Search found 3 matches

by AdrianJReid
Wed Mar 19, 2014 8:52 pm
Forum: Stocks
Topic: Filter stock trades based on the market direction
Replies: 5
Views: 3166

Thanks Sluggo - Sounds like you have an insightful boss!
by AdrianJReid
Mon Mar 17, 2014 10:09 pm
Forum: Stocks
Topic: Filter stock trades based on the market direction
Replies: 5
Views: 3166

Thank you for the great responses. I like both ideas and have done some further work on the correlation of the equity curves as well as the quality of trades from each system to determine whether it may make sense to adjust the position size of each system as Sluggo suggested. I looked at the expect...
by AdrianJReid
Tue Mar 04, 2014 7:27 pm
Forum: Stocks
Topic: Filter stock trades based on the market direction
Replies: 5
Views: 3166

Filter stock trades based on the market direction

I have been trading long / short equities using mechanical trend following systems for some time. This has been quite profitable for the last 8 years so I am pretty comfortable with my system performance. I have recently been investigating the impact of turning the long side signals off when the mar...