Category Archives: Trend-Following Strategy
Brief summary of my trading week/last few trading days – quite a few things on the list here – meetings with traders, mentors, some trades, and a lot of strategy development work – read on for details…
An update on how my strategy development has progressed over the last two weeks. Nearly all of it has focused on Crude Oil.
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 … Continue reading
The week has been productive. Traded Oil futures for a couple of hours each day as part of a trading room. Completed a significant amount of back-testing. Balanced it out with regular exercise and lots of fun away from the … Continue reading
Have progressed along with my trend-following model in Excel – thankfully my computer is half-decent. The model currently has 100,000 data points (that’s how many 5-minute bars there are in a 16-month period] and has run up up 40MB in … Continue reading
Working on my trading strategy. The strategy is a trend-following one, like I have been attempting to trade for a long time. My assumption is that cornerstones include identifying trending conditions, spotting pullbacks and betting on when the pullback is/has come … Continue reading