Limiting the number of trades per week

Using some code Shutty found on Yahoo I was able to see the impact of limiting the maximum number of trades per week. I added the code in did an optimise and exported the results to Excel to get the graph above.

For a longer term system, like the one used for this test, it is possible to limit the number of buys to one per week and still get reasonable results.

With a shorter term system limiting the number of trades per week would have a bigger impact since the system needs to trade more - see the results for a 4 week system below.

1st Quarter 2007 results

I made 3 sells and no buys (I had to pay some tax) I have some cash to make some buys in the next week.

69% gain on HGI

HGI trade closed for a 69% gain. This one lasted 35 weeks. The system used for this trade has turned off for the moment.

SFH trade exit

This one was in my super fund. I exited last week for a 60% profit. The system could do with a little work since I think I found a minor bug in the position sizing approach whilst using Amibroker's Bar Replay feature.

I have 2 portfolios. I trade using a company and I also trade a SMSF with 4 members. In my company I have only made one transaction, the MBP sell below, this year. The super fund has been a little more active lately. I only report on my investment company performance on this blog.

I noticed the media beat-up on the recent "market crash". I have been a little busy lately. Since I have a weekly system don't even need to watch the markets mid week. I find that the best thing to do is not to watch the market more than I need to and ignore the media reports.

Stevo