Questions from a new member

[pdp-brugge]

Dear New Member,

Welcome to the board !

Following please find my answers to your questions:

1. History Files - The robot exist from March 2011 only. The performance results since 2007 were to back test the Robot performance and to adjust the Robot algorithm accordingly.

2. Ebook version - I searched in amazon site and found a Kindle version of the wondeful book "Value in Time". It costs someting around 30$.

Good Luck,

Yakov Cohen

Ykov, Thanks for your reply

In the meanwhile, I found the eBook on the website of the BookDepository

I agree that the robot have only exists since March 2011 - my question should than be: Can anyone give my a detail of all the trades that the robot has made since their startup up until now?

[Riskslayer]

Ykov, Thanks for your reply

In the meanwhile, I found the eBook on the website of the BookDepository

I agree that the robot have only exists since March 2011 - my question should than be: Can anyone give my a detail of all the trades that the robot has made since their startup up until now?

Hi-

I believe that understanding the performance of the Robots is extremely important to building confidence and belief in the system that will enable one to trade the signals and not second guessing the robot, trading too discretionarily, and other self-defeating trading habits. Once you know the basics, the correct mindset is the important aspect to trading.

The Oct 5, 2011 "IWM Robot Notes" and "GDX Robot Notes" give performance numbers from Mar 2011 through end of day Oct 4, 2011.

Since Oct 4, 2011 - there have been no GDX signals. On Oct 5, there was a Buy Signal on IWM at 65.23 that was in fact executed at the lower price of 64.78 on the open. That trade was closed on the open today (Oct 11) at 67.72.

As of Oct 11, 2011 (after the open) both robots are in cash.

http://www.effectivevolume.com/conte...October-5-2011

http://www.effectivevolume.com/conte...-for-October-5

Also, note from Aug 3-23, 2011, the IWM Robot was being modified and I don't believe tradings signals were being issued. Currently, Robot trades are not being initiated on NEUTRAL signals and are not part of the official Robot performance numbers. I am not sure if there were other modifications during the Aug period.

I tried to upload an .xls that I use to track the signals (I have redacted my positions).

Thanks,

Shawn

[Billy]

Ykov, Thanks for your reply

In the meanwhile, I found the eBook on the website of the BookDepository

I agree that the robot have only exists since March 2011 - my question should than be: Can anyone give my a detail of all the trades that the robot has made since their startup up until now?

Thanks to all members for their excellent answers.

Pdp,

Welcome!
We will soon update and post the official robot track records.
I prefer to let Pascal do it because he has all the archives but I have not.
Billy

[Pascal]

Thanks to all members for their excellent answers.

Pdp,

Welcome!
We will soon update and post the official robot track records.
I prefer to let Pascal do it because he has all the archives but I have not.
Billy

Sorry for the delay.
I just returned to the trading desk and will update teh 20DMF in about 15 minutes.
The robots latest records are shown below (I did not update with this morning's exit price for IWM).


Pascal

[Normand]

Hi Pascal

Regarding the stats tables for both robots.

One suggestion I would make to avoid confusion would be to change the title "Exit Date" to "Signal Date" because the dates showned are the after the close "signal dates" and the "exit price" showned for those trades are actualy the OPEN price of the following day OR the Stop Loss "exit price". I discovered this trying to recompute your results on a spreadsheet.

I would also add a note for future publications indicating that the "Exit Price" is the OPENING PRICE of the day following a signal OR the STOP LOSS price on that date.

I would appreciate if you could supply your excel formula to compute the counpounded returns because I get some small discrepencies with my formula (it may be just a rounding issue).

Normand

[Pascal]

Hi Pascal

Regarding the stats tables for both robots.

One suggestion I would make to avoid confusion would be to change the title "Exit Date" to "Signal Date" because the dates showned are the after the close "signal dates" and the "exit price" showned for those trades are actualy the OPEN price of the following day OR the Stop Loss "exit price". I discovered this trying to recompute your results on a spreadsheet.

I would also add a note for future publications indicating that the "Exit Price" is the OPENING PRICE of the day following a signal OR the STOP LOSS price on that date.

I would appreciate if you could supply your excel formula to compute the counpounded returns because I get some small discrepencies with my formula (it may be just a rounding issue).

Normand

Yes Normand, you are right regarding the rounding issue: some entry prices carried more than two digits, because they were taken directly from the Robot's calculations. I corrected these to limit to two digits and indeed, there is a 0.01% change on the compounded returns.

I also followed your advised and chnaged the exit date title.


Pascal

[pdp-brugge]

Hi Pascal,

Strange to address another person with my own name...

Thanks for your reply

I now have an other issue: I have made a subsription to both the Robots and to the EV database.
I am trying to find my way around the hugh amount of information...
When I try to access a post in "Value In Time" - "New introduction post from Bob English" and I click on the link to access "http://www.effectivevolume.com/showt...ead-this-first!", I get an error that I do not have permission to access that page?!?

Am I to novice to the forum?
Are there pages that I can not access with a full paid subscription?
Or is there an error in the link?

Please help!

[Billy]

Hi Pascal,

Strange to address another person with my own name...

Thanks for your reply

I now have an other issue: I have made a subsription to both the Robots and to the EV database.
I am trying to find my way around the hugh amount of information...
When I try to access a post in "Value In Time" - "New introduction post from Bob English" and I click on the link to access "http://www.effectivevolume.com/showt...ead-this-first!", I get an error that I do not have permission to access that page?!?

Am I to novice to the forum?
Are there pages that I can not access with a full paid subscription?
Or is there an error in the link?

Please help!

Please click on "Settings" in the right hand up corner.
Go to "My Settings" - "Permission Groups" in the left-hand menu list.
From there ask permission to join all forum groups you don'y belong to.
Permission will be granted by each Forum Manager ASAP.
Billy

[buzzman]

I assume that the returns are based on successfully filled limit orders only. That is, limit orders that are placed at the open that DO NOT get filled are excluded. Is my assumption correct. thx, bz

[Billy]

I assume that the returns are based on successfully filled limit orders only. That is, limit orders that are placed at the open that DO NOT get filled are excluded. Is my assumption correct. thx, bz

These returns are the true life official track records. All actual trades heve been executed at the indicated prices since being online.
Billy