OK, thank you for organizing this. I will backtest manually some other markets.

Diversified Trend Trading Approach

Well, EA doesn't work on 1h.... I am trying to hire programmer which will make EA working in every TF

Diversified Trend Trading Approach

Dynamic portfolio with 2 positions maximum in sub-sector yielded such results: image

Diversified Trend Trading Approach

1. Use 1h 2. After MA cross put pending order over last candle high/low or last (x) candles low/high

Diversified Trend Trading Approach

My thoughts concerning portfolio construction for Karma: 1. It would need to be uncorrelated static portfolio of let's say 14 markets. Is it diversified enough? 2. If we would allocate max risk of 0.5% per market then whole Karma portfolio heat ...

Diversified Trend Trading Approach

Thank you for your valuable input, Pip. Please share what would be better alternative to ATR.

Diversified Trend Trading Approach

I am on 1% of capital. So it changes with capital. It is not constant. Entry on gold vs breakout. image

Diversified Trend Trading Approach

And the MAR ratio? Do I calculate it correctly? 50.2%/7.31% = 6.83

Diversified Trend Trading Approach

So here it is. All is the same as in 30M test, except this: 1. Position is 0.75 ATR daily. About 5 full SL hit during year. 2. Time frame is 1h +50% profit in a year.... so we put portfolio of 20 uncorrelated markets and we get conservatively ...

Diversified Trend Trading Approach

H1 test of same period is coming up.

Diversified Trend Trading Approach

1 year of Karma of NZDJPY from 1 Sep 2011 to 1 Sep 2012 Using Dukascopy, so spread is included. Position: 1 daily ATR 1% of account (compounding) M30 TF Result: +35% image image image My reaction: image

Diversified Trend Trading Approach

30m testing but seen on 1h time frame. Less whipsaws, but with worse exits and entries. If you are worried about SWAP, I think length of trades is similar to 30m, but much less losses. image Another idea: 1. Entry according to M30 2. Exit ...

Diversified Trend Trading Approach

Great stuff. I start to backtest too If you want to have actual ATR value from the past, you can use attached indi. ATR daily values on NZD JPY changed from 110 pips to 55 pips in matter of 2 months. Open daily chart too and put it there. Must have ...

Diversified Trend Trading Approach

Wowzers, this should pay for a lot of losers.

Diversified Trend Trading Approach

Yep, but some of them are over 1 month old.... You know as ancient saying goes: image You gotta catch them all, these trends.

Diversified Trend Trading Approach

So soon? No offset then? image video currently in such at 1 of 3 brokers: image How is your bond sector doing? /just teasing T-note short soon: image

Diversified Trend Trading Approach

We have some moves today. Ready to short gold? image

Diversified Trend Trading Approach

Kama in sanskrit means lust, so I don't know about this Diversification + even slight edge = win

Diversified Trend Trading Approach

EUR TRY filled with a bang and whole TRY sub-sector is on the roll: image video USD CHF got new wind and Swap is positive for USD CHF longs....so it is also a carry trade.... already 1.5 month old image

Diversified Trend Trading Approach

This is all to your credit. You found Kaufmann, his book, this site with its application to stocks. I just found the indicator and was little stubborn This would be good addition to momentum following arsenal which is not based on breakouts. ...

Diversified Trend Trading Approach