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System 209666634 bought 6122 shares of 3RG at 0.489

System 2813552119 bought 6382 shares of 3RG at 0.47

Thanks for pointing me to this, looks very helpful. I never liked penalizing upward volatility and hence never used Sharpe ratio. I might have to modify UPI as well to penalize long drawdowns a bit more. Yes, for some reason my systems pick "cheap" stocks. I tried to fight it by multiplying...

Interesting. You mentioned some good anti-overfitting tricks, here is one more: pretend some signals didn't happen (randomly). I also sometimes change prices randomly by some small percentage. A system needs to be resistant to such randomness. It's safe to say that all my systems are traded...

I wanted to see if systems trained on more recent data have any advantage over systems trained on older data. So I split my data into parts: 1. First training part: years 2008-2014 2. Second training part: years 2009-2015 3. Third training part: years 2010-2016 4. Fourth training part: years...

System 209666634 bought 6521 shares of SLZ today morning at 0.45 No more positions in SLZ as it's already at (almost) 10% of capital.

System 2813552119 bought 6637 shares of KCH at 0.45

Yesterday system 902755251 bought 8108 shares of SLZ at 0.31

Some systems removed. Their positions were taken over by other systems: System 1245186707: position in AWM (11000 shares) taken by 11474209709737240394 at price 0.27 System 3811011792: position in BAH (5000 shares) taken by 2813552119 at price 0.589 System 1093642095: position in BAH (5084...

System 2813552119 bought 7692 shares of SLZ at 0.37

New system 2813552119 bought 10714 shares of AWM at 0.27 System 626507833 removed, its position in AWM (10771 shares) moved to new system 209666634

Two more: System 1245186707 bought 11000 shares of AWM at 0.2725 System 3811011792 bought 5504 shares of GTN at 0.545

System 618370572 bought 13636 shares of CFI at 0.222

Two more long for BAH: System 618370572 and 3811011792, both 5000 shares each at 0.60

Monday's trades: System 3249453521 sold 4000 of NTC at around 0.65 (so 0.10 loss per share). I've also paid in another 25k into account, now at around 95k. I'm planning to have around 30+ positions, each worth around 3k.

New trades: System 1093642095 bought 5084 of BAH at 0.6 System 626507833 bought 10771 of AWM at 0.2785 The reason for two new positions in a day is that I wanted to sell NTC but couldn't (with reasonable slippage).

About stock selection: So, as I said, there are multiple systems. Each system has a weight that is calculated from its past performance. Then, each stock is scored based on the total weight of systems that give a "Buy" signal for this stock. WIS and NTC had a lot of signals until recently, but...

In this journal I will post my trades from a bunch of systems (600 of them!) created by a computer. I will be trading only Polish stock market, taking only long positions. This is real money trading, and all prices and balances will be posted in PLN. Currently, the exchange rate (USD/PLN) is...