Why? This is 50x-100x the risk level most successful traders use (1% - 0.5% per trade). Sure there's alot of new traders and short term traders...
The chaos continued another day, as the stock market recovered slightly the trend following portfolio had its worst correlation day to date - 95%...
Yesterdays chaos - stopped out of: -M2K medium term (Russell), still in long term -SXF medium term (Canada TSX), still in long term -MES short...
Without getting all ra ra kumbaya about it, I do have a few thoughts on the topic and not everyone agrees but it's my opinion FWIW. Firstly it's...
Some pain porn, stopped out of Malaysian Palm Oil (long) first position today. Been weeks since stopped out of anything. Quite the double top on...
A few things make the out of sample / live trading more likely to work: a) Longer timeframes: daily bars (or even weekly bars), long lookback...
While I'm happy that Coffee is trying to make a comeback, I'm shocked and amazed that Cocoa just can't take a break from up only. I'd never have...
Can also test the rules on non-crypto , to make sure it's not just making money due to the big outlier bull runs crypto had. Doesn't have to make...
Last couple of days: -Stopped out of Milk Short and exit Sugar Long (I like my Coffee black no sugar anyway) -Long 7x Micro Gold, 1 system -Long...
Clenow's book is pretty good, I've done something similar to the moving average trend filter. RealTest I was already using for stock trading, so...
I only use the API to place orders (via Realtests OrderClerk tool). The data I get is from CSI data, which is end of day daily bars -...
I guess most people have something to sell (courses, systems, subscriptions etc). Probably thinks this is yet another business post. Not many...
Charming way to say hello, good day to you too. Real money = yes, otherwise what's the point wasting time on it. If your questions are more...
Had some thoughts on the weekend that gains would pull back, I was expecting it to be Coffee and Cocoa pulling back. Turns out it was Bitcoin and...
This ends Month #1 of the system, nothing but ecstatic about what the market did to my positions yesterday. Without a doubt the biggest one-day...
This is a cool idea for a thread. I'll try and post my loss thoughts in my journal as well, though I've lost so much money over the years I start...
I added contract rounding up for the sizing of new positions: in the case where sizing is between 0.75 and 1.0 contracts the system will now take...
Number of contracts formula is: PercentRisk * AccountAlloc / RiskPoints. RiskPoints is the value in USD of X number of ATRs (X is the average...
Trading started on 6th November. As per advice from Andreas Clenow's book, and my own testing - all current positions from the backtest were...
I've spent a lot of time working on a trend following system this year, and started trading it in November. The amount of retail systematic trend...
Separate names with a comma.