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Diversified Trend Trading Approach

  • #4,381
  • Edited 8:13am Nov 21, 2020 6:50am | Edited 8:13am
Quoting bassramy
There's gold in them thar hills
LOL...You got it Bass :-)

PS... I see you are back Bass. Great stuff. My wings have been clipped here as a commercial member which prevents me from commenting in most threads and liking posts....so might have to chat with you on my threads.

Anyway once again....great to see you back. The forum needs you mate and your journal needs more great posts.
  • #4,382
  • Nov 25, 2020 1:23am Nov 25, 2020 1:23am
HOW MUCH DIVERSIFICATION IN TREND FOLLOWING PROGRAMS? – LET’S GO TO INFINITY AND BEYOND WITH A FUND OF FUND!

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https://atstradingsolutions.com/how-...-fund-of-fund/
  • #4,383
  • Nov 25, 2020 3:28am Nov 25, 2020 3:28am
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  • #4,384
  • Nov 26, 2020 12:57pm Nov 26, 2020 12:57pm
Quoting Copernicus
HOW MUCH DIVERSIFICATION IN TREND FOLLOWING PROGRAMS? – LET’S GO TO INFINITY AND BEYOND WITH A FUND OF FUND! {image} https://atstradingsolutions.com/how-...-fund-of-fund/
Hot Stuff.
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Master Your Setup, Master Your self. (NQoos)
  • #4,385
  • Nov 26, 2020 6:51pm Nov 26, 2020 6:51pm
Quoting bassramy
{quote} Hot Stuff. https://youtu.be/AqS4aNi0HQY
You are taking me back mate....to the good ol' days. :-)

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  • #4,386
  • Nov 27, 2020 2:28pm Nov 27, 2020 2:28pm
Its Becoming a Challenge now .
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Master Your Setup, Master Your self. (NQoos)
  • #4,387
  • Nov 27, 2020 7:37pm Nov 27, 2020 7:37pm
Bring it on Bass :-)

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  • #4,388
  • Nov 28, 2020 9:39am Nov 28, 2020 9:39am
I'm only doing this to save you from your commercial prison, nothing more nothing less, alright ?
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Master Your Setup, Master Your self. (NQoos)
  • #4,389
  • Nov 28, 2020 8:05pm Nov 28, 2020 8:05pm
Quoting bassramy
I'm only doing this to save you from your commercial prison, nothing more nothing less, alright ? https://youtu.be/WGU_4-5RaxU
Thanks for restoring my sanity Bass. :-)
  • #4,390
  • Dec 2, 2020 12:11pm Dec 2, 2020 12:11pm
Hi guys,

Burrup Lambert here, co-founder of Blue Capital Trading. Time to stop lurking in the shadows of FF and get involved!

Like Copernicus, we are quantitative traders who specialises in using strategy generation software like Expert Advisor Studio and StrategyQuant X to develop strategies in MetaTrader, and we also get our toes wet with some cross-platform cryptocurrency work.

We've worked closely on a few projects in the past and lately we (Blue Capital Trading) have been working on a project that helps to streamline the management process that comes after strategy generation when dealing with 100's or 1000s of strategies. If it's alright with Copernicus and everyone I would love to share details about the project and get a discussion going, maybe even in another topic.

If a moderator reads this, please mark me as a commercial member. This is a bit of lack of information regarding how to apply/become one!

Thanks guys .
  • #4,391
  • Dec 2, 2020 8:00pm Dec 2, 2020 8:00pm
Quoting Burrup
If it's alright with Copernicus and everyone I would love to share details about the project and get a discussion going, maybe even in another topic. If a moderator reads this, please mark me as a commercial member. This is a bit of lack of information regarding how to apply/become one! Thanks guys .
Hi B. Great to have you here mate. If you like...you can make it one of your homes on this forum.

Just so others are aware...the tool Burrup and his company have developed (Strategy Samurai) specifically responds to a need many of us have faced in the development of diverse fully automated systematic portfolios using data mining tools such as Strategy Quant X, EA Studio and Forex Strategy Builder.

SS provides an extension to the workflow process whereby following the generation of EAs with data mining methods and the implementation of these EAs in the Demo trading environment.....then SS does the heavy lifting in the analytics and assessment of these EAs to identify those candidates that are free of execution issues and are more likely to perform strongly in the Live Trading environment.

Others have tried to develop tools that monitor demo performance with limited success....but SS fills a very needed gap in the systematic workflow process.

Definitely worth checking out IMO.

B...feel free to post more info about SS on this thread :-)

Cheers

C
  • #4,392
  • Dec 3, 2020 12:53am Dec 3, 2020 12:53am
Being a forex trader for the last few years, I have realised that you must always redraw your standard deviation channel whether it is a new high (for a long) or a new low (for a short) because when new data gets added to it, the standard deviation channel will get redrawn.
  • #4,393
  • Dec 3, 2020 3:29pm Dec 3, 2020 3:29pm
Quoting Coutinhs
Being a forex trader for the last few years, I have realised that you must always redraw your standard deviation channel whether it is a new high (for a long) or a new low (for a short) because when new data gets added to it, the standard deviation channel will get redrawn.
Yep. A redraw is required to the preceding bar each time a new high or new low is achieved. This ensures the SDC resets in accordance with the additional data.
  • #4,394
  • Dec 4, 2020 11:13am Dec 4, 2020 11:13am
Quoting Copernicus
{quote} Hi B. Great to have you here mate. If you like...you can make it one of your homes on this forum. Just so others are aware...the tool Burrup and his company have developed (Strategy Samurai) specifically responds to a need many of us have faced in the development of diverse fully automated systematic portfolios using data mining tools such as Strategy Quant X, EA Studio and Forex Strategy Builder. SS provides an extension to the workflow process whereby following...
Thanks mate. You pretty much hit the nail on the head with that one.

Strategy Samurai is designed to cut all the losers from a massive portfolio of strategies, 100's or 1000's, down into the best of the best in real-time, and using some clever integration with freely available tools, copy those trade to your live account where you reap the rewards.

As an example, this is an incubator account that has been running for approx 6 months. It contains 300 strategies that have been introduced over 2 tranches during that 6 month period. Not that great...

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But when we use a tool like Strategy Samurai to do the heavy lifting of analysing all the strategies and only giving us those that meet our filtering criteria. We end up with much better looking equity curves. This was using a minimum trade count of 20, Return / Max Drawdown ratio of 1 and sorting by a custom metric, Return / Average Max Drawdown.

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The analysis happens in real-time but can be configured to run every 3 days, 7 days, 1 month etc to essentially replace the manual analysis a trader would do on a regular basis.

Might have to make a new thread to cover the topic as this method of trading is not really applicable to long term trend trading strategies!
  • #4,395
  • Dec 5, 2020 6:35am Dec 5, 2020 6:35am
Great stuff B. :-)
  • #4,396
  • Dec 10, 2020 7:47am Dec 10, 2020 7:47am
Principles of Great Traders

A research project intended to be a free educational resource demonstrating the principles in common in the methods of a 100+ years of great traders.

by George Coylewith Foreword by Ed Seykota


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File Type: pdf TradeBookFinal.pdf   527 KB | 697 downloads
  • #4,397
  • Dec 11, 2020 12:36am Dec 11, 2020 12:36am
I really enjoyed this podcast with Brent Penfold who discussed the shady art of trend following. :-)

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...and his latest book is really enjoyable.

https://www.amazon.com.au/Universal-...7668572&sr=8-1
  • #4,398
  • Dec 14, 2020 12:00am Dec 14, 2020 12:00am
Traders Outpost Membership Benefits

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  • #4,399
  • Dec 14, 2020 2:01am Dec 14, 2020 2:01am
What a trend trading strategy full of efficient risk management. I will surely test this out. Thank you for sharing it here. Good luck to you.
  • #4,400
  • Dec 14, 2020 6:15am Dec 14, 2020 6:15am
Quoting traceyklein
What a trend trading strategy full of efficient risk management. I will surely test this out. Thank you for sharing it here. Good luck to you.
Cheers T :-)
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