Hi... My second post. Have been browsing this forum for two years, and really think the quality is awesome...
Iīve spent hour, after hour developing different systems...
Where I stand today are 4 systems... Currently looking to add another one.
However, my question is regarding trend following systems, trying to capture medium-term movements. How many of you use some sort of filter? With filter I mean something that reduces the number of sig-saws, but donīt give up too much potential return... I currently use a volatility filter centered around my defined trend, which means that not only do I need a change of my trend, but also it needs to push through my volatilityfilter... The one I currently use spends around 85 % time in the market. There are no optmization behind this, only what I prefer to use. Does anyone of you use something similiar? Or maybe some other filter...?
I also developed some trendtrading using an overlay of seasonality, the back testing gives good results, but I canīt trade it since I have some mental issues believing in seasonality in the long run...
Iīve spent hour, after hour developing different systems...
Where I stand today are 4 systems... Currently looking to add another one.
However, my question is regarding trend following systems, trying to capture medium-term movements. How many of you use some sort of filter? With filter I mean something that reduces the number of sig-saws, but donīt give up too much potential return... I currently use a volatility filter centered around my defined trend, which means that not only do I need a change of my trend, but also it needs to push through my volatilityfilter... The one I currently use spends around 85 % time in the market. There are no optmization behind this, only what I prefer to use. Does anyone of you use something similiar? Or maybe some other filter...?
I also developed some trendtrading using an overlay of seasonality, the back testing gives good results, but I canīt trade it since I have some mental issues believing in seasonality in the long run...