Search results

The reason is simple , the results are decent and real. They are not blow the doors off so people get bored trading it. I am putting stuff together and we will have two new installments for this course by the end of the weekend.

Sub SimpleAdaptiveChannel(Mult) Dim MinMove Dim ChanLen As BarArray Dim ChanWidth As BarArray MinMove=GetActiveMinMove() ChanLen=Min(CInt(CyclePeriod((High+Low)/2,0)*Mult),100) Buy("ChanBuy",1,Highest(High,ChanLen,0)+MinMove ,Stop,Day)...

The first thing I want to make clear is we are not reinvesting profits so that 8.1% over the past 5 years is really underestimating what this system can do. In addition we are only trading a one lot here, not even balancing based on volatility. If we include money management, and use...

This threads purpose is to discuss what features would be most important to ET members in a trading platform. I really want your feedback

Forex seems like is a hot topic , do we have any Forex traders out there. Also what about basket trend following commodity traders.

The fact that it does well in some markets and badly in other is part of the point of a trend following system. The problem is you need to trade markets where you get break even or slightly below performance because they might produce major trends. Let's look at Copper for example, this market...

I want to see what percentage of people trading different instruments. We will select between Commodities Futures Equities Stocks ETF's Forex Mutual Funds I will allow combinations of these in the poll. I also would like to know why you are trading what you are...

We now have selected our core method. The next step is to build a finished system around it. We need to address several issues. 1) Open equity give back 2) Filtering false breakout 3) Risk control We will address these issues in future installments.

Kind of , The point is that they work on a large array of markets, even with the same parameters and have remained profitable over a long period of time. Long term trend following over the past 20 years has performed better than the stock market over the same period, and represents a...

Here is a interesting spreadsheet I created . I cut and pasted the custom report I created from the results workbook. It is a trade by trade report with three extra columns. Max Position Profit, Max Position loss, both of these are reported as positive numbers. The final column is the ratio of...

I have not tested it on stocks but in general stocks trade better counter trend then trend following at least for larger cap ones which is what I trade. I should test it on smaller cap ones. I am almost ready for our next step. I will be publishing a study in the next day or so showing...

Currently 1.25 is the best set of parameters. The only reason that I talk about 1.4 is that it was selected 10 years ago as the best set to use in the future. It has worked well over the past decade. I wanted to make a point that this method has had that long of a legacy and the results were...

Does anyone have any comments on the comparison of Adaptive Channel Breakout and the triple moving average crossover.

In our next lesson we will take a closer look at the Adaptive Channel breakout system. We will analyze the trades closer and use what we learn to develop our actual system. Trend following systems have several problems 1) Open equity give back. 2) Low percentage of...

Here is our next lesson. Let's look at the optimization for the triple moving average and our optimization for my adaptive channel breakout. Let's compare them and analyze which method is better. I have included the optimization spreadsheets for the triple moving...

The global macro generates a summary report for any system . Currently the macro code uses NetProfit/Drawdown to pick the best. You would just need to save a version of the macro and replace this block of code. The macro handles the rest. In version 2.0 , which is a free upgrade it will be...

I asked last night , what charts would you like to see from different markets and time periods so we can study how this system works. I want you to pick some so you can't say I am cherry picking charts when we start analyzing the system to improve it.

I am uploading the results for the 1.4 mult set of parameters. The orginal set used in 1996. The drawdown is higher than 1.25 set but remember this system was released 10 years ago with these parameters. Tell me some trades and markets you want to see and I will upload the charts for you.

Please Explain ? . I have supplied all the results in the spreadsheet including Trade by Trade , annual and monthly breakdowns. What do you want to see?, the trades on a chart ?

That is with $25.00 commissions and $75.00 slippage. Also this system is included free with TradersStudio.