Systems, page-9

all good mate!  happy to share.  i have found this podcast to be very useful for new ideas and has gotten me into a bit of a routine for testing  etc etc.  its also good that the first 5 episodes of that podcast discuss the absolute basics.  i prbably would have been a bit turned off if they went straight into advanced type stuff.  

 I've been down the algo route for about 9-12 months now i think.  id been thinking of it for a while and then the feb mini crash and my horrible trading through it convinced me that i needed to do it ASAP.  Quickly liquidated all my discretionary holdings (except LPE whch i still hold) and stayed out of the market until about august when i decided to launch 2 systems.  Absolute worst timing ever, straight into drawdown, but the systems were tested through the GFC, 2011 and 2015 and is working within expectations so im happy as larry at this point.  Have another breakout system that ive spent 2-3 months building and have just started walk forward testing and am just trying to get my hands on some more funds from the bank to get started on it.  also am in the process of trying to build a mean reversion system, because i believe this is the last piece of diversification that i want for ASX.  aim being to have 3-4 lowly correlated systems.  as low as they can given that all equities are highly correlated.

happy to share anything you wanna know mate

take it easy!