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 […]

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 […]

New Indicators

Today I implemented several indicator ideas that have been on the backlog. Firstly I implemented the RAVI indicator. It seems to be a good indicator of trend strength and good for finding trends. Apparently it is superior than ADX as it is not as laggy. I made a slight variation so that the application of […]