Trading Strategy: Defining Trend

An update on how my strategy development has progressed over the last two weeks. Nearly all of it has focused on Crude Oil. Continue reading

Posted in Financial Markets 101, Testing, Trend-Following Strategy | Leave a comment

Trading Journey Reflections (edited)

Updated on 18th June 2017:

This blog post was originally published in early June 2017.

This blog post took a look at my current state of FX and futures trading and listed a bunch of issues that I am presently faced with.  The discussion was very honest, transparent and written in a very reflective manner.

The post basically listed a whole load of  problems, and it did not propose any potential solutions nor any action plan.  Obviously that might not be construed as being constructive.  Yes it contained some hard truths and a good snapshot of issues, but it was very negative and probably rubbed some people up the wrong way, in part because it could easily be interpreted as throwing some fault at other people, and that’s the last thing I’d want to do, to people who have given so generously with their time and effort.

For that reason, I decided to remove the content of that blog post.

Posted in Financial Markets 101, Psychology | 3 Comments

Measuring Trend in testing models

In working on my testing models, I just realized an error I have made in my approach – specifically in measuring the trend.  Thought this was worth to quicklyTIP OF THE DAY share – a type of “tip of the day”.

When developing a back-testing engine model, you might/should include a variable that assesses the trending conditions of the instrument you are testing. Continue reading

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Arguments against systematic back-testing [a blog follower’s email]

A few days ago, over a weekend morning coffee, a fellow retail/discretionary trader and I discussed some aspects of my recent testing work.  He proceeded to sent me a detailed email explaining his view that testing in this manner is unlikely to yield useful insights.

He brought up some excellent points – and subsequently also agreed that I post a copy of his email for all readers to see:

Continue reading

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Week’s Trading Wrap

Another trading week has come to an end – here is my week in a few bulletin points: Continue reading

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3,000 test trades completed in a week

Over the last week, my new “testing engine” produced a sample slightly over 3,000 test trades.  In this post I am detailing my findings and thoughts for taking things forward.

You are likely guessing (correctly!) that I will probably not stop writing about trading strategy testing any time soon!

With that in mind….. Continue reading

Posted in Futures Trading, Risk & Money Management, Testing, Trend-Following Strategy | 1 Comment