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As a matter of fact I do follow you - whenever you come on the Systematic Investor podcast :-D

Here's an update - although I have been developing my automated system I have also taken time away from it to do discretionary trading. Premise being that I don't want to be the quant guy who approaches trading solely through algorithms - I'd rather understand the strategies and rules that a...

Got you Val. I've been hacking away at my own setup for a while now and I'm aware how all-comsuming it can be... The goal is total automation so you can go away and do what you want and your $ is being put to work, but is it that easy to turn away from it? Having built such an amazing thing...

So when this happens do you stop everything? I would! I am wondering if running an automated system is as attention-consuming as sitting in front of a sreen all day look at charts.

I'm getting you now! BTW I took your recommendation and read the Laurens Bendorp book. He talks about being simultaneously 100% long and 100% short, and using leverage to do that. I found the book really helpful but TBH I am still shaky on that side - leverage and the mechanics of combining...

Thanks Val. So each of those four blanked out columns above is a strategy? Here is the key question: are they each applied to the same capital simultaneously? E.g. you have a total pot of $1000 and you allocate $1000 to each strategy and let them compete for it? If so, the "Combined" column...

Hi Val. I'm struggling to interpret your performance chart above. I am certain it's because I don't know what it means, not because it's wrong! My problem is the combined performance in grey bars. Shouldn't it be an average of the individual strategies? E.g. for the first bar - shouldn't it be...

Et une pandémie ne fait pas l'hiver.

Hi KernFusion. I implemented the Clenow momentum strategy in my system. My system was kind of rudimentary at the time and I used this to expand it, putting in all the individual filters and indicators it calls for, the premise being that I might want to use them in different combinations at some...

Hi Mo06 Fair play to you for keeping this thing going for several years. Stay disciplined and focused you say - I guess you have! I have started trading the LSE also so I'm following you. How has your tradeable universe expanded over the years? And have there been any major strategy shifts?

Thanks for that Hobby - TBH that is exactly what I was looking for, and puts into words and cleverness the vague ideas and concerns I had. Matter of fact I was looking at Robert Carver's blog a couple of days ago about something else, and didn't think to search for that.

Quick update: the system has been running for a couple of weeks and it is slightly profitable. And I am enjoying it! This is the key question for me - do I like this? Do I like researching, designing and building this system? And do I like the fact that I am channelling actual funds into this...

Update time. So this system is live now in its MVP incarnation, meaning I get the signals and told what to do but I have to do it - no automated ordering yet. I have two strategies running, both trend-following stocks - one on the FTSE100, other on the AIM100. TBH I discovered the AIM100 only...

Hi all. Quick update. Nothing too noteworthy has happened in the past few weeks because I've been mainly hardening my code. Anyone who works in software will know that it's easy to knock up a proof of concept, not so straightforward to get it through the environments and meet all the...

There's a lot to unpack there wootspurser. What do automated trading systems say they are? I can only speak for what I am doing, which is to meet the requirements set out in an above post. Because I am building it from scratch it will do exactly what I say it will (I hope!) Regarding automated...

A cheap retail service for a cheap retail guy! But yes I am aware of potential limitations of using this level of service. Serves the purpose for constructing the mechanical side and (or so I thought) backtesting strategies - I'll do some more looking into that. I intended to use broker data...

Hi. I am using the free Aplha Vantage API to build a backtesting/automated trade system. I'm just looking at stocks right now, so that is the only instrument I pull from the API. I notice that US stocks are in dollars and UK ones in pence, but there is nothing to indicate this difference within...

Thanks all. I think I'll look for specific examples of disruptive splits and divs to see what the impact is. Like I say I have coded it up to do either way, so I'm open. @GaryBtrader I have taken your formula for the adj open - cheers.

Hi. Fairly newbie here, trying to learn by constructing my own auomated backtest and trading software (see journal for details!) Here's a question: the data I use has open, close and adjusted_close (plus low and high). There is lots of advice out there that you should use adjusted close price...

Thanks HobbyTrading. Yeah that will be a bit of schedule management I'll have to work in then. I have kept strategies exchange-specific (e.g. momentum UK, momentum US) which lends itself to this. BTW I have a calendar table that flags trading days US or UK. If I wanted to add e.g. France or...