Universal Trend Trading

Discussion in 'Journals' started by luckyputanski, Aug 4, 2011.

  1. achilles28

    achilles28

    Price is always trending, regardless of instrument.

    Try a lower (or higher) timeframe. Ex sub-1 minute. You'll be surprised.
     
    #121     Feb 21, 2012
  2. I trade daily bars only.
     
    #122     Feb 21, 2012
  3. achilles28

    achilles28

    I looked at a few of the trades.

    Seems you sell the bottom and buy the top.

    Also, your stops are too wide and your entries are too loose.

    Why are you selling the bottom and buying the top?

    More specifically, you need to change how you define trend.

    That USDJPY trade you missed a gigantic rally (Feb 2). And prior, you missed a gigantic sell off (Jan 25).
     
    #123     Feb 21, 2012
  4. Wide Tailz

    Wide Tailz

    Since we're all speculating, I guess I'll throw this out there........

    Universal strategies came of age before the era of walk forward optimization. If a strategy could turn a profit on many different markets, it was considered robust. Perhaps that has changed with the widely available computerized testing that comes with many amateur level platforms. From the few sources I've drawn from on this, a non-universal strategy that was qualified during WFO and is periodically reoptimized seems to be the industry standard, especially if it is part of a portfolio of noncorellated systems.

    But I'm no insider. Maybe Covel knowz.

    :D
     
    #124     Feb 21, 2012
  5. I trade a single trend following strategy, backtested on 40 years of data. If I come up with something better, I will change, but so far - that's the best I have.
     
    #125     Feb 22, 2012
  6. An interesting theory, but I find it difficult to believe. If a strategy was working 40 years on dozens of markets (and then checked for fun on different markets - working there as well) and had a new equity high not so long ago (just after I started this journal), I find it hard to believe that it stopped working exactly now. It is possible, but come on, what are the odds?
     
    #126     Feb 22, 2012
  7. Sold GbpUsd @ 1.56642

    Account Value 216k
     
    #127     Feb 22, 2012
  8. achilles28

    achilles28

    How is trend defined?
     
    #128     Feb 22, 2012
  9. I can't disclose system's details at the moment, but I look at very long term trends. My longest look up period is 1 year.
     
    #129     Feb 23, 2012
  10. Closed GbpUsd with loss -2592

    Account Value 210k
     
    #130     Feb 24, 2012