For anyone that may be interested. A free webinar from the Autotrading Academy on creating robust automated strategies. Might be interesting.
Regards
C
Regards
C
Diversified Trend Trading Approach
- #942
- Edited 6:31am May 9, 2016 6:05am | Edited 6:31am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
April Performance - Fully Automated Systems
The following performance summary highlights the non-optimised diversified fully automated systems previously described in this thread. These system blends comprise up to 18 separate systems trading across 40 markets that span asset classes. Best to get this out of the way as we currently are in a sea of pain with respect to drawdowns that are testing their historical highs. This is when you start receiving hate mail from your dear investors and performance fees become a distant memory.
It is worthwhile noting that these are particularly aggressive strategies that outperform the Trend following Index of the CTA's monitored in this thread......so with that aggressive return profile, comes the dreaded volatility of returns and drawdown profile. I have yet to be able to conjure up a non-optimised fully automated and diversified solution applicable to any liquid instrument that can achieve the returns of the CTA's without a prerequisite volatile return profile. Refer to Bill Dunn's and David Drew's comments for possible reasons why drawdowns are actually an evil necessity.
Perhaps I should include a funeral march with this summary.
Cheers
C
The following performance summary highlights the non-optimised diversified fully automated systems previously described in this thread. These system blends comprise up to 18 separate systems trading across 40 markets that span asset classes. Best to get this out of the way as we currently are in a sea of pain with respect to drawdowns that are testing their historical highs. This is when you start receiving hate mail from your dear investors and performance fees become a distant memory.
It is worthwhile noting that these are particularly aggressive strategies that outperform the Trend following Index of the CTA's monitored in this thread......so with that aggressive return profile, comes the dreaded volatility of returns and drawdown profile. I have yet to be able to conjure up a non-optimised fully automated and diversified solution applicable to any liquid instrument that can achieve the returns of the CTA's without a prerequisite volatile return profile. Refer to Bill Dunn's and David Drew's comments for possible reasons why drawdowns are actually an evil necessity.
Perhaps I should include a funeral march with this summary.
Inserted Video
Cheers
C
- #944
- May 10, 2016 12:49am May 10, 2016 12:49am
- Joined Jan 2009 | Status: Learning life... | 8,355 Posts
Memories caught in time but never forgotten
- #946
- May 10, 2016 12:57am May 10, 2016 12:57am
- Joined Jul 2011 | Status: Gold Again | 10,567 Posts
Hey Copernicus,
Sorry, long time I didn't read this thread, seemed so complicated / involved for my way of thinking. Glad to see you are doing so well with.
Anyway, I did read and absorb a little more; enough for me to check out the Standard Deviation Channel in Metatrader 4.
It seems to do as per your theory, so I'm interested enough to put it on Forex charts at least.
I would like to plot both deviation 0.5 and 1.0 but the Metatrader Indicator only has a setting for one channel, which means applying it twice on every chart.
Does anyone have or has seen an indicator which will plot 2 or more deviation lines?
I won't be plotting on every time frame as you, I'll just do weekly and use that as the trend direction and see where that takes me for now.
All the best, John
Sorry, long time I didn't read this thread, seemed so complicated / involved for my way of thinking. Glad to see you are doing so well with.
Anyway, I did read and absorb a little more; enough for me to check out the Standard Deviation Channel in Metatrader 4.
It seems to do as per your theory, so I'm interested enough to put it on Forex charts at least.
I would like to plot both deviation 0.5 and 1.0 but the Metatrader Indicator only has a setting for one channel, which means applying it twice on every chart.
Does anyone have or has seen an indicator which will plot 2 or more deviation lines?
I won't be plotting on every time frame as you, I'll just do weekly and use that as the trend direction and see where that takes me for now.
All the best, John
It takes a lot for me to IGNORE you, but you can try.
- #947
- May 10, 2016 1:09am May 10, 2016 1:09am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
Hey Copernicus, Sorry, long time I didn't read this thread, seemed so complicated / involved for my way of thinking. Glad to see you are doing so well with.
PS I can sense a Samford coffee coming up again....it's probably about time.
- #948
- Edited 12:27pm May 10, 2016 3:03am | Edited 12:27pm
- Joined Jan 2009 | Status: Learning life... | 8,355 Posts
Memories caught in time but never forgotten
- #949
- Edited 12:53pm May 10, 2016 12:27pm | Edited 12:53pm
- Joined Jan 2009 | Status: Learning life... | 8,355 Posts
Memories caught in time but never forgotten
- #950
- May 10, 2016 6:17pm May 10, 2016 6:17pm
- Joined Jan 2009 | Status: Learning life... | 8,355 Posts
Hey Copernicus, Sorry, long time I didn't read this thread, seemed so complicated / involved for my way of thinking. Glad to see you are doing so well with.
Memories caught in time but never forgotten
- #951
- May 10, 2016 6:41pm May 10, 2016 6:41pm
- Joined Jul 2011 | Status: Gold Again | 10,567 Posts
It takes a lot for me to IGNORE you, but you can try.
- #952
- May 12, 2016 4:38pm May 12, 2016 4:38pm
- Joined Jan 2009 | Status: Learning life... | 8,355 Posts
{quote} No problemo. Ja...are you interested in attending this free webinar? I wouldn't mind a partner in crime attending.
Memories caught in time but never forgotten
- #953
- Edited 8:49pm May 12, 2016 5:27pm | Edited 8:49pm
- | Commercial User | Joined Apr 2013 | 4,366 Posts
{quote} What did you make of this ? the guys came across as a pair of major-class A, BS artists ..
That's what you get from a FREE webinar I suppose, an advertising campaign for Strategy Quant. Still, it was quite interesting getting a brief insight into the capabilities of Strategy Quant...... I don't however have a warm fuzzy feel about parting with such heavy dough after having been lured into the webinar under false premises.
It actually has firmed my resolve to do the Kevin Davey's "My Strategy Factory Workshop" program. I think that is more down my line and has a similar price-tag and will force me onto Tradestation which is a preferred outcome for me than say backtesting with Excel or MT4. It was either going to be TradingBlox, Amibroker or Tradestation and am thinking that perhaps TS might be the long term solution.
I prefer the thought of using logic to create portfolio systems rather than using 'smart technology' that creates your strategies using genetic algorithms such as Adaptrade or StrategyQuant. The use of logic allows you to fully understand how your strategies work and quickly resolve why they not be performing in particular market conditions.
Once again....sorry for wasting your time mate.
- #954
- May 13, 2016 1:26am May 13, 2016 1:26am
- Joined Jan 2009 | Status: Learning life... | 8,355 Posts
Memories caught in time but never forgotten
- #957
- May 13, 2016 4:16am May 13, 2016 4:16am
- Joined Apr 2011 | Status: Cut Your Losses, Ride Your Winners. | 2,914 Posts
Master Your Setup, Master Your self. (NQoos)
- #958
- May 13, 2016 4:19am May 13, 2016 4:19am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
{quote} @C., Feel the Love.
- #960
- May 13, 2016 7:27am May 13, 2016 7:27am
- Joined Jan 2009 | Status: Learning life... | 8,355 Posts
{quote} @C., Feel the Love. {image}
. I'm feeling it.Inserted Video
Memories caught in time but never forgotten