Category Archives: Trend-Following Strategy

Another week in a trader’s journey

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…

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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.

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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 … Continue reading

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End-of-May Trading Update

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

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Searching for Alpha in my testing…

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

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Trend-Following Strategy Workings

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

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