I will highly appreciate if anyone can pitch me ideas for exits. Price below a certain moving average was a good idea, I tried it, it doesn't...
That is the question for me. Sometimes, I am late in identifying when the trend has reversed, and that takes away a good chunk of my profits.
No, I was just reading the book to think from a different point of view. The book is very critical of "following the market" or "trend-following".
I am trading stocks and the average holding period is 35 days. Yours?
I have been developing a trend-following system, but I am struggling to find a good exit. In other words, I exit too late, and take large losses...
Which instruments do you trade and how many? For each instrument you trade do you have the same strategy?
Hi, Where can I get historical End of day data for commodity futures for the last, say, 20 years?
So, suppose I pick stocks with low correlation (say I have 15 stocks in my basket), then I optimize my model on every individual time series and...
What would be a good way of filtering stocks apart from volume, correlation, price, etc?
Do you have the same rules for each stock you trade in? I think because I have the same rules, the trades come in clusters.
Yes, I would limit the max number of trades to 15 at a time and see the results. The returns will go down but I suspect so will the drawdown.
No, I didn't. The system took all the signals.
7.5 percent rule applies here. There is a lock and a stock can move only 7.5 percent up or down in a day here.
Thank goodness there is no overnight trading here.
Unfortunately, that website doesn't have the stocks from my region. The other issue I have with this approach is that, I am relying on a few...
I have a filter for stocks such that if the stock's price is less than a certain threshold the system wouldn't trade that stock. I am hoping that...
I am going to check this with a commodity broker. With stocks, however, the maximum leverage is 3:1, so I cannot take all the trades when they...
There are no ETFs where I trade. No options, no derivatives, etc....and no shorting. Drawdown durations are painfully long as a result. There is...
Hello, My trading universe has 77 stocks. I am trading a derivative of the turtle system. The issue is that, because my rules are the same for...
Those who have been trading for 3-5 years or more, what has been your annual return and what has been your maximum drawdown? And, how do your...
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