Interesting! Trendfollowing "spot fx and/or options"? Why is it "and/or"? TF FX option prices directly?
Yeah thanks a lot it helps. May I ask regarding to "how long the the trend has already lasted and also a function of the velocity/strength of the trend." how would you handle those little spiky noise when measuring the velocity/strength of the trend? And do you use a percentage based trailing-stop? Thank you very much!
The more I think about this approach, the more I think it's a good idea... however, how do you pattern-recognize those small spiky temporary corrections in the trend? Then your leverage/position size will be jumping all over places, right?
think about a realized volatility measure. Also you may want to test cutting spikes out of the analysis data set. I dont wanna give away more, but basically testing those ideas got me to where I am today.
lol I heard some great traders who don't like to be in NYC and trade remotely from some small places all over the world...
Why not using a trailing-stop to let the profit run? --------------- And among all these heated arguments, nobody even defined "trend-following"... what are the entry signal for "trend-following" strategies? --------------- Without defining "trend-following" precisely, what conclusions can we draw?
Okay thanks a lot for your advice. You are probably 20+ years ahead of me. I will test your advice out and hopefully it can save me from getting killed in my portfolio in the coming week... On the other hand, I feel as long as the root is still TF, my portfolio will continue getting killed and squeezed until a clearer trend appears. The bad thing about TF is that the Sharpe ratios are typically very low and big profit may only appear after years of drawdown... (looks to me from a newbie's eyes)...
If I'm guilty by association with Proffesor Logic, it would seem by the same token you are just as much of a feckless, naysayer with no 3rd party verification as your banned bud chef/surf, but this is typical for "traders" with no algorithmic programming experience nor sufficient technological and educational background to verify such software with their respective claims. Mentally ill is an understatement, incompetent applies, too.