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I will highly appreciate if anyone can pitch me ideas for exits. Price below a certain moving average was a good idea, I tried it, it doesn't synchronize well with my system.

That is the question for me. Sometimes, I am late in identifying when the trend has reversed, and that takes away a good chunk of my profits.

No, I was just reading the book to think from a different point of view. The book is very critical of "following the market" or "trend-following".

I am trading stocks and the average holding period is 35 days. Yours?

I have been developing a trend-following system, but I am struggling to find a good exit. In other words, I exit too late, and take large losses towards the end of the trade. Overall, it seems like a profitable system, however, I need to find an optimal exit. HAs anyone got any recommendations...

Which instruments do you trade and how many? For each instrument you trade do you have the same strategy?

Hi, Where can I get historical End of day data for commodity futures for the last, say, 20 years?

So, suppose I pick stocks with low correlation (say I have 15 stocks in my basket), then I optimize my model on every individual time series and trade them separately, or I should use one set of rules for all those 15 stocks provided if those rules give me better results? What I am thinking is...

What would be a good way of filtering stocks apart from volume, correlation, price, etc?

Do you have the same rules for each stock you trade in? I think because I have the same rules, the trades come in clusters.

Yes, I would limit the max number of trades to 15 at a time and see the results. The returns will go down but I suspect so will the drawdown.

No, I didn't. The system took all the signals.

7.5 percent rule applies here. There is a lock and a stock can move only 7.5 percent up or down in a day here.

Thank goodness there is no overnight trading here.

Unfortunately, that website doesn't have the stocks from my region. The other issue I have with this approach is that, I am relying on a few winners, and I may stop those trades by limiting my universe. If I can take a leverage of 3:1, should I reduce positions in my existing trades in order...

I have a filter for stocks such that if the stock's price is less than a certain threshold the system wouldn't trade that stock. I am hoping that the stock with a price above that filter would not go to zero. Also, where I trade, there are locks, meaning that the stock's price cannot move more...

I am going to check this with a commodity broker. With stocks, however, the maximum leverage is 3:1, so I cannot take all the trades when they occur together. As a result, my actual returns (and drawdown) would be significantly lower.

There are no ETFs where I trade. No options, no derivatives, etc....and no shorting. Drawdown durations are painfully long as a result. There is no automated trading either, I enter trades manually.

Hello, My trading universe has 77 stocks. I am trading a derivative of the turtle system. The issue is that, because my rules are the same for each stock, I get a lot of trades in periods and then no trades in periods. There is no shorting of stocks where I trade, so I am incurring drawdowns...

Those who have been trading for 3-5 years or more, what has been your annual return and what has been your maximum drawdown? And, how do your actual results compare to backtest results?