Paganinis variation on one string
Diversified Trend Trading Approach
- #3,561
- May 14, 2018 11:58pm May 14, 2018 11:58pm
- | Commercial User | Joined Apr 2013 | 4,366 Posts
- #3,562
- May 15, 2018 12:08am May 15, 2018 12:08am
- Joined Sep 2016 | Status: Its my job to know what others dont | 1,348 Posts
WaBaS Where are Buyers and Sellers
- #3,563
- Edited 12:36am May 15, 2018 12:23am | Edited 12:36am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
Am asking for a favor n if u dont I can understand if u rank all 28 crosses interms of gain% from best to worst instrument gain% dd% what would be d list ?
Still very early days and have simply tested a short random time range on EURUSD. Need to do some more severe crunching when it is codified....but here is the frequency graph on % gain for the small sample size for EURUSD. I need to test this across a wide universe as it simply won't be a candidate for the portfolio if it doesn't show instrument neutrality...eg. Needs to work on all liquid instruments to be acceptable.
What I am liking is the positive skew which fits well with my risk tolerance and gives rapid recovery from drawdowns attributed to death by a thousand cuts during noisy sessions.
The % of extreme winners is significantly higher than EDTT which is much more of a grind......but testing still in progress and this needs to fully automated. I have the boffins on it now so will have a really good sample set shortly to work with (next week or so).
What I am liking about this indicator is that it is working on signal strength versus noise as opposed to more traditional indicators that work off price action.
Mr B...I have attached the trade history if you want to do some crunching yourself.
- #3,564
- May 15, 2018 12:41am May 15, 2018 12:41am
- Joined Sep 2016 | Status: Its my job to know what others dont | 1,348 Posts
WaBaS Where are Buyers and Sellers
- #3,567
- May 15, 2018 5:12am May 15, 2018 5:12am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
{image} Dear C Are these both KAMA? What settings? Thanks T
Yep mate
Both KAMA
Long Term
Short Term
Trade continuously either long or short.
Open and exit on the KAMA cross. See how you go.
C
- #3,568
- Edited 6:21am May 15, 2018 5:56am | Edited 6:21am
- Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts
Ok R I concede. I have been spending a bit of time trying to apply the logic that I have been spewing forth regarding this new system.....and it sux. Your variations are probably much sounder mate. I think I should stick to knitting for the moment until I am in a better frame of mind to attack it. Sorry for the run around :-) Paganinis variation on one string PS...have a look at your emails. Pretty efficient momentum identifier with no SDC. Might be worth having a look at. Very simple to apply and efficient in capturing momentum.....limited lagging.....performance...
This would be good addition to momentum following arsenal which is not based on breakouts.
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Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
- #3,569
- May 15, 2018 6:46am May 15, 2018 6:46am
- Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts
EUR TRY filled with a bang and whole TRY sub-sector is on the roll:
USD CHF got new wind and Swap is positive for USD CHF longs....so it is also a carry trade.... already 1.5 month old
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USD CHF got new wind and Swap is positive for USD CHF longs....so it is also a carry trade....
already 1.5 month old Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
- #3,570
- May 15, 2018 7:14am May 15, 2018 7:14am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
{quote} This is all to your credit. You found Kaufmann, his book, this site with its application to stocks. I just found the indicator and was little stubborn
I think we should call this addition "Instant Kama" :-)
We need to road test it while the EA is being developed. It produces some cracker results when momentum starts surging with tight position sizing and is also quite kind on the whipsaws. KAMA crosses are highlighted below on AUDUSD for example in January 2018.
- #3,571
- May 15, 2018 7:21am May 15, 2018 7:21am
- Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts
{quote} Cheers mate
Diversification + even slight edge = win
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
- #3,572
- May 15, 2018 7:28am May 15, 2018 7:28am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
{quote} Kama in sanskrit means lust, so I don't know about this
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- #3,573
- May 15, 2018 8:02am May 15, 2018 8:02am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
Nice 16 x R trade on BRENT with instant Karma :-)
- #3,574
- May 15, 2018 8:33am May 15, 2018 8:33am
- Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts
We have some moves today.
Ready to short gold?
Ready to short gold?
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
- #3,575
- May 15, 2018 8:38am May 15, 2018 8:38am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
We have some moves today. Ready to short gold? {image}
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- #3,576
- May 15, 2018 8:46am May 15, 2018 8:46am
- Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts
{quote} USDJPY....just entered. :-) {image} https://www.youtube.com/watch?v=bFf7qdZfHvw
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currently in such at 1 of 3 brokers:
How is your bond sector doing? /just teasing
T-note short soon:
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
- #3,577
- May 15, 2018 9:31am May 15, 2018 9:31am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
{quote} So soon? No offset then?
Christ mate. You have an active dynamic universe. I am twiddling my fingers over here. :-)
Gold is shaping up well and looking promising.
...and perhaps GBPUSD but still early days,
- #3,578
- May 15, 2018 9:35am May 15, 2018 9:35am
- Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts
{quote} It originally had a 0.5 ATR offset but the offset moved up subsequently as the Donchian was breached....but looking back....yep it was a bit early. Christ mate. You have an active dynamic universe. I am twiddling my fingers over here. :-)
You know as ancient saying goes:
You gotta catch them all, these trends.
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
- #3,579
- May 15, 2018 9:50am May 15, 2018 9:50am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
GBPUSD 34 x R. The trade that dreams are made of :-)
- #3,580
- May 15, 2018 9:54am May 15, 2018 9:54am
- 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)