Recent content by Bigchazza

Hey Mo08 nice trading week again! Do you have any idea what your annual returns are, ball park?

You don't need to know about Stocks on the Move because you have strategies working just fine! But FYI it's by Andreas Clenow who previously wrote a popular trend-following book and it's an approach to capturing momentum in S&P companies in order to beat that index. I'm working through his newer...

Hi HobbyTrading. Just letting you know I have read this entire thread and find it endlessly interesting - particularly as I am following the same path as you (but a long way behind). So thanks for keeping it going! In fact my aim is to have a diversified trend-following strategy embracing (in...

Don't suppose anyone reading this has experience of the python zipline library (I think it came from Quantopian)? Got two examples of strange behaviour I can't seem to account for... 1. I'm working on daily closing prices. I put an order in for a stock and it splits it in two, always buying...

Just letting folks know that I am still here and still busy with this project - in the spaces between my life obligations at least. But things have changed a lot. The system as described piecemeal in the above posts is still running but is not something I react to. In other words the data...

Hi again Mo06. What about spread-betting? From what I can see it is conceptually the same as CFDs but just measured differently. I.e. it's a derivative, leveraged and you can go long short. Do you go with CFDs just because they suit your style? Or is there something nefarious about...

Cheers Mo06. Subsequent to my question I have gone through this entire thread and understand your approach better (rainy Sunday)! I like how you maintain an air of mystery despite being consistently open on your own terms. One further question if I can distract you from le Tour pour un moment...

Hi @Mo06. Am I right in thinking you only trade the FTSE100 index and a handful of large caps? How have you come by this universe? And pardon my ignorance, but do you trade the FTSE via futures or an ETF or something else? Loving the video updates BTW. Nostalgic for the Cote d'Azure.

You sound bitter. Do you know for sure that a retail trader cannot develop a profitable algorithm or do you just hope it?

Great nuggets here. I haven't caught up on all responses so I don't know if someone has already said, but another danger of writing your own backtest platform is that you might be subconsciously curve-fitting it to the software it is testing. Any dev knows that it's ok to unit test your code but...

MTM = Mark to Market? TBH I thought I was doing that anyway in an unsophisticated way but I am probably being incredibly naive. Have you covered this in any of your blog posts?

Here is is promised (brief, unfocussed) update - with a question at the end for those who make it that far. As hinted at, my auto system has undergone many changes, as has my trading knowledge. I look at the system now as a kind of robot assistant that supports what I do by crunching data and...

Right you are! I'll give that a go. I'm working off EOD data in principle but there are some things I want to code up such as watching my positions and watching certain stocks for a move. Thanks.

Hey userque you sure you can get intraday at tiingo? I had a look at their API and it looked like just EOD.

Great to see it themickey. Kudos re the small caps but I'm staying away from that stuff for a while. I've had my ass burned pretty bad by a couple of those! I'm sticking to S&P for the foreseeable because a. it's liquid, b. I am hopefully less likely to get my ass burned quite as bad and c. I...