Several Strategy modifications in QT 520S

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  • #75842
    rikder
    Participant

    Just noticed new version of QuantTrader (520s) is posted on your site. Not sure how long this has been available, I could not find a date. So you may be working on getting more info to subscribers but the changelog simply states “The version comes with several strategy modifications. The main modification is a modified hedging strategy”.

    Are you going to go into detail on these changes? This sounds like another major strategy update that will have implications for all your strategies. Will this also affect all past results and future signals on the website as well?

    #75900

    This will be the strategies starting Jan 1.
    We will post a document explaining all changes next week
    Regards Frank

    #75986
    rikder
    Participant

    Thank you. I would like to hear the rationale behind removing MYRS from the top 3 strategy. I have found trading strategies like Nasdaq 100 and Dow 30 – that hold individual stocks – to be less than ideal – leads to too many transactions, slippage, susceptibility to risks of individual corporate actions, de-listing, mergers etc. These strategies look great on paper, but it is difficult to match the returns as a small independent trader.

    Do you have any suggestions for someone who uses the top 3 strategy but doesn’t want to trade individual names? Because my guess is that going forward Nasdaq 100 and Dow 30 will feature heavily in top 3.

    #75990

    The MYRS and the 3x leveraged UIS strategies are leveraged strategies which should be used only with a small fraction of the portfolio. For a normal investor it is just too risky if the Top3 strategy rotates for example from the BRS strategy to MYRS. Better select the top 3 strategies between similar unleveraged strategies.
    You can always tweak the Top3 strategy in QT. Just open the “strategy editor” and select the Top 3 strategy. Now you can delete the Nasdaq and the Dow strategy in the strategy list. This way the top 3 strategy uses only strategies which do not invest in individual stocks.

    #76027
    Mark Vincent
    Participant

    Not ideal but you can replace the Nasdaq 100 strategy with UIS QQQ. I use DR not SR and it did 26% last year with 4% drawdown. Less trading and the majority of the time it was 60% Hedge and 40% QQQ. If you want the .ini file let me know.

    #76044
    Korving99
    Participant

    Could you send me the ini.file

    #76107
    Mark Vincent
    Participant

    Here you go.

    [StrategyTitle]
    UIS QQQ-hedged
    [StockItems]
    #Hedge=#Hedge 1,2,1,1,0.00
    QQQ=PowerShares Nasdaq-100 Index,2,1,1
    [StockSets]
    StockSet79=UIS QQQ-hedged,1,3,StockSetStrategy79,2019-05-08,2019-06-03,#Hedge@1,QQQ@2
    [StockSetItems]
    StockSet79Item1=11,StockSet79Item2,0,00000004,2,
    StockSet79Item2=11,StockSet79Item3,1,00000008,2,
    StockSet79Item3=-,-,2,00001000,3,
    [StockSetStrategies]
    StockSetStrategy79=2,2,Logical Invest Universal Investment Strategy,11,10,,1
    [StockSetStrategyParameters]
    StockSetStrategy79=-3,3,134,3,-3,7,-1,7,-6,7,-1,7,0.00,0,-200.00,1,25,1,0.00,0,0.00,0,0.50,1,0,0,0,0,0,0,0,0,0.00,4,0.00,4,0,0,0,4,0,4,0.00,0,0.00,0,0.00,0

    #76145
    Korving99
    Participant

    Many thx. Willem

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