Trend strategies on commodities

[Tradex]

But it seems on ES, NQ i got mixed results on backtesting.

In general the indexes are mean-reverting, meaning they respond better to overbought/oversold indicators like RSI.

The best trending markets are the currencies (they exhibit strong directional movement across a multitude of time frames), the bonds and the interest rates.

Some commodities, like corn and coffee, also trend well.

 

[ssp729]

In general the indexes are mean-reverting, meaning they respond better to overbought/oversold indicators like RSI.

The best trending markets are the currencies (they exhibit strong directional movement across a multitude of time frames), the bonds and the interest rates.

Some commodities, like corn and coffee, also trend well.

Absolutely. On my backtestings i got almost the same results as you said. Where, if it's possible, you recomend me to study this? A book or course?
Thank you.

 

[Tradex]

Where, if it's possible, you recomend me to study this?

Hi,

I suggest you read Perry Kaufman's books (Trading Systems and Methods for example), he did some serious backtesting on various trend following techniques using dozens of different markets (equity indexes, commodities, Forex, stocks, bonds, etc...).

The big winners?

Trend following systems that use simple moving averages and Donchian breakout techniques.

These simple strategies have been working for centuries, and still continue to outperform the market.

 

[ssp729]

Thank you Tradex. I´m looking already.

 

[easymon1]

Hi,

I suggest you read Perry Kaufman's books (Trading Systems and Methods for example), he did some serious backtesting on various trend following techniques using dozens of different markets (equity indexes, commodities, Forex, stocks, bonds, etc...).

The big winners?

Trend following systems that use simple moving averages and Donchian breakout techniques.

These simple strategies have been working for centuries, and still continue to outperform the market.

Donchian Channel
Trading Systems and Methods Donchian breakout techniques
https://www.elitetrader.com/et/thre...t-right-here-baby.335635/page-16#post-5174912
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[easymon1]

trading with the trend

Backtesting Your First Trading Strategy
https://towardsdatascience.com/backtesting-your-first-trading-strategy-ad3977f3f2a
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[ssp729]

trading with the trend

Backtesting Your First Trading Strategy
https://towardsdatascience.com/backtesting-your-first-trading-strategy-ad3977f3f2a
-

Thanks! I am using tradingview to backtest

 

[Tradex]

@easymon1, you never cease to amaze me, your knowledge of chart patterns and technical analysis is really excellent, keep up the good work!

 

[easymon1]

@easymon1, you never cease to amaze me, your knowledge of chart patterns and technical analysis is really excellent, keep up the good work!

just following up one of Your ideas. you've mentioned this method several times so i figure there's gotta be something to it.

i stick with the simple stuff on fast charts, hammers etc at support and resistance, starting dblTnB.
but mos def open for suggestions and i like Donchian's backstory.

SSP729's carrying the ball on this one.

how to learn anything
https://yippy.com/search?query=how+to+learn+anything

It’s easier and faster than ever to become competent in a new skill.
https://www.elitetrader.com/et/thre...t-right-here-baby.335635/page-14#post-5132019

https://www.trendfollowing.com/whitepaper/donchian-commodities.pdf

 

[murray t turtle]

I am testing trend indicators on indexes, forex and commodities. It seems trend indicators work best on commodities...
I am missing something?

%%
Main problem for some, but profits for others;
3 ways=
uptrend,
downtrend,
sideways slop/chop slop.[
I never could make my goals a lot with es;
but spy/upro /spxs pays dividends/trends better sometimes]
Silver may be trending /because local cash dealers are running buy ads...…………………………………..??