Trend following system execution

Discussion in 'Automated Trading' started by toolazy, Jun 7, 2016.

  1. Sergio77

    Sergio77

    Long if ma(50) > ma(200) - Short is ma(50) < ma(200)
     
    #21     Jun 11, 2016
    userque and Simples like this.
  2. toolazy

    toolazy

    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.
     
    #22     Jun 11, 2016
    Simples likes this.
  3. %%
    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
     
    #23     Jun 13, 2016
  4. 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.
     
    #24     Jun 17, 2016
    murray t turtle likes this.
  5. %%
    I agree BL; if i had waited 200 days 0r crossover for 0il.........; i would do some more testing.LOL
     
    #25     Jun 17, 2016