Three Current Trading Systems – Buys and Sells and YTD Returns

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This excerpt is for educational purposes only and is not to be interpreted as trading or investment advice.  See Terms Of Use here.

Two years ago I wrote an article on seven different trading systems, their detail and their results over the last 13 years.  More recently, I revisited those trading systems and tested the last two years of out-of-sample data (a timeframe that the trading systems had never been tested on before, to see if they work correctly).

The results were very interesting – almost all of them still held up, although they had differing levels of success.

So I’ve chosen two of the trading systems –

  • The Moving Average Channel: a slower, longer term trading system
  • The “Leap of Faith” Trading System: a faster trading system that trades gaps (as long as the market is moving up), and;
  • My own personal, weekly trading system: based on Dow’s trend theory, Gann’s trend theory, and tested for robustness using Amibroker over 15 years and 1000 different random simulations.

It’ll be a lot of fun!  Check out the signals generated each week (I will post them below) and follow along to see the ultimate test in Out of Sample data.

Don’t forget to leave a comment below if you enjoyed!

Please note scan results are posted for information and educational value only.

Moving Average Channel Trading System Scan:

Ticker Scan Signal Date Close
SMX Sell 17/11/2015 3.41

Leap of Faith (Gaps Trading System) Scan:

Ticker Scan Signal Date Close
MQG Buy 19/11/2015 82.47
TNE Buy 19/11/2015 3.97
BAP Buy 19/11/2015 3.94
BOQ Buy 19/11/2015 14.35
BSL Buy 19/11/2015 4.37
BXB Buy 19/11/2015 10.85
CPU Buy 19/11/2015 11.57
CSL Buy 19/11/2015 98.1
EVN Buy 20/11/2015 1.3
GMG Buy 19/11/2015 6.16
TME Buy 19/11/2015 3.56
UGL Buy 19/11/2015 2.6
MTU Buy 19/11/2015 10.59
NST Buy 20/11/2015 2.65
OFX Buy 19/11/2015 3.38
PMV Buy 19/11/2015 13.7
RHC Buy 19/11/2015 67.98
SPK Buy 20/11/2015 3.03
SUN Buy 19/11/2015 13.38
GPT Sell 16/11/2015 4.43
BAP Sell 16/11/2015 3.6
AST Sell 16/11/2015 1.41
SRX Sell 16/11/2015 37.2

Charles Dow and W.D. Gann Trading System Scan:

Ticker Scan Trade Date Close
TGR Buy 20/11/2015 4.46
ALL Buy 20/11/2015 9.67
API Buy 20/11/2015 2.04
SRX Buy 20/11/2015 39.31
SGF Buy 20/11/2015 3.52
BTT Buy 20/11/2015 12.63
RIC Buy 20/11/2015 1.5
CGF Buy 20/11/2015 8.78
COH Buy 20/11/2015 93.57
CSL Buy 20/11/2015 98.27
RCG Buy 20/11/2015 1.5
MYX Buy 20/11/2015 1.205
IFL Buy 20/11/2015 9.65
MTR Buy 20/11/2015 4.45

Other Posts and Videos in the “Three Trading System” series:

  1. Three Current Trading Systems – Buys and Sells and YTD Returns
  2. Three Trading Systems Week 2 – Current Trades and YTD Returns
  3. Three Trading Systems Week 3 – Current Trades and YTD Returns
  4. Three Trading Systems Week 4 – Buys, Sells and YTD Returns
  5. Three Trading Systems Series Week 5 – Can I Ask You a Question?
  6. Three Trading Systems (Wk 6) – Thank you, Drawdowns, and Trading System Talk
  7. Three Trading Systems (Wk7) – Lessons, Ideas, Tests, Drawdowns
  8. Three Trading Systems (Wk8) – Two Additions, Dry Powder and “No Psychics”
  9. Three Trading Systems (Wk 9) – When There’s Nothing Doing, Do Nothing
  10. Three Trading Systems (Wk 10) – Leap of Faith System Index Filter Switches On
  11. Three Trading Systems (Wk 11) – All Filters On, New Buys

Happy trending,

Dave McLachlan

November 22, 2015  Tags: , , , , , , , , ,   Posted in: Trading Diary

5 Responses

  1. doug - November 25, 2015

    Hi Dave. Im very impressed with the results of your personal system. Do you have some way to score which signals to take when your system gives you 30 to 40 signals?

  2. Dave McLachlan - November 27, 2015

    Hey Doug,

    You know – I don’t. But now that you mention it, I probably could. I reckon it would be based on whichever one was closest to their Dow & Gann entry, but it would be interesting to test.

    When I was doing the video it made me realise that I actually pick and choose from my signals. So while I’ve done the Monte Carlo test with the full RANGE of results, I wonder if my picking affects my own personal results (for better or for worse).

    Great question!

    – Dave

  3. Michal - November 28, 2015

    would you mind to add rar file with data to amibroker from Australian stocks.

    i would test my trading system in foregin data to see results. If you want i can send you data from Poland 😉

  4. Jason - December 31, 2015

    Hi Dave, is the some coding for the Dow Gann system that you are able to share. I would love to test further.

  5. David McLachlan - December 31, 2015

    Hey Jason!

    Not currently. It’s my personal trading system, so I’m not hugely keen on splashing the code around, even though I’m sure it’s not too complex. If that changes, I’ll keep you posted.

    Happy trending!

    Dave

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