More aggressive Trend Strategy

The Trend_Rev strategy has been able to produce some good backtesting results, and now I am running it for AUDJPY for two different time frames, and currently optimizing on other currency pairs. When looking at EURGBP.m5 across the 2008-2009 period, I noticed a rather long trend in December 2008 where the strategy did not trade […]

The Watch and Time Duration Stop

The Watch I created a new monitor strategy called The Watch that sends an email whenever there are any changes to the closed trades table. I find this much more useful than specifically monitoring trade by trade. Time Limit Often I read about strategies that try to exit before the close of the day, or […]

General Strategy Improvements

Automatic Amount Calculation While in Italy, I experienced a series of loss trades that, overall, were larger than expected. As the stop amount moves around for every trade, sometimes it can be large and sometimes smaller. This means using a fixed amount exposed me to greater risk occasionally, and unfortunately I lost. I have now […]

Trading Errors

Since going live I’ve had a number of trading errors and now I’ve finally got to the bottom of two I believe. The first was simple. The new trending strategy was giving me an “Access Violation” error when it tried to trade. After spending a while trying to reproduce this and debug it, compared to […]

First Live Trend Strategy

Ok after a lot of testing I have finally decided on a set of parameters for the TREND_REV strategy I developed. This parameter set makes money during the GFC period and the recent years. It seems to offer a good balance of trade aggressiveness and trend length. Combined with the superlong trend confirmation, and the […]

More on Trends

It seems trying to make sure we only trade in the big trends equates to longer MAs which equates to late entries and exits. Late entries = missed profit opportunities and late exits = losses at the end of the trend… In the below screenshot we can see that the trend was well established but […]

Trends Continued

After doing some backtesting on my strategy, I’m getting some good numbers but there are many missed opportunities. It turns out, some kind of combination of Trend Strategy 1, and Trend Strategy 3 (Trend Pop) would be ideal. In the picture below, even though the TRENDDIRECTION indicator has established the trend, the CCI and SSD […]

Making Money on Trends

There are many different opportunities for Trends. Here is what I have discovered. 1) Entry on a slight reversal in a strong trend. So the trend loses a bit of strength which provides an optimal time to enter and continue riding the trend. The example below is from AUDJPY –Mid March to Mid April 2011. […]

Oversold vs Not Overbought?

So interesting point I noticed today that might be worth keeping in mind for future reference. Often we think about an indicator value crossing some limit to mean something, for example, in SSD if it crosses over the overbought line then it is overbought. Likewise if it crosses under the oversold line then it is […]

Back to Trending Strat

I’ve spent the last week and a bit doing more research and studying. I need more strategies to supplement the two simple strategies I have running now – the continuation and the panic/retracement strategy. It is said the market can do one of three things, Go Up, Go Down, or Go Sideways. Currently, I don’t […]