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Search: Posts Made By: SMCJB
Forum: Trading Journals October 18th, 2022, 11:41 AM
Replies: 179
Views: 41,397
Posted By SMCJB
algotrendz I thought about trying to create a...

algotrendz I thought about trying to create a feature that describes the underlying status of the symbol being traded. Trending/Not Trending, High Vol/Normal Vol/Low Vol. I think this would help...
Forum: Trading Journals May 25th, 2021, 05:16 PM
Replies: 179
Views: 41,397
Posted By SMCJB
The only difference between "Since Tracked" and...

The only difference between "Since Tracked" and "Live" is that somebody is actually trading the system in the "Live" period. In actuality both are post-back test so i made no distinction between the...
Forum: Trading Journals May 19th, 2021, 10:53 PM
Replies: 179
Views: 41,397
Posted By SMCJB
Greetings FinTrader1 and thank you for your...

Greetings FinTrader1 and thank you for your sharing your experiencing. It's good to know that some people have a positive experience.

Put simply in my analysis of iSystems I struggled to find a...
Forum: Trading Journals March 29th, 2021, 12:46 PM
Replies: 179
Views: 41,397
Posted By SMCJB
No worries FinTrader1. Hope you enjoy futures.io....

No worries FinTrader1. Hope you enjoy futures.io. I think you will find there is a wealth of information here.

TLDR of this thread: I approached my iSystems journey by trying to identify...
Forum: Trading Journals March 29th, 2021, 12:26 PM
Replies: 179
Views: 41,397
Posted By SMCJB
There's 17 pages of 'how it went'!

There's 17 pages of 'how it went'!
Forum: Trading Journals October 31st, 2020, 11:20 AM
Replies: 179
Views: 41,397
Posted By SMCJB
kansaisupra thanks for your comments. My attempt...

kansaisupra thanks for your comments. My attempt was to try and find a systematic way to pick good systems. I obviously failed.
Forum: Trading Journals August 8th, 2020, 12:56 PM
Replies: 179
Views: 41,397
Posted By SMCJB
Y Axis should be T-Stat not Probablility Key...

Y Axis should be T-Stat not Probablility

Key words in that statement are overfit backtest. By definition an overfitted back test isn't an independent distribution, it's already been cherry picked
Forum: Trading Journals August 8th, 2020, 12:52 PM
Replies: 179
Views: 41,397
Posted By SMCJB
Sharpe Ratio, T-Stat and Van Tharp's System...

Sharpe Ratio, T-Stat and Van Tharp's System Quality Number

Sharpe Ratio = Average (Return - Risk Free Return) / Standard Deviation (Return - Risk Free Return)
t-Stat = (Average - μ)/ Standard...
Forum: Trading Journals August 8th, 2020, 12:14 PM
Replies: 179
Views: 41,397
Posted By SMCJB
That makes a lot of sense. Which leads me to the...

That makes a lot of sense. Which leads me to the following charts which hopefully are self explanatory. (Again the underlying is my original portfolio of 6 systems).
...
Forum: Trading Journals August 6th, 2020, 06:53 PM
Replies: 179
Views: 41,397
Posted By SMCJB
The old T-Stat. Been a long time since I did my...

The old T-Stat. Been a long time since I did my Statistics class.

So this was my portfolio.
https://nexusfi.com/attachment.php?attachmentid=303670

Assuming I'm doing the Math right

The...
Forum: Trading Journals August 5th, 2020, 12:11 PM
Replies: 179
Views: 41,397
Posted By SMCJB
Thanks Mabi. Both posts very interesting. I...

Thanks Mabi. Both posts very interesting.
I think that is what people would think of as equity curve trading? I belive the famous Turtle Trading System did something similar, but in their case they...
Forum: Trading Journals August 1st, 2020, 12:56 AM
Replies: 179
Views: 41,397
Posted By SMCJB
Some Thoughts. So my original portfolio...

Some Thoughts.

So my original portfolio contained 6 systems, other people mentioned 8 other specific systems in this thread, so that's a total of 14 systems that have all been live for between...
Forum: Trading Journals August 1st, 2020, 12:50 AM
Replies: 179
Views: 41,397
Posted By SMCJB
And another bad one... ...

And another bad one...

https://nexusfi.com/attachment.php?attachmentid=303683

And finally, our first system, that a year after first being mentioned you would actually wanted to have been...
Forum: Trading Journals August 1st, 2020, 12:44 AM
Replies: 179
Views: 41,397
Posted By SMCJB
Another major disappointment... ...

Another major disappointment...

https://nexusfi.com/attachment.php?attachmentid=303682
Forum: Trading Journals August 1st, 2020, 12:41 AM
Replies: 179
Views: 41,397
Posted By SMCJB
System 1, down since. ...

System 1, down since.
https://nexusfi.com/attachment.php?attachmentid=303679

For some reason getting an error in my code for the second system. Can not replicate this with any other system. I...
Forum: Trading Journals August 1st, 2020, 12:04 AM
Replies: 179
Views: 41,397
Posted By SMCJB
Update... Went up for 1 more month, and then...

Update... Went up for 1 more month, and then straight down ever since.

https://nexusfi.com/attachment.php?attachmentid=303678

For clarification, not trying to call out CannonTrading in any...
Forum: Trading Journals July 31st, 2020, 11:51 PM
Replies: 179
Views: 41,397
Posted By SMCJB
Here's an Update.... hopefully you didn't...

Here's an Update.... hopefully you didn't invest....

https://nexusfi.com/attachment.php?attachmentid=303677
Forum: Trading Journals July 31st, 2020, 11:42 PM
Replies: 179
Views: 41,397
Posted By SMCJB
BLAST FROM THE PAST ! Guess who's back, back...

BLAST FROM THE PAST !

Guess who's back, back again
SMCJB's back, tell a friend - Without Me, Eminem



So to recap, 3 years ago almost exactly....
Forum: Trading Journals January 22nd, 2020, 05:13 PM
Replies: 179
Views: 41,397
Posted By SMCJB
As a (potentially final) update I closed the...

As a (potentially final) update I closed the account that I had used for trading iSystems right before year end. While I still find this dataset very interesting I just don't have the time to do the...
Forum: Trading Journals September 30th, 2019, 11:08 PM
Replies: 179
Views: 41,397
Posted By SMCJB
For a private DM. Can't attach these to the...

For a private DM. Can't attach these to the message.
https://nexusfi.com/attachment.php?attachmentid=276566
https://nexusfi.com/attachment.php?attachmentid=276563
Forum: Trading Journals June 30th, 2019, 05:21 PM
Replies: 179
Views: 41,397
Posted By SMCJB
Still here, and still working on this, although...

Still here, and still working on this, although much of most recent work has been rewriting code as my R is much better than it was when I started this almost 2 years ago. The two major changes are...
Forum: Trading Journals June 22nd, 2019, 05:58 PM
Replies: 179
Views: 41,397
Posted By SMCJB
Been Traveling It was supposed to be the single...

Been Traveling
It was supposed to be the single highest but if there were multiple systems with the same score then it took all of them. I didn't check to see how prevalent that issue was. I did run...
Forum: Trading Journals June 14th, 2019, 01:12 AM
Replies: 179
Views: 41,397
Posted By SMCJB
Finally something predictive? So this is the...

Finally something predictive?

So this is the distribution of the 22597 samples of twelve months of tracked data versus the backtest, for systems that are still active.
Only approximately 9.5% of...
Forum: Trading Journals June 12th, 2019, 07:29 PM
Replies: 179
Views: 41,397
Posted By SMCJB
Should add, none of those charts include June,...

Should add, none of those charts include June, and both systems are up in June pretty big.

Also all the Google systems are by the developer Investmood. I searched around and found their website...
Forum: Trading Journals June 12th, 2019, 05:43 PM
Replies: 179
Views: 41,397
Posted By SMCJB
One of the drawbacks of the way isystems work is...

One of the drawbacks of the way isystems work is that it's impossible to use a walkforward development. While not everybody uses walkforward I do believe it's more common than not with successful...
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