Systematic Trend Trading

This is a journal of a simple trend trading strategy that combines simple market truths: Trend, momentum, asymmetrical risk reward, long time horizon and accurate expectations.

It is just a journal so there will be no debates on other trading philosophies, optimisation or personal opinions. Please p.m me if you wish to discuss any of these. Thank's.

It is worthwhile reading this post first to understand the theory behind this approach:

https://www.richmondquant.com/news/2...bsp-small-edge

Simple trend trading 2018-2019
452 trades, +119.5R
Total return 59.75%

Simple trend trading 2019-2020

chapter 2 begins on page 51

Trade 1 UJ long

trailing stop

System development:

1. Market truth
2. Mathematical edge
3. Systematic plan
4. Expectation Data

trade 1 stopped at b.e

2. UJ short

Trade 2 stopped out

Trade 3 UJ long

Missed great entry at London open and paid the price, have to accept it and move on - systematic

trade 3 stopped out

trade 4 UJ long

Trade 4 stopped

May I ask You what do they represent those two Blu horizontal lines and why there is a MA? Thanks.

They represent my sleep time, the MA defines the trend.

I understand You cannot tell us what time You go to sleep and what time You start trading Thank You

Trade 5 UJ long

Trade 5 stopped out

Expectations:

Trade 6