Well that is I thought I have always had for traders who use predictive analysis - If you can read price action to time an entry then surely the exit is just waiting for a signal to say the move is over. For me personally, I think a trailing exit is ...

Systematic Trend Trading

I like to run a few different styles of trailing, I always use R multiples and always use a 'close over R' rather than just price hitting the level. So for examples: 1.price closes over 3R - B.E, price closes over 5R - trail to 3R, price closes over ...

Systematic Trend Trading

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Systematic Trend Trading

Someone mentioned it on Jerry Parkers twitter... I thought ooh that sounds right up my street (apart from the physics bit of course)

Systematic Trend Trading

This is another simple strategy I trade manually - I would love to get it coded, so if anyone is game? Instrument GBP/USD timeframe H4 1. direction filter 200sma 2. price hits 20sma 3. price closes under 20sma - sell at close - stop at local high 4. ...

Systematic Trend Trading

here you go... The uncertainty principle states that the more precisely you measure one quantity, the less precisely you can know another associated quantity. The quantities sometimes come in set pairs that can’t both be completely measured. What ...

Systematic Trend Trading

Hi RLF... It's an interesting concept, here's my initial thoughts: 1. A trailing stop works well enough, not only in my testing but also the extensive history of trend following returns 2. A dynamic exit would require some sort of prediction of ...

Systematic Trend Trading

On my third read of this...brilliant stuff and feel inspired to give my random jumble of systems the portfolio treatment... first job, data!

Systematic Trend Trading

Week 50 -9R Results: 434 trades, +129.5R ALL LOSERS THIS WEEK WITH 2 TRADES STILL RUNNING - Initially it is hard to get used to runs of losers, but with repetition their impact fades and your mental clock adjusts to the longer term horizon. Much of ...

Systematic Trend Trading

thank's Blacknapkins! and thanks C, there a lot of info there to digest, I'm going to work through it stage by stage and see if I can build a small portfolio here. Inspiring stuff and massive respect for putting in that effort.

Systematic Trend Trading

The pain of losing is a short term effect: 3 Equity curves: (using exactly same system I am trading on this thread) RED : win rate 25% YELLOW : win rate 19% GREEN : win rate 14% BLUE : average Short term pain avoidance just costs you in the long ...

Systematic Trend Trading

How much do you leave on the table? The following chart looks at 35 winning trades. The trades trailed the exit at 5R by a distance of 1R (Red line). How far did they go before they reversed and stopped out (blue line) image

Systematic Trend Trading

got to love how the world works, came here to share my little bit of knowledge on simple trend trading strategies and received an education in portfolio design, diversification and correlation.... mirrored reciprocation I believe it's called ...

Systematic Trend Trading

This is a GOLD system that uses 200sma as a filter with varying R based trailing stops. My systems seem to work well on commodities, these tests were run over H1 timeframe but it shows more promise on higher tf's image

Systematic Trend Trading

Was thinking more about an automated portfolio of my strategies that I could run, with a view to eventually dropping these manual systems. I have a lot of my money sitting in diversified global equity funds which do ok and are safe but I feel could ...

Systematic Trend Trading

looks like my gut instinct to be wary of compounding aggressively was spot on -

Systematic Trend Trading

it's a bizarre rule that commercial members can't like posts?... Would really appreciate your help as I have funds waiting to allocate to something

Systematic Trend Trading

With you on the compounding, have been doing it annually - perhaps a little conservative, but when I don't fully understand something I like to remove as much risk as possible. Have a lot of work to do, thankfully I have the EA's for all these ...

Systematic Trend Trading

Fixed targets image Trailing exit image trailing exit adds nearly 1% to the average winner across the range - with a minimal effect on the win rate

Systematic Trend Trading