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60minuteman replied Jul 24, 2019yes, counter to the obsession of adding entry filters.
Systematic Trend Trading
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60minuteman replied Jul 23, 2019nice to see how the entry system which appears a bit random systematically sells at the high of each day... perfect for trend trading image
Systematic Trend Trading
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60minuteman replied Jul 23, 2019big week coming - all trades still running but trails about to trigger... this is what I wait for image
Systematic Trend Trading
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60minuteman replied Jul 23, 2019It will work on all timeframes and instruments. For it to work you need to observe trends and/or strong moves in one direction, more liquid markets tend to be more reliable and I have found good results in the major currencies, commodities and ...
Systematic Trend Trading
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60minuteman replied Jul 23, 2019"Your cognitive biases won’t cease to exist just because you read about them in a book. The best chance we have of accomplishing our financial goals is to remove ourselves from the tasks we’re just not very good at."
Systematic Trend Trading
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60minuteman replied Jul 23, 2019a little more on type 2 errors and entry systems. My trading is based on capturing moves that go further and continue longer than the average - a small number of big winners, nothing new, often called trend following. When considering my entry I ...
Systematic Trend Trading
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60minuteman replied Jul 23, 2019As these tests all expect a low win rate we never include compounding, risk is set a x% of the starting balance and remains constant through the whole test. Because you get so much variance in the sequence of winning and losing compounding can make ...
Systematic Trend Trading
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60minuteman replied Jul 22, 2019not much to do when youre a systematic trader, have to find other things to amuse yourself image
Systematic Trend Trading
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60minuteman replied Jul 22, 2019"Truth is like poetry... but most people fucking hate poetry" watching the big short, thought Moneyball was great too. Any other suggestions?
Systematic Trend Trading
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60minuteman replied Jul 21, 2019Having a sub 20% win rate sounds impossible to bear. But, just by reframing the data you can make the task more manageable. Weekly win rate 50% image Just a little bit of patience
Systematic Trend Trading
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60minuteman replied Jul 21, 2019Over every test I have performed, substituting candle stick patterns for the entry signal has always reduced performance. Their weakness is not inaccuracy but in missed opportunities.
Systematic Trend Trading
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60minuteman replied Jul 20, 2019I imagine even longer MA's would have performed well. The thing to be aware of though is that all MA's were very profitable and importantly - the best parameter (MA) during the test is a reflection of the market characteristics during that test and ...
Systematic Trend Trading
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60minuteman replied Jul 19, 2019Week 47 +5R Results: 405 trades, +85.5R Week 1 +4R Week 2 -14R Week 3 -2R Week 4 -3R Week 5 +3R Week 6 +4R Week 7 -7R Week 8 -10R Week 9 -4R Week 10 -13 Week 11 +21 Week 12 +6 Week 13 +14R Week 14 -3R Week 15 +15R Week 16 +19R Week 17 -6R Week 18 ...
Systematic Trend Trading
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60minuteman replied Jul 19, 2019The danger of making assumptions over short runs: Coin flip win rate over runs of 30 flips - massive variance *respect to Rivo for data image
Systematic Trend Trading
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60minuteman replied Jul 19, 2019A commodities test image I avoid trying to look for specifics or optimal parameters with these tests, look at the big picture. Simple strategies run over long samples with high RR and uncapped upside offer a slim edge - that's enough and robust, ...
Systematic Trend Trading
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60minuteman replied Jul 19, 20191000 trade tests EJ & GJ -moving average for direction -single H1 breakout entry in direction of MA -1R trail starting at various R targets *respect to Reima for data mashing url
Systematic Trend Trading
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60minuteman replied Jul 19, 2019"For almost two centuries, Spain has hosted an enormously popular Christmas lottery. Based on the payout, it is the biggest lottery in the world and nearly all Spaniards play. In the mid-1970s, a man sought a ticket that ended in 48. He found a ...
Systematic Trend Trading