Forum: System: Solaris A10.2

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8/08/09 (15:45)Index 3Ugly performance
8/03/09 (15:00)Greg Woodyard1How often to signals get filled
2/19/09 (20:01)Eu New10Solaris A10.2 opened for subscription

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Subject:Solaris A10.2 opened for subscription
Posted by:Bob Svan (Admin) ( C2 Score: 977)
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When:2/17/09 (5:38) 
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- It's nice to see four of my five systems on the "Best stock systems" list.
- It's nice to see my current Collective2 rating 9.97.
- It's nice to let you know, that Solaris A10.2 is opened for subscription right now.

Good Luck to all!

Bob
  
 
Subject:Solaris A10.2 opened for subscription
Posted by:Karl A
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When:2/17/09 (17:43) 
 

In response to post by Bob Svan of 2/17/09 (5:38)

- It's nice to see four of my five systems on the "Best stock systems" list.
- It's nice to see my curren...

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Can one expect similar numbers of signal e-mails per day as for Antares?

I assume you increase the position size as the account grows (compounding), so that a starting capital of $10,000 today might not be sufficient in the future. Is that correct?

I assume you use a different portfolio of stocks for each system. Is that correct?

Do you trade this or any of your other systems yourself and if so since when and with what broker?

I would be particularly interested if you have any feed back how it works with Interactive Brokers through TradeBullet. I am also looking forward for the new Gen3 stock broker Matthew is working on.
Thanks.
  
 
Subject:Solaris A10.2 opened for subscription
Posted by:Bob Svan (Admin) ( C2 Score: 977)
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When:2/18/09 (7:13) 
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In response to post by Karl A of 2/17/09 (17:43)

Can one expect similar numbers of signal e-mails per day as for Antares?

I assume you increase the position s...

See entire

Can one expect similar numbers of signal e-mails per day as for Antares?

Yes.

I assume you increase the position size as the account grows (compounding), so that a starting capital of $10,000 today might not be sufficient in the future. Is that correct?

Every subscriber must scale a position size according to his/her account value.
The average position size is about 12.5% right now (10% - 15%), but it will go down in the future. Some information (for a previous version of systems) can be found here: www.trade-and-win.com/WhatYouCanExpect/PositionSizing
I probably will ask subscribers to send me anonymously approximate trading capital to calculate right position sizes.
But we have plenty of time for this.

I assume you use a different portfolio of stocks for each system. Is that correct?

A base selection of stocks is described on www.trade-and-win.com. The selection is performed from a set of 9000 symbols.
Selected symbols are mostly used for all systems, but every system has its own limit price.

Example: Limit prices of buy SIGNALS for symbol APA for today:
Antares: $60.23
Bellatrix: $59.70
Regulus: $59.48
Solaris: $58.39
Solaris A10.2: $59.26

If APA will open at or below $58.39 today, then the entry price of this TRADE will be the same in all systems of course.
If this position will be opened and If APA will open tomorrow at or above $61.93, than this TRADE will be the same in all systems.
(And one of two most active members on Collective2 will write on chat: "Trading identical signals in four systems is the way to game the Collective2 score".
But he is wrong. SIGNALS are not identical, but TRADES can be identical.)

Do you trade this or any of your other systems yourself and if so since when and with what broker?

No. I have a bad sleep, if I do not have my money in cash overnight.

I would be particularly interested if you have any feed back how it works with Interactive Brokers through TradeBullet.
I am also looking forward for the new Gen3 stock broker Matthew is working on.


No subscribers - no feed back :-)
  
 
 

In response to post by Bob Svan of 2/18/09 (7:13)

Can one expect similar numbers of signal e-mails per day as for Antares?

Yes.

I assume y...

See entire

Bob -

I commend you on admitting you do not trade your systems with your own money. While most subscribers like to hear that the developer trades the system himself, I think your honesty and openness make up for that.

I wish you good luck with your systems.

Kevin
  
 
Subject:Solaris A10.2 opened for subscription
Posted by:Karl A
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When:2/18/09 (15:01) 
 

In response to post by Bob Svan of 2/18/09 (7:13)

Can one expect similar numbers of signal e-mails per day as for Antares?

Yes.

I assume y...

See entire

I am impressed both with the performance of your systems and your willingness to disclose everything openly - I wish every vendor would be as forthcoming.

I am still evaluating your systems and also see who it would correlate with my other subscriptions. Who knows, I might be the first subscriber.
Thanks
  
 
Subject:Solaris A10.2 opened for subscription
Posted by:Bob Svan (Admin) ( C2 Score: 977)
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When:2/18/09 (15:04) 
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In response to post by Karl A of 2/18/09 (15:01)

I am impressed both with the performance of your systems and your willingness to disclose everything openly - I wish eve...

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Thanks.
You can be the fifth at best right now :-)

  
 
Subject:Solaris A10.2 opened for subscription
Posted by:Index ( C2 Score: 991)
 
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When:2/18/09 (16:18) 
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In response to post by Bob Svan of 2/17/09 (5:38)

- It's nice to see four of my five systems on the "Best stock systems" list.
- It's nice to see my curren...

See entire

It would be nice to see higher APDs (they all seem to be like 0.09 to 0.15). Perhaps researching different stops and/or profit targets would yield higher values.
  
 
Subject:Solaris A10.2 opened for subscription
Posted by:John Skillern ( C2 Score: 972)
 
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When:2/19/09 (7:02) 
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In response to post by Bob Svan of 2/18/09 (7:13)

Can one expect similar numbers of signal e-mails per day as for Antares?

Yes.

I assume y...

See entire

Bob--if you don't trade your own systems do you verify fills? for instance--Solaris recently had a string of substantial takes (02.13.09) at fills my data provider didn't seem to get. I'm not questioning the efficacy of the system--just want to know how extensively it's been tested in real life with your trading baskets. Otherwise, looks very sound.
  
 
Subject:Solaris A10.2 opened for subscription
Posted by:Bob Svan (Admin) ( C2 Score: 977)
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When:2/19/09 (12:09) 
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In response to post by John Skillern of 2/19/09 (7:02)

Bob--if you don't trade your own systems do you verify fills? for instance--Solaris recently had a string of substantial...

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John, I can not answer your question about real life fills.
Your question is valid, but this is an area, where I (we) must wait for experience of subscribers. We all know that real life is different from Collective2. It can not be the same, slippage and bad fills are from this world. But I think we have no better tool for simulation.

When I decided to provide a trading system on Collective2 more than a year ago, I purchased a test system and I examined every trade in detail for two months. There were some differences but not significant and I adopted a resolution that Collective2 works. I do not examine trades in details too much from that time. I am satisfied, when I see trades performed on Collective2 in my backtest program next day and differences are minimal.

System Solaris (starting capital $100,000) is not for sale. I mean this system as advertisement.

A difference between Solaris(100k) and Solaris A10.2 is that for Solaris(100k) I keep send all BTO trading signals (hundreds+) to Collective2 before market open. So this system is prepared for every price movement (especially at market open time) and everything is under Collective2 control. So please address your question to Matthew Klein.

I am using end-of-day data from http://www.eoddata.com. I checked trades you mention right now and they are possible according http://www.eoddata.com end-of-day data.

Orders for Solaris A10.2 are watched on my side. My software monitors price movements during trading hours and sends orders in the real-time and I hope that you do not see some problematic signals there.

Another difference is that Solaris(100k) is more aggressive and I do daytrading in it, if profit of some position is substantial. I do not do daytrades in Solaris A10.2 from its opening and you can see the difference between both systems.

I must say that I do not like big winners as much as big losers in my systems. But I need something to attract attention of Collective2 community. This is the purpose of more aggressive Solaris system. Advertisement. But this system will be never open for subscribers.

Bob
  
 
Subject:Solaris A10.2 opened for subscription
Posted by:Eu New ( C2 Score: 974)
 
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When:2/19/09 (20:01) 
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In response to post by Bob Svan of 2/19/09 (12:09)

John, I can not answer your question about real life fills.
Your question is valid, but this is an area, where I (...

See entire

If I may add few words.

0.5-0.7% difference in monthly return between back/forward testing and real life fills(includes no-fills as well) is in normal range for the kind of systems (limit orders/EOD) from my experience. Over 1% you have to consider your broker or stocks that a system trades.

Eu
  
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