Three Trading Systems (Wk 11) – All Filters On, New Buys

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These trading systems have varying degrees of Index Filter, which have all been switched back on this week.

The All Ordinaries has shot upwards, leaving most of them behind as they scramble to take up new positions.  Many positions were sold out as the market fell away over the last five months.

In the mean time I’m continuing to work on trading systems and improving my game.

Below is the Equity Curve of a very short term trading system I found and coded.  It took 1800 trades over the last 3 years, which would cost you around $36,000 in brokerage, but also returned about 60% p.a.  Obviously, with results like that, I’d want to test it more thoroughly as I might have made a mistake.  This, of course, is all part of the fun 🙂

NewShortTermTradingSystem

Current Comparative Returns

2016_03_06_Comparative

Leap of Faith Trading System

Starting Value: $50k,  Current Portfolio Value (since November 2015):  $48,846.69

2016_03_06_LOF

Dow/Gann Trading System

Starting Value: $50k,  Current Portfolio Value (since November 2015):  $48,498.62

2016_03_06_DG

Moving Average Channel Trading System

Starting Value: $50k,  Current Portfolio Value (since November 2015):  $47,367.66

2016_03_06_MAC

I hope you’ve enjoyed this post.  Have a great week 🙂

Happy trending,

– Dave McLachlan

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

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

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March 6, 2016  Tags: , , ,   Posted in: Trading Diary

2 Responses

  1. Nick Moylan - June 11, 2016

    1800 trades?!
    With that many trades and those kinds of results I bet its your take on the ‘billion dollar trading system’ 😉

  2. David McLachlan - June 23, 2016

    Hey Nick,

    You know, I’d let this slip to the back of my mind! Thank you for reminding me. It was actually my take on Larry Williams’ “Smash Day” pattern, where you buy on a trade above the high of yesterday’s long-tailed down-bar. I was reading his book at the time which has some great starter ideas in it 🙂 From memory it didn’t hold up as well in more liquid markets and of course with commission included and the top trades taken out to test robustness. But still a good idea.

    Happy trending – Dave

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