I trade longer term mechanical trading systems exclusively on the ASX. I rarely look at daily charts and the systems are built using weekly timeframes. The information in this site is based on actual trades in real portfolios. I don't trade using margin or any sort of leverage. I mainly use Amibroker for system testing and trade monitoring. I am not selling anything. This is just a journal to record where I have been and, just maybe, where I am going.
Saturday, November 11, 2006
Trade Equity
I love the power of Pivot Tables in Excel. They allow me to extract all sorts of info out of StockMaster (the software I use to manage my portfolio). I often use more than one order to buy the number of stocks I need for a postion. By using Excel I can amalgamate the multiple orders using Pivot Tables to get the graph up to the end of October 2006. I have made 129 trades in this portfolio since Jan 2003. The last stocks on the graph are open positions and the R squared value is shown just because I can.
Obviously there are peaks, troughs and the odd flat period on the chart, but overall the direction, in a bull market, is in the right direction. As always I can only take what the market gives - and so far it is in a very giving mood.
The Aussie stock market is booming. Resource stocks are leading the way yet again and it looks like being a good year again. I have also just put another $800,000 trading capital into this portfolio.
Stevo
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