Trend strategies on commodities

Discussion in 'Commodity Futures' started by ssp729, Aug 6, 2020.

  1. Tradex

    Tradex

    In general the indexes are mean-reverting, meaning they respond better to overbought/oversold indicators like RSI.

    The best trending markets are the currencies (they exhibit strong directional movement across a multitude of time frames), the bonds and the interest rates.

    Some commodities, like corn and coffee, also trend well.
     
    #11     Aug 6, 2020
    CannonTrading_Ilan and Bandito12 like this.
  2. ssp729

    ssp729

    Absolutely. On my backtestings i got almost the same results as you said. Where, if it's possible, you recomend me to study this? A book or course?
    Thank you.
     
    #12     Aug 6, 2020
  3. Tradex

    Tradex


    Hi,

    I suggest you read Perry Kaufman's books (Trading Systems and Methods for example), he did some serious backtesting on various trend following techniques using dozens of different markets (equity indexes, commodities, Forex, stocks, bonds, etc...).

    The big winners?

    Trend following systems that use simple moving averages and Donchian breakout techniques.

    These simple strategies have been working for centuries, and still continue to outperform the market.
     
    Last edited: Aug 7, 2020
    #13     Aug 7, 2020
  4. ssp729

    ssp729

    Thank you Tradex. I´m looking already.
     
    #14     Aug 7, 2020
    Tradex likes this.
  5. easymon1

    easymon1


    Donchian Channel
    Trading Systems and Methods Donchian breakout techniques
    https://www.elitetrader.com/et/thre...t-right-here-baby.335635/page-16#post-5174912
    -
     
    Last edited: Aug 8, 2020
    #15     Aug 8, 2020
    ssp729 and Tradex like this.
  6. easymon1

    easymon1

    #16     Aug 8, 2020
  7. ssp729

    ssp729

    #17     Aug 8, 2020
    easymon1 likes this.
  8. Tradex

    Tradex

    @easymon1, you never cease to amaze me, your knowledge of chart patterns and technical analysis is really excellent, keep up the good work! :thumbsup:
     
    #18     Aug 8, 2020
  9. easymon1

    easymon1

    just following up one of Your ideas. you've mentioned this method several times so i figure there's gotta be something to it.

    i stick with the simple stuff on fast charts, hammers etc at support and resistance, starting dblTnB.
    but mos def open for suggestions and i like Donchian's backstory.

    SSP729's carrying the ball on this one.

    how to learn anything
    https://yippy.com/search?query=how+to+learn+anything

    It’s easier and faster than ever to become competent in a new skill.
    https://www.elitetrader.com/et/thre...t-right-here-baby.335635/page-14#post-5132019

    donchian's 20 guides to trading commodities.jpg
    https://www.trendfollowing.com/whitepaper/donchian-commodities.pdf
     
    Last edited: Aug 8, 2020
    #19     Aug 8, 2020
  10. %%
    Main problem for some, but profits for others;
    3 ways=
    uptrend,
    downtrend,
    sideways slop/chop slop.[
    I never could make my goals a lot with es;
    but spy/upro /spxs pays dividends/trends better sometimes]
    Silver may be trending /because local cash dealers are running buy ads...…………………………………..??
     
    #20     Aug 11, 2020