Recent Content by AlexCh

  1. Fully automated futures trading

    I trade Rob's canonical static system (almost), with momentum, breakout and carry rules. Plus the 'volatility regime' from Chapter 13 of AFTS. The...
    Post by: AlexCh, Oct 10, 2024 in forum: Journals

  2. Fully automated futures trading

    Hi all! How are you doing in gold this year? Looking at the spot chart, it seems like we had a great trend. But my unweighted pnl for Jan-Sep was...
    Post by: AlexCh, Oct 8, 2024 in forum: Journals

  3. Fully automated futures trading

    Is it possible to test a simple filter using pysystemtrade: do trades only if they have the same sign as the ewmac (1,4) rule forecast?
    Post by: AlexCh, Jul 2, 2024 in forum: Journals

  4. Fully automated futures trading

    I suggested that you could wait for a relatively low expected risk before adding capital. Smaller positions, lower trading costs, less chance of...
    Post by: AlexCh, Mar 27, 2024 in forum: Journals

  5. Fully automated futures trading

    1) When you increased your futures account, did you pay attention to the low expected risk level of your portfolio? Or low level of leverage? 2)...
    Post by: AlexCh, Mar 27, 2024 in forum: Journals

  6. Fully automated futures trading

    Hi, Rob! In the fifth chapter of AFTS you give an example of long only trend following strategy. You note that risk targeting misses the target....
    Post by: AlexCh, Nov 21, 2023 in forum: Journals

  7. Fully automated futures trading

    Hi, Rob! As you blogged repeatedly in your April annual reports, you have a long only portfolio of stocks and ETFs in addition to systematic...
    Post by: AlexCh, Nov 16, 2023 in forum: Journals