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.
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