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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
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Trading a (semi) automatic approach...but want more 11 replies
DislikedI do follow you posts and ideas about trading.. read everything you write ... the are few guys I love to read however have problem to follow and understand, am not smart enough yet. But music, if you like to hear somebody who really CAN sings listen to this please .... do not forget the glass of a good wine while listening ..... https://www.youtube.com/watch?v=tOxmmVgANKo https://www.youtube.com/watch?v=aLR_bSzPTiYIgnored
Voila.....a robust crowd pleaser with lot's of kick.
SYSTEM INGREDIENTS:
The following performance overview represents system results applied to 45 discreet instruments across a broad range of asset classes in the Forex and CFD universe that encompass forex, indices, soft commodities, energies, precious metals and interest rates.
System 1 - Short Term - Long Only - Retracement Entry Strategy:
Overview: A short term, long-only, momentum strategy that enters in the direction of the longer term trend following pull-backs (retracements).
Time frame: Daily bars
Strategy Description: We apply a 100 period simple moving average trade filter to trade in the direction of the longer term trend. We use a Bollinger Band (of 1SD and 5SMA) and define an oversold zone in the Bollinger Band that is located 20% from the lower band. We wait for price to extend into the oversold zone for at least 2 daily bars and go long on the open of the 3rd daily bar. We exit when price opens above the median line of the Bollinger band. We do not use initial stops but apply a 14 period ATR with 2x multiplier for position sizing risking 0.25% of trade capital per trade.
Equity Curve: Uncompounded
System 2 - Short term - Short/Long - Retracement Entry Strategy:
Overview: A short term, short/long, momentum strategy that enters in the direction of the longer term trend following pull-backs (retracements).
Time frame: Daily bars
Strategy Description: Refer to strategy 1 but note that we can trade in both the long and short direction. While under- performing the long only version, this system addition is a worthy candidate for inclusion given it's complementary anti-correlated nature to the portfolio.
Equity Curve: Uncompounded
System 3 - Medium Term - Short/Long - Momentum Breakout Strategy (Trend Trade):
Overview: A medium term momentum strategy that enters in the direction of the longer term trend with momentum breakouts.
Time frame: Daily bars
Strategy Description: A medium term trend following (momentum breakout) system that applies a 150 period Donchian breakout and a 75 period Donchian exit trailing stop. We adopt an initial stop and apply position sizing that uses a 75 period ATR with a 3x multiplier. We risk 0.25% of trade capital per trade.
Equity Curve: Uncompounded
System 4 - Medium Term - Short/Long - Momentum Breakout Strategy (Swing Trade):
Overview: A medium term momentum strategy that enters in the direction of the longer term trend with momentum breakouts but differs to System 3 by virtue of it's tighter exit designed to take advantage of swing trades under momentum.
Time frame: Daily bars
Strategy Description: A medium term trend following (momentum breakout) system that applies a 150 period Donchian breakout and a 30 period Donchian exit trailing stop. We adopt an initial stop and apply position sizing that uses a 75 period ATR with a 3x multiplier. We risk 0.25% of trade capital per trade.
Equity Curve: Uncompounded
SERVING SIZE:
Apply a multiplier of 3 x on allocation weightings.
SIGNATURE DISH - THE PORTFOLIO RESULT
A spicy blend with inspiration drawn from Sichuan.
Serve while hot.
Dislikedjusiur, i don`t understand your euphoric comment - buy and hold shows the best performance since 2000 ?! SixerIgnored
DislikedTime to travel the world for the vibe. Have a great weekend :-) CIgnored
Enjoy
C