5min/1h TrendFollowing on ESTX50, SMI, & GBL

Quote from KS96:

Discretion is in the mix all the time.
Are you trading ESTX50 ?
Actually I do... and currently trying to find a more systematic way to enter positions - while keeping position size and exit discretionary. Finding the right balance is no piece of cake ;)
 
Interesting to see an all EUREX trio in action.

Out of curiousity, have you backtested your strategies? Do you find it performs better, worse or the same after inside days etc?

AM
 
Quote from alpha_monkey:


Out of curiousity, have you backtested your strategies? Do you find it performs better, worse or the same after inside days etc?

AM

I am using lots of discretion, but I've backtested specific conditions for entries and exits. What I am trying to do is to avoid getting caught in chopping markets (I am not fading, I am trendfollowing). In-n-out until some trend sticks and I manage to establish position in the longer 1h timeframe. I keep overnight/overweekend, but I reduce the risk. Then the money usually comes.
 
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