James, I already have waveosc and trendosc plugins for dk, do you plan to realease new plugins for dk as soon as your research about trend following is finished (I mean plugins that combine wave and trendfollowing switching) ? thank you
Hi Lucciri, In Sep 2007 I started an open project on the BioComp forum to build trend following systems. I will continue with this. I will be building a minimal lag low pass filter that will be great for estimating the 'middle' of trends. I'll make this freely available to everyone, probably as a c# assembly so that wrappers can be built for any application. I will also be building an indicator of market confidence. This indicator will oscillate between zero and one. A value close to zero will be indicate low confidence in the direction the market will move and a value close to one will indicate that there is a high level of confidence in the direction the market is moving in. My plan is to use both of these indicators to determine when to apply trend following systems. I've built minimal lag filters in the past, so this is an easy one (similar to the JMA). I have the algorithm for the indicator of market confidence done, but it's not coded yet. I am really looking forward to building trend following systems. Kind Regards, James
Signal for Tue Sep 30, 2008 MOC: Short Trading Instructions for Tue Sep 30, 2008 None Open Position: Short 1 ESZ8 @ 1195.8 Total Net Profit: ($6,860.00) Hypothetical trading history is attached. Kind Regards, James
James, thank you for your honesty about those signals. I wanted to ask you if you've got any decent results with a portfolio of stocks.
Signal for Wed Oct 1, 2008 MOC: Short Trading Instructions for Wed Oct 1, 2008 None Open Position: Short 1 ESZ8 @ 1195.8 Total Net Profit: ($6,860.00) Hypothetical trading history is attached. Kind Regards, James
Signal for Thu Oct 2, 2008 MOC: Long Trading Instructions for Thu Oct 2, 2008 Buy 2 ESZ8 MOC Open Position: Short 1 ESZ8 @ 1195.8 Total Net Profit: ($6,860.00) Hypothetical trading history is attached. Kind Regards, James
I haven't attempted to model a portfolio of stocks. When I have some trend following systems in place I am planning to model the Swiss Franc and Live Cattle Futures. Kind Regards, James
Signal for Fri Oct 3, 2008 MOC: Long Trading Instructions for Fri Oct 3, 2008 None Open Position: Long 1 ESZ8 @ 1125.00 Total Net Profit: ($3,320.00) Hypothetical trading history is attached. Kind Regards, James
Signal for Mon Oct 6, 2008 MOC: Long Trading Instructions for Mon Oct 6, 2008 None Open Position: Long 1 ESZ8 @ 1125.00 Total Net Profit: ($3,320.00) Hypothetical trading history is attached. Kind Regards, James
Signal for Tue Oct 7, 2008 MOC: Long Trading Instructions for Tue Oct 7, 2008 None Open Position: Long 1 ESZ8 @ 1125.00 Total Net Profit: ($3,320.00) Hypothetical trading history is attached. Kind Regards, James