Range Breakout: Conclusions

So I’ve finished up my research on the breakout strategy described in the previous post. While I think it has some merit, I couldn’t find a configuration that produces a sufficiently high expectancy for me to run it long time. I did find acceptable configurations for AUDUSD, AUDJPY, GBPAUD, and GBPJPY. If you email me, […]

Breakout: A different kind of trend strategy

The previous trend categorization work is being put on hold. I’ve spent a little bit too long on this and there is so much to look into in FX, I don’t want to get bogged down on a particular idea. Overall I think the trend categorization idea is great, because it will allow a strategy […]

When 337 pips isn’t enough

The last few days I’ve been watching an uptrend in GBPJPY. My interest was sparked when my Shock and Retrace strategy, on the 1 minute timeframe was triggered. If you’ll recall, FXCM asked me to run the strategy at 1m timeframes to gather some data, which isn’t what the strategy was designed for but I […]

The Characteristics of a Trend

Ok so I’ve completed the oscillator that I was aiming for, but unfortunately I didn’t quite get what I wanted. It is working as designed but it isn’t as useful as I thought it would be. However, it has definitely given me much food for thought and I have come up with some useful ideas […]

Categorizing Trends

Ok so I have done a couple of days work on this trend categorizing and I am making some progress. I have put together a new indicator, currently called TrendF, that attempts to identify the trends. I thought about this a lot and tried many things. We obviously want to focus on the gradient of […]

Fleet of Strategies

Continuing the thoughts from the November 1st post, we concluded with the mandates Your strategy should behave in all types of markets The markets are always changing, and the configuration must change too. Indeed, I know it is not possible to make a perfect strategy that works all the time (10th July post). At this […]

Revisiting some indicators

I have been looking for a way to improve my strategies and today I went back and did a bit more research into some indicators – this time DPO, RVI and RAVI. The following page was interesting for DPO. It talks about the price being above or below a shifted moving average and the values […]

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 […]

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 […]