Both runs were the same data with the same trailing exit. Run 1 risk was set at $10 for the complete 3000 trade test. Run 2 risk was set at 1% of the account balance for every trade. Indeed the risk with the compounding is that drawdowns/volatility ...

Systematic Trend Trading

[quote=djo;12433822] The trailing system used for this was - 1. wait for a close over 2R then use a 3 bar trailing exit until trailing stop is hit. But I wouldn't get bogged down on the specifics of the trail - we tested dozens and the effect was ...

Systematic Trend Trading

5R trailing - fixed risk vs compounding is a real mind blower 5R - takes $1000 - $7286.90 5R compounding - takes $1,000 - $177,778.41 image

Systematic Trend Trading

3000 trades - EJ - H1 - exit 2R trailing exit starting balance $1000 - risk 1% per trade series 1 fixed risk $10 Series 2 compounding returns image

Systematic Trend Trading

2R fixed target - 2R trailing exit (this one is quite surprising) image

Systematic Trend Trading

EJ H1 - 3000 trades - 1 series with a 5R fixed target, 1 with a trailing stop at 5R image

Systematic Trend Trading

So this is a 3000 trade test of the current system on H1 EJ, it doesn't use a trailing stop but fixed R targets, 2R, 5R, 10R I would say fairly correlated, certainly more than i would have imagined. image

Systematic Trend Trading

indeed, next level!

Systematic Trend Trading

Troxler effect - stare at the cross for 10 seconds image

Systematic Trend Trading

Thank's C... my gut was telling me you could approach it visually, and it makes more sense to me anyway. I'm always suspicious of numbers as they suggest accuracy, I like the squishy stuff.

Systematic Trend Trading

Thanks Copernicus, I get the portfolio of risk adjusted systems - but how do you measure correlation?

Systematic Trend Trading

I have toyed with some very high RR systems - I should explore it again

Systematic Trend Trading

I personally don't think it matters what times you trade this system, some of the traders I worked with who trade this system think otherwise. If the entry criteria were more strict and the system generated less signals I would perhaps believe it. ...

Systematic Trend Trading

Have to put my hands up and admit this is an area I need to study, I need to move from system trading to trading a portfolio of systems.... lots to learn! I currently trade a small portfolio of systems over a small mix of instruments and timeframes ...

Systematic Trend Trading

Precision is curve fitting. Make your rules loose, trade weak signals, look for systems that generate lots of small losers and small winners, these are the systems most likely to catch the big winners. The more precision you add the less likely your ...

Systematic Trend Trading

Indeed, and really important to understand image

Systematic Trend Trading

Let's say you run tests on a system with a trail at 1R, 3R, 5R and 7R. You look at the results and you really like 7R because it has by far the highest returns over the test. At the same time it has the highest drawdown and most consecutive losses. ...

Systematic Trend Trading

All systems performing well at the moment and hitting new equity highs, in the past I would attribute that to 'good trading'. The reality is the markets are just giving me the conditions my system is looking for. I actually have no control but that ...

Systematic Trend Trading

Yep, it's surprising how many trades do go to unthinkable returns, you have to decide where to lay your hat and be ok with that trade off. I remember Tom Basso commenting on where is the best take profit and his answer being "never". If I was going ...

Systematic Trend Trading

not detracting at all C, love your posts on here. I worked for 15 years as a record producer and then retrained as a chef, I come from an art background so my approach is a bit more fuzzy, I'm assuming you come from a more scientific background so ...

Systematic Trend Trading