Week 49 +10R
Results: 426 trades, +138.5R
Results: 426 trades, +138.5R
tradewith60
3
Trade another day through Systematic Trading 203 replies
Systematic trading 1,566 replies
Nonparametric Association Measures in Systematic Trading 57 replies
A Systematic Approach to Markets 68 replies
Systematic Trading vs. Discretionary Trading 14 replies
DislikedWhy use a Trend Filter? Filters have good points and bad points but in the context of fishing for outliers they act as a trade frequency brake pedal. Outliers exist in the unpredictable zone that lies outside the everyday market churn. They can never be predicted in advance. The non linear relationship that exists in an anomaly (it's sheer size when compared to prior normal range movements) is due to the fact that the market is transitioning and the impact is so severe on predictive modelers that they suddenly all act in a very coordinated way by...Ignored
Disliked{quote} Thanks 60, C and others.. I see your chart and some similarities per system nature with mine. I wonder.. If one has several systems on several markets in the portfolio, meaning there is actually always a position open.. Perpetual fishing ... What is a general balance vs equity position. While fishing occurs i see balance is most of the time in the downgrade motion while equity line is mostly higher then balance. Thou, when market trail orders on open position are executed in big fashion(as per market correlation-depending) we do get...Ignored
Disliked{quote} J...For my current portfolios I tend to use multiple systems per market.....Ignored
Disliked{quote} hi C, one more aspect you might want to consider; is to avoid targetting the same timeframe (or same position duration) as the big insto guys. The big insto; cannot scale in and out easily as retail crowd. They wish they can target such short term trends; but can't due to market impact. this is a niche market for retail traders. short to medium term where big boys can't play. William Eckhardt talks about this in some of his interviews in FuturesMag. He mentioned that trend following still work; but you need to be quick in getting out.Ignored
Disliked{quote} Cheers A. Great tip :-) I think I may have found the Futures Mag interview with Bill that you were talking about. Just read it now. It certainly makes my head nod off its shoulders. https://www.turtletrader.com/trader-eckhardt/Ignored
Disliked{quote} that's exactly the interview. notice how close you are to Bill Eckhardts; both of you are doing trend following and launching 100s of systems I have read that interview more than 10 times in the past. Every time I read it; I learn something new.Ignored
Disliked{quote} Yep A. On reading it, there are more than a few coincidences there. We could step through it paragraph by paragraph and tick the boxes. I really like his perspective on over/under fitting versus curve fitting and slight disregard for traditional InSample (IIS) and OutofSample (OOS) tests...for there are better ways to more efficiently data mine samples. I fully concur with him that "Tail risk changes everything we do". Interesting however that he sees tail risk as a hindrance rather than a help and rather a factor that "turns up the volume"....Ignored
Disliked{quote} I was hoping he would explain more about his thoughts on tail risk, maybe because they can't exit positions quickly? not sure... can't say I understand their style of trading fullyIgnored
DislikedAny view on this general statement?
I want to limit trades but havent really find a way to do it as i am riding 2 strategies with each agressive and normal entry parameters which all have strong R/per trade. Test results. Original version trail and entry has +1421R and if we trade original signal day after, we still get +1427. (If I move trade even one more day later, i get a diminishing influance of only +1076R in sum) ..so, relatively stable concerning 48 h difference? If we increase one trailing step (get more space) initial entry gets +1555R...Ignored
Disliked{quote} All good mate. Some great results there. I like your incremental testing process. :-) You are obviously currently configured at an optimised level for the last year's conditions.......however I would recommend that you should test your current configuration over a broad range of market conditions. The semi automatic nature of your process will make this a tough task.....but I reckon it really is in your interest to do so. Why not go for a longer road test using Soft4fx. It is...Ignored
Disliked{quote} thank you C, I hear you yes, learning a lot lately on this field. Your links helped a lot. Ill try the link, thank you for that and see what I can process there!! thanks!Ignored