Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
Diversified Trend Trading Approach
- #2,281
- Oct 18, 2017 12:31am Oct 18, 2017 12:31am
- Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts
- #2,282
- Edited 3:20am Oct 18, 2017 1:04am | Edited 3:20am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
- #2,283
- Edited 6:05am Oct 18, 2017 1:56am | Edited 6:05am
- Joined Jan 2016 | Status: I am not a trader | 1,238 Posts
C ... hope you will accept my little effort done here for good of very few....
I compile several post of yours in one pdf file and translate it to my mother language... very basic DTT.
It took me close to 18 hours to do this job and it was nice travel into the world of trend trading .. hope it helps somebody too.
Same moment I accomplished first part of my little plan....
Best regards
BN
If any mistakes noticed, please let me know, will make corrections..
I compile several post of yours in one pdf file and translate it to my mother language... very basic DTT.
It took me close to 18 hours to do this job and it was nice travel into the world of trend trading .. hope it helps somebody too.
Same moment I accomplished first part of my little plan....
Best regards
BN
If any mistakes noticed, please let me know, will make corrections..
Inserted Video
- #2,284
- Oct 18, 2017 2:18am Oct 18, 2017 2:18am
- Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts
C ... hope you will accept my little effort done here for good of very few.... I compile several post of yours in one pdf file and translate it to my mother language... very basic DTT. It took me close to 18 hours to do this job and it was nice travel into the world of trend trading .. hope it helps somebody too. Same moment I accomplished first part of my little plan....
Pozdrowienia z okolic Cieszyna!
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
- #2,285
- Oct 18, 2017 2:20am Oct 18, 2017 2:20am
- Joined Jan 2016 | Status: I am not a trader | 1,238 Posts
- #2,287
- Oct 18, 2017 3:22am Oct 18, 2017 3:22am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
C ... hope you will accept my little effort done here for good of very few.... I compile several post of yours in one pdf file and translate it to my mother language... very basic DTT. It took me close to 18 hours to do this job and it was nice travel into the world of trend trading .. hope it helps somebody too. Same moment I accomplished first part of my little plan....
- #2,288
- Oct 18, 2017 3:37am Oct 18, 2017 3:37am
- Joined Jan 2016 | Status: I am not a trader | 1,238 Posts
CADJPY closed ....
- #2,289
- Edited 4:12am Oct 18, 2017 3:59am | Edited 4:12am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
- #2,290
- Oct 18, 2017 4:06am Oct 18, 2017 4:06am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
Some joy in an otherwise Flying Sumo Sea :-)
God bless you Tokyo :-)
The Dow is having a further growth spurt......and it just keeps getting higher and higher........can you hear those elastic bands stretching to the max. I am looking forward to the 'snap'.
PS If you are thinking ....what about longer term momentum trades on DJI......well that is being covered on D1....as I have not yet been able to close out of this linear ascent to focus on the shorter term momentum trades we are now applying with EDTT. It just keeps going up from entry way back in November 2016. Most unusual to say the least...but you just need to follow price and not worry about the stupidity of it all :-)
God bless you Tokyo :-)
The Dow is having a further growth spurt......and it just keeps getting higher and higher........can you hear those elastic bands stretching to the max. I am looking forward to the 'snap'.
PS If you are thinking ....what about longer term momentum trades on DJI......well that is being covered on D1....as I have not yet been able to close out of this linear ascent to focus on the shorter term momentum trades we are now applying with EDTT. It just keeps going up from entry way back in November 2016. Most unusual to say the least...but you just need to follow price and not worry about the stupidity of it all :-)
- #2,291
- Oct 19, 2017 1:54am Oct 19, 2017 1:54am
- Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts
Note to myself. Put orders on BOTH sides of the congestion box!
But I caught NZD USD:
It is 3:1RR already
But I caught NZD USD:
It is 3:1RR already
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
- #2,292
- Oct 19, 2017 5:30am Oct 19, 2017 5:30am
- Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
- #2,295
- Oct 20, 2017 2:17am Oct 20, 2017 2:17am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
Food for Thought
- A Giant-Sized History of Soybeans (Vol.8) – The Complete History
- Put into perspective - October 2017
- Why You Diversify
- Renaissance in global macro - it is all about global disruption and "creative destruction"
- A history of recessions around the world
- FORGET BITCOIN: There's an $8 trillion bubble in global markets waiting to pop
- Rob Arnott Interview with Michael Covel on Trend Following Radio
- The man who forever changed my thinking about the impact of finance
- Stop using Sharpe, or at least know what it is for
- Critical thinking: how to avoid negative investing events
- Forecasting: How to Map the Future
- The Fundamental Statistics Theorem Revisited
- A Price Tag on Alpha - Part II of III
- Back to basics on managed futures with AIMA - Answering the question for why this strategy should be held
- Building Mean Reversion Trading Strategies with Cesar Alvarez-Part1
- Cutting out the Noise
- Trading for a Living
- Pulling the Trigger
- One Of The Biggest Conditions That Will Lead To Success Is Simply Being Invested”
Enjoy
C
Inserted Video
- #2,296
- Oct 20, 2017 3:15am Oct 20, 2017 3:15am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
All good things come to an end. Sayōnara Nikkei. Such sweet partings :-)
- #2,297
- Oct 20, 2017 3:19am Oct 20, 2017 3:19am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
It's all equities at the moment. Not a sausage for other asset classes. :-(
Walk Forward Results - Multiplier x 4
Unrealised Open Trades
Walk Forward Results - Multiplier x 4
Unrealised Open Trades
- #2,298
- Oct 21, 2017 6:43am Oct 21, 2017 6:43am
- Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
- #2,300
- Oct 21, 2017 8:28pm Oct 21, 2017 8:28pm
- | Commercial User | Joined Apr 2013 | 4,366 Posts
Portfolio Update - EDTT - October 2017
.......continued from post 2067
Despite the lackluster result for the months of August (-1.64%) and September (-2.94%), thanks to some solid gains in the equity indices in October, the month-to-date result of 7.39% paid for these subdued prior months....and then some.
The strong result for October has removed our drawdown that commenced in Feb 2017 and we are now reaching new equity highs for the portfolio. Interestingly it was the results of both DJ30 and CAC40 that shined for the month with the majority of other instruments in the portfolio falling victim to the deafening monotony of mean reversion. The lesson to be learnt from this is that cross asset diversification is a necessary prerequisite in trading a diversified portfolio.
The table below highlights the contributors to the solid monthly result of 7.32%, namely DJ30 (5%), CAC40 (2.48%) with minor contributions from AUDUSD(0.44%) and NZDUSD (0.4%). FTSE at (-0.72%) had an ugly result for the October.
Portfolio analytics are detailed in the table below and associated graphs .
Let's hope we continue to reach for the sky.
Cheers
C
.......continued from post 2067
Despite the lackluster result for the months of August (-1.64%) and September (-2.94%), thanks to some solid gains in the equity indices in October, the month-to-date result of 7.39% paid for these subdued prior months....and then some.
The strong result for October has removed our drawdown that commenced in Feb 2017 and we are now reaching new equity highs for the portfolio. Interestingly it was the results of both DJ30 and CAC40 that shined for the month with the majority of other instruments in the portfolio falling victim to the deafening monotony of mean reversion. The lesson to be learnt from this is that cross asset diversification is a necessary prerequisite in trading a diversified portfolio.
The table below highlights the contributors to the solid monthly result of 7.32%, namely DJ30 (5%), CAC40 (2.48%) with minor contributions from AUDUSD(0.44%) and NZDUSD (0.4%). FTSE at (-0.72%) had an ugly result for the October.
Portfolio analytics are detailed in the table below and associated graphs .
Let's hope we continue to reach for the sky.
Cheers
C
Inserted Video