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My system generated a sell signal yesterday. Short CAD futures. I think I feel sick.

Wait! Your Ebb right? Andy Griffith man myself

When I say "pure price" I just mean where the price is right now. Not 5 minutes ago or where I "think" it will be tommorrow. To me anyway, non-diluted price is all I really know. Personally, I don't think it matters how you look at it timeframe wise. That is a personal choice. I use the daily...

My system just generated a long signal on USDCAD. This means I have to buy at the close. It is a scarey feeling. I think I feel sick.

Sorry I did not see your post. You already answered it. That's a lot of mouse clicking. I like to take a nap during the day.

Jack - interesting approach. I understand what you are saying, but you have to identify properly the s&r points. This is really the same issue as indentifying when to reverse in a passive system. As you alluded to, this requires predictive variables, which I do not want in my system. I only use...

My weakness has always been..... how do you identify when to stay out of the market? How do you identify consolidation periods effectively so you can wait on the sides? This is difficult for me to put into code. In fact, I can't even write it out in English so I am comfortable with it...

I have been having some general thoughts lately on trend following. In some ways, the trend of trend following is in a consolidation mode. Shaking out all the weak hands. I think it is going to breakout and re-trend again for the next few years. I won't argue that markets have changed...

Ron, Thanks for the input. Do you mind sharing in general terms a little more about "how" you traded it? How many days were you in the market on average moving in a certain direction? Do you still trade currency futures? using a mechanical approach? Thanks again for the input. It was...

Also there is a VolatilityStdDev function VolatilityStdDev (Function) Disclaimer The VolatilityStdDev function calculates the statistical volatility, sometime called historical volatility, based on a standard deviation of closes for the number of days specified. Syntax...

good info trend guy. Do you use this formula in your design? In TS, there is a volatility function as follows Volatility (Function) The Volatility series function measures the market volatility by plotting a smoothed average of the TrueRange. It returns an average of the TrueRange...

I was curious if anyone here uses a passive trend following methodology. In other words, an "always in" system that reverses based on certain conditions. Any comments or ideas on this? How do you handle position sizing or other? r