Relyt... Curious to know the reasoning behind your trading approach other than going for the rare fat tail (e.g. the +129.5R on week 27)? By my calculation you're down -73.5R. If you examined your trade history, what would happen if you moved your ...

No Targets

Don, A BIG THANK YOU for your easy-to-understand explanation into the basic mechanics of order flow... this is one of the best threads on FF and IMHO should be a MUST-READ for every trader regardless if they're fundamental traders, indicator-based ...

Discussions on Order Flow/Volume

Wow, no offense, but me thinks you should have a bit of evidence to back up your previous five posts before you slander someone. Darren has shown that "this type of trading" CAN BE profitable considering that he has a full year of forward testing ...

Systematic Trend Trading

Congratulations on an awesome year Zoltan!! I bet 2020 will be a great one as well! Happy Holidays! Dave

My way to highway

Interesting... over 1500 trades in 38 days! Do your "deliberate" exits involve PA/TA with a hard TP/SL, or are you opening up trades and letting them run with a trailing stop?

Random entries - Let's take it to the extreme

Rennaissance, That's the conclusion that I've come to as well by way of extensive backtesting (see my previous post on backtesting random entries with specific exit strategies).... but the arguments - and copious amounts of DATA - presented by ...

Random entries - Let's take it to the extreme

Interesting... what exit conditions? Related to risk/reward or consistent PA/TA pattern? Please feel free to PM me if you don't wish to discuss on the open forum...

Random entries - Let's take it to the extreme

Cardard, You might want to read through 60minuteman's fascinating thread "Systematic Trend Trading". Both 60minuteman (Darren Littlewood) and FF member Copernicus discuss the aspect of random (i.e. trend) trading through the lens that the elusive ...

Random entries - Let's take it to the extreme

[quote=Copernicus;12609742]Hi B....back to your queries. It's been a long weekend and an exhausting one :-) Yep D. We let the data decide how far we look back when trying to identify that zone where outliers dominate overall price movement. At the ...

Systematic Trend Trading

Great question! You don't! But a volatility breakout system isn't dependent on a price pattern per se but rather on "non-pattern dependent" short-term price movement above (for buys)/below (for sells) the current price.

Systematic Trend Trading

Copernicus, I agree with your assertion about the importance of back-testing- to check if an idea has any "edge" to it, i.e. does the market structure that the idea is modeling have enough price momentum/follow-through in the direction of the trade ...

Systematic Trend Trading

Copernicus, The diversification approaches that you described earlier finally turned on the light bulb on how to overcome the constant loses... even Flotsom mentioned in several posts that he would have emotionally wrenching runs of long losing ...

Systematic Trend Trading

I'm also "re-posting" a post that I wrote several years ago regarding asymmetrical reward/risk trading that was first described to me by a former FF member (Flotsom).. If I had only taken to heart what he told me back in 2010... ...

Systematic Trend Trading

I wrote this several years ago, but by golly, wasn't reminded of it until I started reading through Copernicus's thread and Darren's thread. ...

Systematic Trend Trading

Darren and Copernicus, Does it really matter to extensively backtest any entry system? As Darren stated several times in earlier posts, if the math suggests that asymmetrical reward/risk over a LARGE number of trades is profitable, then conceivably, ...

Systematic Trend Trading

A big thank you to Darrin and Copernicus for these absolutely eye opening posts regarding asymmetrical reward/risk trading and the power of portfolio systems management... words cannot adequately describe the impact that these concepts will have on ...

Systematic Trend Trading

:+ ...

How much backtesting is enough?