globalarbtrader

Please feel free to use my EA gpt4_ea_fld_sub as I have tested it many times and it performs very well, if you have some questions please contact me: andyJJAmazing@gmail.com

Hey Rob,

So if a reader of SP has 100k to invest and has come to a portfolio allocation that suits them based on some of the teachings in that book... would you suggest a lump sum investment into that portfolio, or DCA'ing into it to reduce market timing uncertainty?

Thanks!

I really struggled to get your results to reasonably match my version. In your strategy six and seven google sheets Accounting SP500 references a cell 3 rows (days) ahead in the TrendSP500 sheet. In spreadsheet7, Accounting SP500 sheet cell F14 contains ='Trend SP500'!L14*$C$1*$C$5*$C$3*$C$4/(10*$C$2*D14*I14*E14) for January 10 1997. 'Trend SP500'!L14 is January 15 1997.

Hi Robert,

I can't find an option to send you a private message. Can you please PM me or how can I contact you? I found you by reading many comments on several topics on here.

Thank you,
Tina

Hello! I've just read "Systematic Trading" - thanks very much for writing it. I'm a software engineer but don't have a background in finance, and I'd like to learn enough technical analysis to follow the breadcrumbs in your thread (for example, implementing a trading rule for breakouts.) Do you recommend any books/resources in particular?

Hi, I was looking at https://github.com/robcarver17/pysystemtrade/blob/master/data/futures/legacycsv/WHEAT_price.csv and I think the large price change between 15-09-2006 and 19-09-2006 is an error as I don`t see such a jump in the price obtained from other data vendors. What do you think about that?

Hi - I bought and read your book - impressively thorough, thank you. Time for me to start looking at correlations between the intruments I currently trade... I understand there's some Python code on your website to get me started on this (I was intending to look at weekly data)?

Best, Andrew

Hey, I got your book. You talk about how to combine forecasts and I wanted to see this with a regression. I regressed (price.shift(-30)-price)/vol against EWMAC_16x64 and get p-value=0 but R^2 tiny (between 0.01 and 0.001 depending on instrument).

But what really confuses me is that when regressing against the combined forecast the R^2 almost always gets worse. What am I missing?

good evening! i registered myself at fundseeder. under leaderboard, I guess you are currently listed as #13 with an FS Score of 81 with a cumulative return of 121% after 4 years and a max DD of approx. 9%. one trader is listed at #4 with an FS Score of 87. this account is being tracked for 9 month, having a cumulative return of 9% and a max DD of approx 3%. how does this come? thank you in advance

I just got your book. Is there something in the system that you post about in your automated thread that cannot be found in that book. Please let me know. PS- I read the first few chapters already. It's a nice and straightforward read. Thanks.