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Diversified Trend Trading Approach

  • #2,881
  • Feb 3, 2018 2:28pm Feb 3, 2018 2:28pm
Where do you see yourself in 30 years, C?

Martin Lueck from Aspect Capital says it like this:

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Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #2,882
  • Feb 3, 2018 2:37pm Feb 3, 2018 2:37pm
Quoting Ramadas
This is how reinstating orders by dealing desk looks like. There was an error spike on Gilts and after my intervention they brought back my orders. Broker: LCG {image}
its not an error
WaBaS Where are Buyers and Sellers
  • #2,883
  • Feb 3, 2018 2:54pm Feb 3, 2018 2:54pm
Similar to SDC

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Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #2,884
  • Feb 3, 2018 6:14pm Feb 3, 2018 6:14pm
Quoting Ramadas
With January being my weakest month since July 17 I think I am very uncorrelated with long-term CTAs: {image} {image} http://hedgenordic.com/2018/01/ctas-...n-three-years/
I will be interested to see how the live walk forward EDTT test stacks up for January. I will have the data shortly. Might be a good time to do some navel gazing. Let's see how the test using a fixed universe from Dukascopy fares. :-) C
  • #2,885
  • Feb 3, 2018 6:17pm Feb 3, 2018 6:17pm
Quoting Ramadas
Similar to SDC {image} {image}
Thanks for this R. Marty has a lot going on in his trade management decisions. On reading the detail....I think these considerations of volatility, position sizing etc are already being effectively managed by the SDC. As mentioned previously the EDTT is a very efficient trade manager....and I think this is where the secret sauce lies....as Marty suggests as well.
  • #2,886
  • Feb 5, 2018 4:39pm Feb 5, 2018 4:39pm
Is this what Jerry Parker warned about?

Snowball volatility crowded trades?

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Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #2,887
  • Feb 10, 2018 11:28am Feb 10, 2018 11:28am
Hey C, are you still around ?

I have a question for you , I'm desperate, I don't trust brokers very much, my next (and last) deposit would be "only" 5k euro... even though I use practically no leverage the risk per trade is relatively high, due to the small capital I have to double the risk. now backtest shows >50% drawdowns!!


so the question is: what would you do ?
1) don't even try!
2) risk 100% of the capital and have faith.
3) withdraw the money left in case you're not profitable at the end of the year.
4) ???

p.s. no problem if you don't want to answer or if you want to ban me for the OT.
  • #2,888
  • Edited Feb 11, 2018 8:59am Feb 10, 2018 7:38pm | Edited Feb 11, 2018 8:59am
Quoting HeyYou
Hey C, are you still around ? I have a question for you , I'm desperate, I don't trust brokers very much, my next (and last) deposit would be "only" 5k euro... even though I use practically no leverage the risk per trade is relatively high, due to the small capital I have to double the risk. now backtest shows >50% drawdowns!! so the question is: what would you do ? 1) don't even try! 2) risk 100% of the capital and have faith. 3) withdraw the money left in case you're not profitable at the end of the year. 4)...
Hi H

I have gone into forced sabbatical at the moment as my focus needs to be elsewhere mate.....but in relation to your query....and if it was me.......I would keep your dough safe and get back into research and testing mate. For the likes of you and me...we are probably trading addicts mate....so that means that despite our intent of our 'last bet'....we would inevitably find reasons for doing it again when we have pocketed some spare cash as we love this game.

When a situation like this arises it inspires me to get back to the demo environment and start cooking up new plans for how to have a crack at this market. Save your money for that day when your testing confidently inspires you to have another crack and pretend that the $5K is your life savings. If you manage to achieve a consistent 20% per annum in your testing over the long term with a reasonable max drawdown...then you just know you have a greater chance of survival than an all or nothing bet.

Cheers mate. :-)

Catch all you guys later.
  • #2,889
  • Feb 11, 2018 1:08am Feb 11, 2018 1:08am
Quoting Copernicus
{quote} Hi H I have gone into forced sabbatical at the moment as my focus needs to be elsewhere mate.....but in relation to your query....and if it was me.......I would keep your dough safe and get back into research and testing mate. For the likes of you and me...we are probably trading addicts mate....so that means that despite our intent of our 'last bet'....we would inevitably finds reasons for doing it again when we have pocketed some spare cash as we love this game. When a situation like this arises it inspires me to get back to the demo environment...
Probably the best choice

hey I'm still young and I have a job, however yes it would be like a "all or nothing" bet, nothing else.
  • #2,890
  • Feb 11, 2018 8:29am Feb 11, 2018 8:29am
hmmmm you know what

I'm still a heretic, greedy youngster!

I said "what if I deposit 2.5-3k and I risk 4 times more".... the return is the same for the first year... 80% drawdowns, pfft.

still not too greedy to remove the sl and other improvisations.

may the lord of statistics be with me.
  • #2,891
  • Feb 15, 2018 6:47am Feb 15, 2018 6:47am
Oopsies!

Pepperstone shows Ripple went to 0

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Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #2,892
  • Edited 10:13pm Feb 19, 2018 2:54am | Edited 10:13pm
Quoting Copernicus
A nice weekend to invest in Critical Thinking to exercise that grey matter. Something that we are not prone to do :-) Enjoy C https://www.youtube.com/watch?v=oYp5XuGYqqY https://www.youtube.com/watch?v=r-jI0zzYgIE ....and a visual demonstration to understand the implicate and explicate order of Bohm's https://www.youtube.com/watch?v=p08_KlTKP50 .....and some inspirational what if's from my favourite philosopher. https://www.youtube.com/watch?v=mMRrCYPxD0I https://www.youtube.com/watch?v=wU0PYcCsL6o
David Bohm had some very interesting ideas. He was a theoretical physicist with views that leaned toward Eastern philosophy. He was also deeply interested in human thought and perception. Thanks for the intro to him.

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http://dbohm.com/

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  • #2,893
  • Feb 19, 2018 1:45pm Feb 19, 2018 1:45pm
Quoting Copernicus
The Big Picture - A Participatory Universe {image} (Illustration in memory of the late great John WheelerRIP) (A recap from the physicist Richard Feynman) "In the beginning of the history of experimental observation, we simply recorded our experience with a system to propose reasonable explanations for the way in which things operated in that system, however...https://www.youtube.com/watch?v=2mIk3wBJDgE
Richard Feynman is another physicist you posted about last year. I was somewhat familiar with him already. He’s one of the more articulate scientists I’ve listen to, and he explains things in a way that resonates with me.

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https://www.britannica.com/biography/Richard-Feynman

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  • #2,894
  • Feb 19, 2018 5:15pm Feb 19, 2018 5:15pm
Quoting Pips_Cruiser
{quote} Richard Feynman is another physicist you posted about last year. I was somewhat familiar with him already. He’s one of the more articulate scientists I’ve listen to, and he explains things in a way that resonates with me. {image} {image} https://www.britannica.com/biography/Richard-Feynman https://www.youtube.com/watch?v=VxmmcwvkZeM
Thanks for this Pip. Feynman was an inspiration to so many budding science enthusiasts. A rare gift of a man who was an astute observer of nature and a brilliant educator.
  • #2,895
  • Feb 19, 2018 11:20pm Feb 19, 2018 11:20pm
Hey C,

hope you have time to drink red wine with that wife of yours.
Time series eh? lets burn that clock
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  • #2,896
  • Feb 20, 2018 12:37am Feb 20, 2018 12:37am
Quoting 21vs7
Hey C, hope you have time to drink red wine with that wife of yours. Time series eh? lets burn that clock https://www.youtube.com/watch?v=uEwGrBnGSkk
There's always time for that J. I hope all is well :-)

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  • #2,897
  • Edited 9:14am Feb 21, 2018 6:13am | Edited 9:14am
These pesky reversals....after I changed look-back period to 1.5 month for breakout I am more in line with CTAs....

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https://www.hedgeweek.com/2018/02/20...e-fund-returns
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #2,898
  • Feb 22, 2018 4:31am Feb 22, 2018 4:31am
There are only two groups of strategies: convergent and divergent.

Not educated XIV traders should read books....

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Short volatility strategies will occasionally blow up as told in below book:

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from

https://books.google.pl/books?id=3cB...rading&f=false
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #2,899
  • Feb 22, 2018 6:22am Feb 22, 2018 6:22am
Discretionary predicting can kick your a** and career....

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from

https://www.bloomberg.com/news/artic...l-after-losses
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #2,900
  • Feb 28, 2018 10:04pm Feb 28, 2018 10:04pm
It's still summer in the antipodes.

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