Damn you H. You are right.....however let's try and save some face. :-) Yes.....in applying models about how the market behaves, we do in a sense all predict the future. You are also right in your statement that unless there is a real edge to be ...

Diversified Trend Trading Approach

Wow S you are nailing it. Those stats are amazing :-) Based on the stats, it looks like you system might be a convergent one with a 92% win rate and 8% loss rate. This is totally different to mine where I struggle to achieve a 50% win rate. Most of ...

Diversified Trend Trading Approach

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Diversified Trend Trading Approach

The Difference Between Price Following and Prediction image When we boil our trading philosophies down to bare essentials we can classify our trading styles into two broad camps.....the price followers and the price predictors. When you compare ...

Diversified Trend Trading Approach

Much obliged Rmg :-) It's great to be back mate.

Diversified Trend Trading Approach

Great stuff H. That research is a great asset to 'price followers'. It really helps to put meat around the conviction of cutting losses short and letting profits run. Thanks very much for sharing :-)

Trading against the herd

Tremendous link 60 :-) What the article points out is that individual return streams only need a small edge when held as part of a wider portfolio of uncorrelated return streams to deliver powerful risk adjusted returns as a portfolio solution. This ...

Systematic Trend Trading

It took me 8 years to think of a suitable response. A curly one that chestnut :-)

How much backtesting is enough?

Let's put it this way. If your backtest concludes that your strategy didn't stack up over a historic time horizon and your forward test concludes that it did, then this tells you that your strategy has a finite shelf life and is dependent on a ...

How much backtesting is enough?

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Diversified Trend Trading Approach

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Diversified Trend Trading Approach

How Do I Know that my Strategies are not Curve Fit? This is perhaps the most important consideration to assess in testing the long term performance of your strategies. It is very easy these days to generate wicked equity curves that ascend in a ...

Diversified Trend Trading Approach

How Do I know if I have a Strategy with Positive Skew? You can do this visually without having to understand statistics. Positive skew means that your average winners are greater than your average losers and you are trading the right hand side of ...

Diversified Trend Trading Approach

ATS 1000 Program Guys....If you are road testing the ATS 1000 Program then to speed things up with backtesting use Control Points as opposed to Tick by Tick. With these particular D1 strategies that operate off the open on entries and close by a ...

Diversified Trend Trading Approach

No probs N :-) I posted one of these EA's onto another thread to allow people to have a road test. There is a bit of effort placed in getting these solutions together so I am not willing to give away the code....but you can certainly take the exe ...

Diversified Trend Trading Approach

Glad you like the shades :-). You will never know with certainty whether your result is random or not. The best you can do is work within a confidence interval. Edges take a long time to play out.....but your confidence estimate improves with your ...

Systematic Trend Trading

Luck plays a very large role with a single return stream and you can see this by applying a return stream from a system with no edge to a Monte Carlo test. Some return streams perform admirably for many months, whereas most fail (with the impact of ...

Systematic Trend Trading

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Diversified Trend Trading Approach

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Diversified Trend Trading Approach

Hi P At the moment I backtest on MT4 but have developed my own software to crunch things further and risk weight portfolios. I also use QuantAnalyzer to regenerate StrategyTester reports from MT4 in a more meaningful way for portfolio analysis. :-)

Diversified Trend Trading Approach