Diversified Trend Trading Approach | Page 162 | Forex Factory

Options

Go to
Permalinks
Print Thread

Similar Threads

Is Grid Trading (combined trend following and counter trend) Profitable? 3 replies

Making a good diversified portfolio 10 replies

Diversified EA Money Management Code 10 replies

HAMA PAD - A Simple Trading Approach 7 replies

Trading a (semi) automatic approach...but want more 11 replies

Attachments: Diversified Trend Trading Approach
Exit Attachments

Diversified Trend Trading Approach

  • #3,221
  • Edited 10:33am Apr 19, 2018 10:18am | Edited 10:33am
Quoting Ramadas
Ha! Same market, 2 brokers, but different Donchian 2000 channels. One is breaking out and second not. UK100 index. Anybody will guess where is the problem? I know the answer... {image} {image}
Slight difference in price feed where it is highlighted (including a large gap in the top chart)....but otherwise.....you got me....why does the top charts Donchian 2000 deteriorate faster than the lower? Are you using the same indicator in both? Is it to do with different broker timings and the impact of weekends?



Attached Image (click to enlarge)
Click to Enlarge Name: Capture.JPG Size: 52 KB
  • #3,222
  • Apr 19, 2018 5:46pm Apr 19, 2018 5:46pm
One is cash and operating 8 hours a day and other is futures and operating 24 hrs a day.
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #3,223
  • Apr 19, 2018 8:00pm Apr 19, 2018 8:00pm
Quoting Ramadas
One is cash and operating 8 hours a day and other is futures and operating 24 hrs a day.
Cheers R. That makes sense. Nice forensics mate
  • #3,224
  • Apr 20, 2018 8:08am Apr 20, 2018 8:08am
Attached Image (click to enlarge)
Click to Enlarge Name: ZwhYCD5.png Size: 194 KB


https://www.bloomberg.com/news/artic...ine-in-2-years
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #3,225
  • Apr 20, 2018 9:07pm Apr 20, 2018 9:07pm
Our physics demonstrates that there is no privileged frame in this universe....so maybe we should take this seriously in our mind as well. It may just lead to a richer life. Zat Rana explores the power of being a Nobody.

Attached Image (click to enlarge)
Click to Enlarge Name: Capture.JPG Size: 187 KB
  • #3,226
  • Apr 21, 2018 3:08am Apr 21, 2018 3:08am
Quoting Copernicus
Our physics demonstrates that there is no privileged frame in this universe....so maybe we should take this seriously in our mind as well. It may just lead to a richer life. Zat Rana explores the power of being a Nobody. {image}
Inserted Video
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #3,227
  • Apr 21, 2018 4:48am Apr 21, 2018 4:48am
Quoting Ramadas
{quote} https://www.youtube.com/watch?v=jfSNxVqprvM
Nice R. It reminds me of the intro to "Contact". Science has got a long way understanding the spectral ends of this scale....but has hardly scratched the surface in regards to the complex systems that exist within these end points including those complex systems that have the power to appreciate it all :-)
  • #3,228
  • Apr 22, 2018 4:49am Apr 22, 2018 4:49am
Wow this is brutal....9 month drawdowns 2 times in last 3 years. 3 down years. After they got award in July 2014.

Attached Image (click to enlarge)
Click to Enlarge Name: bQYxwpC.png Size: 318 KB
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #3,229
  • Apr 22, 2018 5:04am Apr 22, 2018 5:04am
It is not obvious for all....

Attached Image (click to enlarge)
Click to Enlarge Name: DbTR26uXcAAWcwP.jpg Size: 107 KB
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #3,230
  • Apr 22, 2018 7:52am Apr 22, 2018 7:52am
Quoting Ramadas
Wow this is brutal....9 month drawdowns 2 times in last 3 years. 3 down years. After they got award in July 2014. {image}
Yep. That would hurt.

The pitfalls of being too aggressive in periods of extended mean reversion and only having limited diversification (only 15 markets and pretty focussed towards interest rates). Notice that they do not trades equity indices or softs....so they would have been hammered lately....as we both know.

There is a fair bit of style drift between Clarke Global Basic and the 100% systematic trend following CTA's attributed to their counter-trend models (in our terms that means mean reversion).

....but at least they recognise that this program is very volatile in nature and can at times suffer from correlation syndrome.

Attached Image (click to enlarge)
Click to Enlarge Name: Capture.JPG Size: 133 KB


Attached Image (click to enlarge)
Click to Enlarge Name: Capture2.JPG Size: 111 KB
  • #3,231
  • Apr 22, 2018 8:29am Apr 22, 2018 8:29am
It's getting hot in here. Any requests for the DJ? :-)

Inserted Video
  • #3,232
  • Apr 22, 2018 9:41am Apr 22, 2018 9:41am
Quoting Copernicus
It's getting hot in here. Any requests for the DJ? :-) https://www.youtube.com/watch?v=d3_-Z2RCkr0&t=1281s
New full album
Inserted Video
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #3,233
  • Apr 22, 2018 10:02am Apr 22, 2018 10:02am
Some positive message I found in my Linked in:

Attached Image (click to enlarge)
Click to Enlarge Name: IMG-20180315-WA0000.jpg Size: 119 KB
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #3,234
  • Apr 22, 2018 10:23am Apr 22, 2018 10:23am
Quoting Ramadas
Some positive message I found in my Linked in: {image}
LMAO There goes my coffee!!!!!! *splutter*
  • #3,235
  • Apr 22, 2018 10:46am Apr 22, 2018 10:46am
Please put away your coffee....if it is funny by chance:

Inserted Video
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #3,236
  • Apr 22, 2018 11:02am Apr 22, 2018 11:02am
And more absurd humor:

It was filmed with live audience, so laugh is real.

First watch this:
Inserted Video


And then this:
Inserted Video
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #3,237
  • Apr 22, 2018 11:09am Apr 22, 2018 11:09am
Quoting Ramadas
And more absurd humor: It was filmed with live audience, so laugh is real. First watch this: https://www.youtube.com/watch?v=iDby...=RDUTBsm0LzSP0 And then this: https://www.youtube.com/watch?v=UTBsm0LzSP0
Nice R. It gives me ideas about how to promote Blockchain technology :-)
  • #3,238
  • Apr 22, 2018 11:11am Apr 22, 2018 11:11am
Quoting Copernicus
{quote} Nice R. It gives me ideas about how to promote Blockchain technology :-)
Yep, it is happening all the time with blockchain ICOs - nobody knows what it is, but one has to throw money at it.
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #3,239
  • Apr 22, 2018 11:41am Apr 22, 2018 11:41am
Inserted Video
  • #3,240
  • Apr 22, 2018 12:17pm Apr 22, 2018 12:17pm
British movie how to quit smoking:

Inserted Video
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
4 traders viewing now