Diversified Trend Trading Approach

Hehehehe. Nice R. It had me rolling on the floor in parts

Learning is about first understanding the fundamentals before we are in a position to understand the relationships that build our understanding of the big picture. Maarten van Doom gives us a way to speed this up by studying history.

Neils and Katy interview Robert Sinnott of AlphaSimplex in a two-part series. An incredibly interesting set of podcasts that delve deep into the adaptive nature of markets and the strategies that can be deployed in the trend following space to address their dynamic nature.

http://www.toptradersunplugged.com/t...phasimplex-99/

http://www.toptradersunplugged.com/t...hasimplex-100/

Little tour around the world. Carribean and India.

ZAR is breaking out. USD was first.

T-Note is leaving the range.

I am putting here the charts, so if you see something wrong, I would much appreciate any comment.

They are spot on mate. Are you using 1ATR or 0.5ATR with the Donchian?

A really pedantic point (and I have been guilty of this in the past) but now we are getting to the pointy end of this exercise....where you have a choice of two different swing highs to place your short term SDC....then elect to use the one that has the greatest degree of altered trajectory to that of the long term SDC. This helps a bit with reducing the correlation between the two separate trades. You could use either A or B....but I would tend to prefer B.

1. Greatest difference in momentum trajectory to the long term;
2. Sufficient bars in the SDC to make it meaningful as a predictor of momentum trajectory.
3. Good position sizing given the reduced width of the SDC at the same trade risk%




The testing we are doing is concluding that the short term SDC is tending to be the dominant bread-winner. This is surprising to me....but when you think about it.....the tight control over the momentum trajectory in terms of efficiency is a major windfall with respect to loss minimisation. The greater the momentum slope, the better effect of the trailing stop in ramping towards breakeven in the shortest most efficient way.

Mid-to long term trend following is all about letting price breath to give the trend a chance to play out as it relies on serial auto correlation or periodic momentum bursts in a trending direction. It needs to allow for periods of noise inter dispersed with periods of momentum .......hence the looser controls and greater degrees of freedom. In our short term world it is all about trade efficiency. Getting the biggest bang for buck on a single momentum surge. We are attempting to get as much signal with as little statistical noise as possible hence the reduced degrees of freedom and the tighter trajectory constraints.


That prior track was a nice chill piece R.

Thank you! And thank you in advance for future comments!

Using 0.75 ADR over Donchian.

USD JPY long:

Every position is 0.94% of the capital.

NZD USD neck breaking slope - similar situation to AUD USD

And such question:

Cotton?



Thai Bhatt:



Famous pattern of mountain on EUR silver:



USD CHF was best choice from CHF pairs after all....

Ed Seykota:
from

https://www.mql5.com/en/blogs/post/137763

So I should forget pyramiding, as this will create unnecessary complexity and trading costs.

Italian stock market:

44% of my account to enter this short SDC



Another broker and cash Italian market only 1.1% of the account - similar amount of EUR in the account as the first broker:



So choose your broker wisely.

Thanks R :-)

Na. Use the lowest swing low to commence from. It has more meaning that way in terms of the current momentum impulse. :-)

That's my take....until our tests conclude otherwise. :-)