Trend following system execution

[Sergio77]

I need simple trend following system that will play for real automatically.

Long if ma(50) > ma(200) - Short is ma(50) < ma(200)

 

[toolazy]

Long if ma(50) > ma(200) - Short is ma(50) < ma(200)

Great thanks - looks like that is exactly that !

1. bite bullet and buy at present levels, have stop 500 pips below and have stop = max (initial stop, ma(50) < ma(200)).

So having $ 5K stop yields position 80k.

2. buy when TL actually broken, with stop. As there will be many doing same thing good chance stop will be taken out. and may have to have 3 bullets...

Not too exciting prospect.

thks, will have to think this more. Does not look like this gives ability to compound much.

Maybe have to look at several similar markets and switching from stretched one to one that is about to catch up.

 

[murray t turtle]

so what do you suggest is better way ? I have no money left to add to straight (no stop) position, only can start trading system (s) with stops. No good with TF systems and do not have time to follow real time.

This is my prediction, once TL broken. Example chinese market where i got similar setup. Market strongly trending, however I need stops.

I already started exiting gold positions at very low rate, so have cash ready for redeploy.

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I like his 50 ma +200 moving average system; but i would not use a 200 period with weeks, 50 week moving average can be real helpful. ToLA; Even more important,I would not divide capital into 5 bullets; but 10 bullets, or 20,, or 50 so to speak, bullets is standard size package .Its too easy to be wrong 5 times LOL

 

[brucelevy]

You might need to get a little more creative than a moving average crossover to have something robust. That's just what I've found according to back testing.

 

[murray t turtle]

You might need to get a little more creative than a moving average crossover to have something robust. That's just what I've found according to back testing.

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I agree BL; if i had waited 200 days 0r crossover for 0il.........; i would do some more testing.LOL