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Sorry - I have just realised that post is in the users section of the forum - not open to non TB users. I'll post the parameters here.

I just doubled clicked it and it worked fine for me. Random Entries: Sluggo produced a system for download on the TB forum to test Doc Van Parp's assertion about random entries: http://www.tradingblox.com/forum/viewtopic.php?t=3637&highlight=random The system had ceased to work since...

. Here is an equity curve of a triple Moving Average System suggesting that simple indicators do work rather well: System parameters are explained here: http://www.tradingblox.com/forum/viewtopic.php?p=38376&highlight=#38376 .

I fear I can not comment in any further detail on the equity curve I actually posted since I have used it for an article called "Tuning up The Turtle" to be published in Active Traders Magazine in their February 2010 issue. Full details of the actual system which generated it plus all the...

Here is the equity curve from a backtest of a relatively simple N Day breakout system with only a few parameters stretching back almost 40 years. I can not of course guarantee that it will continue to perform that well for the next 40 years.

Hmm, these sort of techniques seem to work fine for me.

Thank you for your post Jack. I am happy with both my design approach and my analysis. I do indeed find it useful to look at the very considerable achievements of the better known Trend Followers over many years and see nothing wrong in so doing: Dunn, JWH, Abraham, Druz - they have all done a...

Perhaps not - but the 1980s were not the dark ages. JWH made great play a few years ago about tracking futures markets and analysing them right back to their inception a couple of hundred of years ago. The Chicago Board of Trade was formed in 1848 and standardised futures contracts were...

I am happy to think that such a durable model may be possible. It is certainly what I have tried to design for myself and, using futures market data going back to 1970, I have made sure that my models are profitable in every time period during that time frame. In 2050 somebody trading such a...

Much to my amusement I note that my article is previewed in "Futures and Options Trader" December 2009, Vol 3, No 12 together with a picture. I must be careful not to make this sort of thing a habit. Pots calling kettles black and so forth.

I was asked to write an article recently for Active Traders Magazine. The subject I chose was the demise of the Original Turtle Rules as markets changed over the years. I assume it is going to be published this month or next. Explanations and charts abound. The article also sets out a few...

Herewith

TSGannGalt asks some intelligent questions. They present a good opportunity for the knowledgeable practitioner to demonstrate a firm grasp of his trade. I predict however that any answer from Trend Following is likely to be uninformative.

I believe you will find it on Amazon. It is called "A Practical Guide to ETF Trading Systems". You will find it under my name "Anthony Garner". Beware - this is NOT a book which will help you to make "millions in up and down markets"! It simply and methodically compares buy and hold to...

I think my post made it very clear that I understood and agreed with this point. We are talking about exactly the same thing, not two different things. My point is that in the infinity of time you MAY WELL see every variety of market possible coming round again and again and that therefore...

Yes, each entry ,exit and size decision is dictated by rules that have been created before that trade was entered. A good definition of mechanical. But this does not preclude, of course, the changing of rules in between trades. Which certainly seems to be what most CTAs have done periodically...

Intelligent readers of this thread (incredibly, there seem to be few) will have taken your points on board. On occasional recent visits to his multiple sales venues, I note that Trend Following has taken to naming any view that does not coincide with his own “100% bollocks”. I tactfully...

Unusual to get an intelligent discussion on this forum, so thank you for your input. It is good to provoke some thought for a change - that is what I have so appreciated about the TB forum. I have learnt a lot from various posters there in the past and continue to learn from intelligent posts by...

Markets DO change. Trend Following DOES work. Yes. Here are another couple of statements which will raise howls of anguish and disapproval: Prediction IS necessary in trend following. Discretion IS an integral part of mechanical systems trading. It is perhaps not "necessary" to...

No - "humping" is certainly not what it is all about. The expression as a verb refers to "sex" in Europe. As you know, the Trading Blox Forum is a place where people publish a lot of serious research and some very hands on practical advice. Elitetrader is NOT such a place.