umm ... I have 2 x Ubuntu 22.04 computers, one without keyboard and screen, and connect from one to the other using Remmina. Sure, I had that initial problem (of screen sharing from memory), but everything else just works. I'm not a Ubuntu expert, but DM if necessary. KH
With the active help from @KevinBB was I able to get it working. It involved installing and configuring the xrdp software. It is not working to the standard how it used to be, but at least the very basic functionality is there. Thank you Kevin for your time and patience!
I noticed in https://qoppac.blogspot.com/2022/04/trading-and-investing-performance-year.html, you wrote that "Total slippage was a rather hefty 2.4%, which meant I paid around 3% in total costs. This is more than I normally pay (my backtest says 1%), but I have made quite a few changes to my models this year... My slippage would have been higher but I earned about 0.5% using my simple execution algo which reduced it." Does this mean your slippage is back to your "normal" 50% rather than the 83% implied above (2.4% / (2.4% + 0.5%))?
In Ubuntu 22.04 has VNC been downgraded to "legacy" status. The preferred method now is RDP, as that makes it compatible to Microsoft's Windows environment. You can still enable VNC in the remote server but you'll run in the same changing password conundrum. Meanwhile I read a lot of things online about this problem. But nobody is suggesting to switch to another distribution. Which makes me wonder whether other distributions have the same problem (I haven't verified this though). I get the impression that the Ubuntu community has recognized that there is a problem. But there doesn't seem to be a solution for it yet, and I don't know ow much longer this is going to take.
Can you still ssh into the machine (via command line) to set the password to whatever you need for the remote desktop? Machine reboots shouldn't be too frequent, and my typical uptime is months at a time.
I'm not sure. I did read some hacky method somewhere. It involved deleting the entire keyring, including all stored passwords, via ssh on the remote server and then reboot. This would somehow influence the password which is generated for authentication of a remote desktop session. However, whether this works or not I can't confirm.
I just did a report from 1st April (since I haven't made any serious changes) https://photos.app.goo.gl/RzTuwxLh5n873YVPA Code: ******************************************************************************** Trades report report produced on 13/09/2022 08:57 from 01/04/2022 00:00 to 13/09/2022 08:57 ******************************************************************************** delay_cash Sum delay_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BRE -21.358850 CRUDE_W_mini 64.076550 DJSTX-SMALL -47.608556 EU-BASIC -71.412835 EU-OIL 73.576860 IRON 12.815310 KR10 9.289177 MXP 2.135885 SILVER -18.368611 TOPIX -0.600178 V2X 58.428683 dynamic_TF_carry AUD 108.930135 BITCOIN -364.595570 BRE -8.543540 BUND 528.022170 CORN 1569.875478 CRUDE_W_mini 3006.258143 DAX -2.596830 DJSTX-SMALL 23.804278 DOW 17.514257 EU-BASIC 705.472244 EU-OIL -38.952455 EUR 1516.478353 EUROSTX -510.709968 FTSETAIWAN 111.066020 GAS_US_mini -3481.492556 GBP 400.478438 GBPEUR -1006.250000 GOLD_micro -164.035968 IRON -66.212435 JPY 576.688951 KOSDAQ 283.629552 KR10 120.759307 LEANHOG -264.849740 LIVECOW -410.089921 MSCISING -33.684812 MUMMY 57.016951 MXP -207.180845 NASDAQ_micro 831.713621 NIKKEI -201.059776 NIKKEI400 -151.545055 RUSSELL 41.649758 SILVER 17.087080 SOYBEAN 5.339713 SOYOIL -1391.742669 SP500_micro 1146.970247 TOPIX -15.004461 US10U 1468.420940 US20 -574.019095 V2X 75.740885 WHEAT -2803.349068 YENEUR -1200.356869 delay_cash Total Sum delay_cash strategy_name _ROLL_PSEUDO_STRATEGY 60.973435 dynamic_TF_carry -283.355111 bid_ask_cash Sum bid_ask_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BRE -4.271770 CRUDE_W_mini -32.038275 DJSTX-SMALL -4.328051 EU-BASIC -2.164025 EU-OIL -4.328051 IRON -8.543540 KR10 -9.289177 MXP -2.135885 SILVER -0.427177 TOPIX -5.101517 V2X -10.820126 dynamic_TF_carry AUD -2.135885 BITCOIN -14.737607 BRE -8.543540 BUND -17.312202 CORN -21.358850 CRUDE_W_mini -96.114825 DAX -77.039300 DJSTX-SMALL -201.254352 DOW -5.126124 EU-BASIC -670.847840 EU-OIL -428.477007 EUR -21.358850 EUROSTX -8.656101 FTSETAIWAN -8.543540 GAS_US_mini -96.114825 GBP -16.019138 GBPEUR -31.250000 GOLD_micro -20.077319 IRON -177.278455 JPY -10.679425 KOSDAQ -8.669899 KR10 -9.289177 LEANHOG -17.087080 LIVECOW -8.543540 MSCISING -3.062256 MUMMY -21.006245 MXP -14.951195 NASDAQ_micro -1.708708 NIKKEI -6.001784 NIKKEI400 -16.504907 RUSSELL -6.621244 SILVER -42.717700 SOYBEAN -5.339713 SOYOIL -99.959418 SP500_micro -5.339713 TOPIX -13.504015 US10U -13.349281 US20 -13.349281 V2X -23.804278 WHEAT -368.440163 YENEUR -22.506691 bid_ask_cash Total Sum bid_ask_cash strategy_name _ROLL_PSEUDO_STRATEGY -83.447594 dynamic_TF_carry -2654.681474 execution_cash Sum execution_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BRE 2.593619e-13 CRUDE_W_mini -6.165403e-12 DJSTX-SMALL -4.901203e-13 EU-BASIC -0.000000e+00 EU-OIL 2.959942e-12 IRON -2.442448e-13 KR10 0.000000e+00 MXP 2.130473e-12 SILVER 7.054643e-13 TOPIX 0.000000e+00 V2X -1.837951e-13 dynamic_TF_carry AUD -4.271770e+00 BITCOIN 7.689186e+00 BRE 0.000000e+00 BUND 1.731220e+01 CORN 1.067943e+01 CRUDE_W_mini -4.271770e+01 DAX 5.193661e+00 DJSTX-SMALL 2.596830e+01 DOW -9.825071e+00 EU-BASIC 5.713027e+02 EU-OIL -1.731220e+01 EUR 2.135885e+01 EUROSTX 0.000000e+00 FTSETAIWAN -1.708708e+01 GAS_US_mini -3.203828e+01 GBP 2.135885e+01 GBPEUR 1.250000e+01 GOLD_micro -5.126124e+00 IRON 0.000000e+00 JPY -9.261925e-12 KOSDAQ -4.334949e+00 KR10 -1.238557e+01 LEANHOG 0.000000e+00 LIVECOW 0.000000e+00 MSCISING -3.062256e+00 MUMMY 0.000000e+00 MXP -4.271770e+00 NASDAQ_micro 1.623273e+01 NIKKEI 0.000000e+00 NIKKEI400 -6.001784e+00 RUSSELL 1.281531e+00 SILVER -2.563062e+01 SOYBEAN 1.067943e+01 SOYOIL 5.638736e+01 SP500_micro -1.174737e+01 TOPIX 4.501338e+00 US10U 0.000000e+00 US20 -0.000000e+00 V2X -3.073097e-13 WHEAT 2.135885e+01 YENEUR 7.502230e+00 execution_cash Total Sum execution_cash strategy_name _ROLL_PSEUDO_STRATEGY -1.028322e-12 dynamic_TF_carry 6.154941e+02 versus_limit_cash Sum versus_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BRE 0.000000e+00 CRUDE_W_mini 0.000000e+00 DJSTX-SMALL -8.656101e+00 EU-BASIC -4.328051e+00 EU-OIL -8.656101e+00 IRON 0.000000e+00 KR10 0.000000e+00 MXP 0.000000e+00 SILVER 0.000000e+00 TOPIX 0.000000e+00 V2X -2.164025e+01 dynamic_TF_carry AUD 0.000000e+00 BITCOIN 0.000000e+00 BRE 0.000000e+00 BUND 0.000000e+00 CORN 0.000000e+00 CRUDE_W_mini -5.339713e+01 DAX -5.713027e+01 DJSTX-SMALL 0.000000e+00 DOW -1.836861e+01 EU-BASIC 0.000000e+00 EU-OIL -3.029635e+01 EUR 0.000000e+00 EUROSTX -1.731220e+01 FTSETAIWAN 0.000000e+00 GAS_US_mini 0.000000e+00 GBP 0.000000e+00 GBPEUR -1.387779e-11 GOLD_micro -6.834832e+00 IRON 0.000000e+00 JPY 0.000000e+00 KOSDAQ 0.000000e+00 KR10 0.000000e+00 LEANHOG 0.000000e+00 LIVECOW 0.000000e+00 MSCISING 0.000000e+00 MUMMY 0.000000e+00 MXP 0.000000e+00 NASDAQ_micro 0.000000e+00 NIKKEI 0.000000e+00 NIKKEI400 0.000000e+00 RUSSELL -2.990239e+00 SILVER 0.000000e+00 SOYBEAN 0.000000e+00 SOYOIL 0.000000e+00 SP500_micro 0.000000e+00 TOPIX 0.000000e+00 US10U 0.000000e+00 US20 0.000000e+00 V2X -4.328051e+00 WHEAT 0.000000e+00 YENEUR 0.000000e+00 versus_limit_cash Total Sum versus_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY -43.280506 dynamic_TF_carry -190.657682 versus_parent_limit_cash Sum versus_parent_limit_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BRE 0 CRUDE_W_mini 0 DJSTX-SMALL 0 EU-BASIC 0 EU-OIL 0 IRON 0 KR10 0 MXP 0 SILVER 0 TOPIX 0 V2X 0 dynamic_TF_carry AUD 0 BITCOIN 0 BRE 0 BUND 0 CORN 0 CRUDE_W_mini 0 DAX 0 DJSTX-SMALL 0 DOW 0 EU-BASIC 0 EU-OIL 0 EUR 0 EUROSTX 0 FTSETAIWAN 0 GAS_US_mini 0 GBP 0 GBPEUR 0 GOLD_micro 0 IRON 0 JPY 0 KOSDAQ 0 KR10 0 LEANHOG 0 LIVECOW 0 MSCISING 0 MUMMY 0 MXP 0 NASDAQ_micro 0 NIKKEI 0 NIKKEI400 0 RUSSELL 0 SILVER 0 SOYBEAN 0 SOYOIL 0 SP500_micro 0 TOPIX 0 US10U 0 US20 0 V2X 0 WHEAT 0 YENEUR 0 versus_parent_limit_cash Total Sum versus_parent_limit_cash strategy_name _ROLL_PSEUDO_STRATEGY 0 dynamic_TF_carry 0 total_trading_cash Sum total_trading_cash strategy_name instrument_code _ROLL_PSEUDO_STRATEGY BRE -4.271770e+00 CRUDE_W_mini -3.203828e+01 DJSTX-SMALL -4.328051e+00 EU-BASIC -2.164025e+00 EU-OIL -4.328051e+00 IRON -8.543540e+00 KR10 0.000000e+00 MXP -2.135885e+00 SILVER -4.271770e-01 TOPIX 0.000000e+00 V2X -1.082013e+01 dynamic_TF_carry AUD -6.407655e+00 BITCOIN -7.048421e+00 BRE -8.543540e+00 BUND 2.460165e-11 CORN -1.067943e+01 CRUDE_W_mini -1.388325e+02 DAX -7.184564e+01 DJSTX-SMALL -1.752860e+02 DOW -1.495120e+01 EU-BASIC -9.954516e+01 EU-OIL -4.457892e+02 EUR -2.371348e-11 EUROSTX -8.656101e+00 FTSETAIWAN -2.563062e+01 GAS_US_mini -1.281531e+02 GBP 5.339713e+00 GBPEUR -1.875000e+01 GOLD_micro -2.520344e+01 IRON -1.772785e+02 JPY -1.067943e+01 KOSDAQ -1.300485e+01 KR10 -2.167475e+01 LEANHOG -1.708708e+01 LIVECOW -8.543540e+00 MSCISING -6.124511e+00 MUMMY -2.100625e+01 MXP -1.922297e+01 NASDAQ_micro 1.452402e+01 NIKKEI -6.001784e+00 NIKKEI400 -2.250669e+01 RUSSELL -5.339713e+00 SILVER -6.834832e+01 SOYBEAN 5.339713e+00 SOYOIL -4.357205e+01 SP500_micro -1.708708e+01 TOPIX -9.002677e+00 US10U -1.334928e+01 US20 -1.334928e+01 V2X -2.380428e+01 WHEAT -3.470813e+02 YENEUR -1.500446e+01 total_trading_cash Total Sum total_trading_cash strategy_name _ROLL_PSEUDO_STRATEGY -69.056900 dynamic_TF_carry -2039.187394 So in ~5.5 months my execution algo 'earned' £600 versus I would have paid £2700 in bid-ask spread costs for a net cost of £2100; so it's reducing my slippage to more like 78% of what you'd expect. I also paid £350 in commissions. Those results are however heavily affected by a few trades on which the slippage was quite large as the plot makes clear. It certainly doesn't look like the algo is adding much value, but I don't think it's losing any money eithier. While I'm here, a useful sense check is to annualise the above figures and divide by maximum capital to get a percentage (400k). I get 1.1% in annual slippage (net of execution algo) plus 0.2% in commissions for a net of 1.3%. That's much lower than the 3% from last year, and only a tad above the 1% in my backtest. Rob
There's been discussion about trying to interpret the output of the dynamic optimisation. I've done a quick and dirty graphical report that for me at least helps with the intuition: https://github.com/robcarver17/reports/blob/master/Dynamic_Optimisation_Graphical.pdf Rob