trading system

Hello, I have implemented Clenow's rotational system from the Stock on the move book - monthly rotation, calculations on daily bars. The system has five parameters and after optimization phase I reached CAR to MaxSysDD ratio almost 1. Trained on S&P500, past 13 years. Trading was done at opening...

G'day all, Hope the markets are treating you well. Being a person to try and take something positive from a bad experience I've been reviewing how my systems performed during the COVID March sell off to see if there is anything I could do to improve my system performance for similar future...

For those interested I ran an optimisation on my PositionSize for one for my strategies I am playing with and bellow are the results. Before Fixed PositionSize is 10k After is a mixture of 5k to 15k and definitely not what I would have expected VolatileBear, 15000 QuietBear, 5000 QuietBull...

Happy Monday Y'all (gotta try and be upbeat in these troubling times), So all my systems are off and I'm 100% cash (no surprises there, right). Anyway, I found myself with a bit of spare time these days so I thought to myself instead of picking useless fights with forum trolls I'd bring my...

Tried option trading 30 years ago, you know - the three legged stool thing -1) money management, 2) system for entry and exit and3) DISCIPLINE to adhere to the rules in the first two legs. First two were successful but crashed with discipline. Still have money management skills and...

Greetings All, Over the past eighteen months I've been kicking around a few ideas for a monthly based systematic trading system. About three months ago I got serious about developing and testing the system and I'm reasonably happy with the system's performance and I'm now at the stage of...

All, I am working on my weekly system and by default it appears that people scan after Friday's close and buy on Monday's open. I have often thought that buying on a Friday would be a better option (price) for an entry as people might be closing out their positions prior to the weekend. Now I...

Following both a change of circumstances and the trigger of the Dump it thread by Skate, I decided to plunge again into system trading. Based on code provided initially by Skate and after discussions with @Lone Wolf, @Newt, @jjbinks and @Habakkuk and @Wyatt, I heavily tweaked the initial code...

Hello traders I present my scalping with price action system. Is a system automatic. I have been working on this project for more than 2 years that finally comes to light. After many tests I can already say that it is profitable. He works in the major currency pairs. The profit can be of...

Hi all, First post here! I'm curious to see if anyone else uses the Piranha Profits trading system by Adam Khoo? He is a technical swing-trader and has a number of videos and How-To's on YouTube, as well as a daily alert system. He has (imho) a very good money management and risk management...

Hi All, So I thought I'd join in the conversation around trading systems as this has been something I have been interested in over the last 13 or 14 years. I've built a few over the years that I have used on and off, but, generally, I was never 100% committed to them as I used to spend 10...

Which index of stocks would be better for a mean reverting strategy?

In this topic, I will trade on the trading system «Masked money ». Maybe you'll like the definition of a major player in the market.

Hi All, I'm very new to this platform and I thought that I would come here because this forum has lots of activity .. I've just purchased Gregory Mannarino's Evolution System which is based off Fidelity Active Trader Pro in the US, now Australians can't get access to that trading platform...

Hey guys/girls, I've been a long time non-contributing reader of ASF - hopefully this thread will be a good start to correcting my imbalance. The purpose of this thread is to provide a diary/update-log for two systematic equity trend-following portfolio's I run (a SMSF Portfolio and...

Hi All, To begin with, I am a total newbie in stock trading (embryo, in fact), and this is my first post here, so apologies in advance for inappropriateness etc. I am contemplating over Reverse Scale Strategy (from Five Minute Investing by Braden Glett) for long term trading. It appears to...

Curious to know when you guys build a system, what are the stats you look for ie. returns vs drawdowns etc. What are the minimums and maximums that you would look for to make it a viable system?

Hello, Over the past 4 years i have been working to develop a system that can predict weekly moves tracking all companies listed in the ASX100. I have refined this now to the point where i get on average an accuracy rate of 95.65% With percentage gains averaging 1.62% per company per...

Hello, I am starting a trading journal here were you can see how I trade with my system NL smoothed forex scalping Frankfurt ,London open till pound news 28 7 2015 https://www.youtube.com/watch?v=S4Dcx37gH3w&feature=youtu.be Today I have recorded in video all the morning European...

Greetings -- The International Federation of Technical Analysts, IFTA, (of which the ATAA is a member) has asked me to present a series of webinars related to the development of trading systems. The first, entitled "The Four Faces of Risk," was presented as a live webinar on Wednesday...