A mechanical trend following approach with stocks

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trendguy
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A mechanical trend following approach with stocks

Post by trendguy » Wed Aug 27, 2003 10:14 pm

Hi c.f.:

I am researching different stock market trend following systems.
I have yet to find any that are completely
mechanical with simple and easy to understand rules, for
learning purposes. I wonder if you could give me an example
of a system/strategy that would give me a base to work off,
similar to the turtle system you outline for futures. To
date, the only real trend following example I found is
William O'Neil's CANSLIM strategy, but, it is near
impossible to backtest for the simple reason that the system
uses a lot of proprietary fundamental data.

regards,

Kiwi
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Post by Kiwi » Thu Aug 28, 2003 12:16 am

Not wishing to dissuade c.f. from replying as well you might look at:

http://traderclub.com/cgi-bin/discus/show.cgi?107/107

where Charles LeBeau has his bulletins. You could do worse than try building a system where you looked for a breakout when the ADX got very low and then trailed it with the Chandelier exit. I tried these on stocks some years ago and they work quite well.

John

Toni
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Re: A mechanical trend following approach with stocks

Post by Toni » Thu Sep 04, 2003 12:10 pm

trendguy wrote: I wonder if you could give me an example
of a system/strategy that would give me a base to work off,
similar to the turtle system you outline for futures.
Heres one:
NRTR - Nick Rypock Trailing Reverse System.

Basic Functions for Omega Trade Station 2000i

Article about (in russian)
http://konkop.narod.ru/Files/4_24_28.pdf

Modifications

Trading Results on Russian Stock Market

Email of Author:
konkop@mail.ur.ru

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