%? I would be very happy with 30% any day of the week.

I did my taxes a couple of weekends ago. The big cheque arrived yesterday, making me a very happy person. Every year I tell myself that they will be finished by the end of July, but it never happens.

Also, with regards to IB, I find their reporting very good once you get used to how they do the daily MTM, but just keep extra good records yourself if you have any stocks that are actually trusts (ETFs, listed property trusts, and the like) held with IB. Last year they didn't provide the trust distribution records that are needed for Australian tax. My solution to this was to maintain a NABTrade account (any CHESS sponsored account will do) and hold my ETFs in there. That way at the end of this tax year I'll get the full tax reporting at year end. Makes things much easier.

KH
 
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