Sorry DJo, I missed this question. For this test I have been waiting for a close over 7R and then trail at 6R, over 8R, trail to 7R etc etc, If it breaks over 10R I trail where feels right. Don't get bogged down too much in specifics though, in ...

Systematic Trend Trading

revisiting the random walk, levy flight diagram... When you plot these movements on a Japenese candlestick chart it appears ordered, patterns appear in the randomness. image image

Systematic Trend Trading

one win in the bag and a nice stack of shorts built on EJ... could be a big week... waiting game with a heavy dose of uncertainty image

Systematic Trend Trading

Something I strongly disagree with is this mantra of finding a strategy that fits your personality. You need to find something that works and adjust your behaviour accordingly. Most people have no idea what their personality is, how to measure it or ...

Systematic Trend Trading

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Systematic Trend Trading

more good stuff url

Systematic Trend Trading

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Systematic Trend Trading

Trading and the problem of random reinforcement In Beating the Financial Futures Market (Wiley, 2006) Art Collins makes a case for systems trading over discretionary trading. His argument is that the very nature of markets works against the ...

Systematic Trend Trading

Seeing Complexity Visualizing Complex Data Sharks, the S&P 500, and lévy flights url image

Systematic Trend Trading

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Systematic Trend Trading

I loved following the cricket World cup, what made me giggle was how often the forecasters/experts got it so wrong image image

Systematic Trend Trading

a very smart fellow, I studied all the wrong things at school.

Systematic Trend Trading

"In markets, monte carlo "testing" provides some value, but the fact that it masquerades as providing additional rigor, and comfort, is both erroneous and deceitful. Why? Because there are so many more potential paths in the open future than have ...

Systematic Trend Trading

Finally broke below my trail level, just need a close now. Most of my trading is waiting, what I don't need to do is make judgements about where the market will go - that is for a reason, I have not seen evidence that humans are good at it in these ...

Systematic Trend Trading

hopped over to your thread last night, brilliant stuff!. Loved the post about following or predicting, not seen it explained that way before and you have a real talent for writing.

Systematic Trend Trading

696 posts and no haters, damn it's quite nice over here in the commercial section

Systematic Trend Trading

thinking you know where the market is going is only going to make you look stupid in the long run image

Systematic Trend Trading

Some more on 'slim edges', slot machine pay out ratios for casinos and online gaming. As you can see, the small 2-5% edge is all that is needed image

Systematic Trend Trading

the obvious argument is trailing your stop sooner, say at 4R, which would put me at +12R in wins and -8R in losers for a net +4R. Instead, I am at a net of -11R. In the short term 4R is better than 7R but what about the long term? Even in the long ...

Systematic Trend Trading

been holding this short for 10 days, it was within a few pips of my first trail point (+7R) before coming all the way back to a drawdown and is now approaching my first trail mark... things that work long term can feel totally irrational in the ...

Systematic Trend Trading