Cheers for explaining. Sounds like your system is then a 5 to...

First 34 Last

Share
Profile

Follow
Thanky

2,371 Posts.

229

15/01/19

18:45

Post #: 37123735
Share

Originally posted by wilfran1pm ↑

Originally posted by Thanky
I'm on board. Just letting the decision to proceed with amibroker percolate a little longer but almost there.

In terms of expected CAR and the like I'm open to see what I can find in terms of draw downs and the variety of suitable systems we may discover. My preference would be to have a bunch of systems and diversify risk that way - noting correlation will be a consideration. 50% would be amazing like your system backtests. I think 20% would keep me engaged. 10 to 15% with low draw downs would also be something worthwhile - without leverage to start with. I plan to start small and add systems.
Thanky my 50% return on margin isn't really all that impressive. Given that the average margin % that I'll be using is around 10%, the return on the equivalent capital would be 5%. The margin just lets me take advantage of leverage in a smart way. My $100k capital will let me open a total number of positions of equivalent capital up to about $1 Million. Hence the need to have well tested system with well defined rules, and method for monitoring the health of the system. it will be a system that is based on the maximum risk per trade, i.e the max amount I am willing to lose on each trade. Really if I get a return of anything less than 100% on margin I'll be disappointed.

Expand

Cheers for explaining. Sounds like your system is then a 5 to 10% system? Or perhaps higher but you're tempering expectations?

Interested to see how leverage affects back tests when we get to that. Any decent draw down may lead to ruin?

XTO Value at posting: 4,801.4
Upvote

0 Great analysis

Reply

Top Stories

The winners & losers on market if negative gearing were gone

AIM

5.6g/t gold intercept at Serbia's Rogozna supports Strickland's hopes for high-grade core

Week 39 Wrap: What HotCopper’s watching; China’s new stimmy moves boost metals; Oz CPI drop

NAG

ACCC seeks Olam divestments before it can buy Namoi Cotton

The market's shrugged at China's stimulus measures all year. Why is this one different?

GQG

KalGold rolls out detailed aeromagnetic survey across Pinjin project

ACW

Actinogen Medical ramps up Alzheimer’s treatment trials, targeting fast-track global approvals

ESK

Estrella first foreign entity to win tenements in Timor-Leste under new laws ahead of 2025 tenders

DEG

HotCopper users muse on De Grey's denial of Agnico Eagle takeover bid – but who are Agnico?

TI1

Coda Minerals (ASX:COD) enters rights issue to further exploration in South Australia

There are more pages in this discussion • 22 more messages in this thread...

First 34 Last

Add XTO (ASX) to my watchlist

(20min delay)
Last 6,904.7		Change 7.600(0.11%)		Mkt cap ! n/a

Open	High	Low
6,897.1	6,918.8	6,897.1

XTO (ASX) Chart

Cheers for explaining. Sounds like your system is then a 5 to...

Top Stories

The winners & losers on market if negative gearing were gone

5.6g/t gold intercept at Serbia's Rogozna supports Strickland's hopes for high-grade core

Week 39 Wrap: What HotCopper’s watching; China’s new stimmy moves boost metals; Oz CPI drop

ACCC seeks Olam divestments before it can buy Namoi Cotton

The market's shrugged at China's stimulus measures all year. Why is this one different?

KalGold rolls out detailed aeromagnetic survey across Pinjin project

Actinogen Medical ramps up Alzheimer’s treatment trials, targeting fast-track global approvals

Estrella first foreign entity to win tenements in Timor-Leste under new laws ahead of 2025 tenders

HotCopper users muse on De Grey's denial of Agnico Eagle takeover bid – but who are Agnico?

Coda Minerals (ASX:COD) enters rights issue to further exploration in South Australia