Hi 60. Thanks mate. I hope it doesn't detract from your great thread. If it does then tell me to pull my head in. I am tending to inhabit your thread more than mine...but it is great to have like minds (trading philosophies) collaborating a bit. ...

Systematic Trend Trading

Example of a Backtest and Walk forward Process Below is a backtest on EURUSD from 1 Jan 2000 to 31 Dec 2010 using a filtered Donchian Breakout System. A lot of work is undertaken during the backtest process to filter what is regarded as non-trending ...

Systematic Trend Trading

Roll up....roll up.....get it while it's hot. Haven't read it yet but have pre-ordered on kindle. If it is like his past 2 books it will be a cracker :-) Trading Evolved: Anyone can Build Killer Trading Strategies in Python image

Diversified Trend Trading Approach

Hi C I trade on the D1 timeframe or above so the impact of slippage and spread variation is minimal. I can see that in Monte Carlo runs. Obviously spread and slippage become concerns as you trade the lower timeframes. That is a good reason why to ...

Systematic Trend Trading

Back-testing - The Traditional Pitfall of Curve Fitting So we have run our backtest over a long term data range and we peer at our equity curve. The first thing that crosses our mind is, how do we reduce that drawdown and how do we lift the ...

Systematic Trend Trading

J....If you decide to get it (Soft4FX) and want some help becoming familiar with it...then you know how to get me :-)

Systematic Trend Trading

All good mate. Some great results there. I like your incremental testing process. :-) You are obviously currently configured at an optimised level for the last year's conditions.......however I would recommend that you should test your current ...

Systematic Trend Trading

That'll teach me to call them anomalies :-) Totally agree with the article that momentum is enduring and persistent. My philosophy however (particularly related to efficient markets like forex) is couched in a strong agreement with EMH most of the ...

Systematic Trend Trading

Nick Radge nails it again. Great podcast. The Blueprint: Create a simple trend following system w/ Nick Radge Luv'd the inclusion of a market regime filter to improve drawdowns and lock in profits during the trail. While the discussion centred on ...

Diversified Trend Trading Approach

Yep. He is not as open as some of them in that camp with details of the secret sauce. I do know that the tail events last year of February 2018 and August 2018 were not favorable to long term trend followers such as Dunn, Chesapeake and Eckhardt ...

Systematic Trend Trading

Great post H. Totally agree with your findings. :-)

(binned per thread starter's request) Currency Strength with cont

Yep A. On reading it, there are more than a few coincidences there. We could step through it paragraph by paragraph and tick the boxes. I really like his perspective on over/under fitting versus curve fitting and slight disregard for traditional ...

Systematic Trend Trading

Cheers A. Great tip :-) I think I may have found the Futures Mag interview with Bill that you were talking about. Just read it now. It certainly makes my head nod off its shoulders. url

Systematic Trend Trading

J...For my current portfolios I tend to use multiple systems per market. Usually about 10 per market. I span this across about 30 or so different markets. Each system only operates when prices become more exotic breaking out of their trading range ...

Systematic Trend Trading

Why use a Trend Filter? Filters have good points and bad points but in the context of fishing for outliers they act as a trade frequency brake pedal. Outliers exist in the unpredictable zone that lies outside the everyday market churn. They can ...

Systematic Trend Trading

Cheers Rmg. I am getting a buzz reading 60's posts as well. It is packed full of content in his very succinct style. I need to develop that skill. I tend to deliver overkill on a message which is tough for readers. Despite the noise on this forum, ...

Systematic Trend Trading

I had to clean it up 60. No wonder you needed a few reads. It wasn't very clear :-)

Systematic Trend Trading

Luv'd your post 60. It makes so much sense to view complex systems like our markets from a biological evolutionary perspective. Imagine first a new currency exchange market which comprise initially a few different species of participant defined by ...

Systematic Trend Trading

It was a good pitch. I hate curve balls :-)

Systematic Trend Trading

It is so much easier if you use algos.....but the principle is this. Always maintain a backtest environment in conjunction with your live trading. You use the backtest environment to validate your live trading performance results as close to real ...

Systematic Trend Trading