Search found 3 matches

by liaojing
Thu Aug 01, 2013 3:23 pm
Forum: Testing and Simulation
Topic: Trend Following: Profitable Reality or an Illusion doomed to
Replies: 28
Views: 31753

I'm borrowing a quote from my favorite CTA... "If not trend following, then what? Are you going to add to losing trades and fight price trends? You have no choice." From what I observe, trend following totally depend on luck/epoch, we have zero control on when there will be (lots of) big ...
by liaojing
Fri Nov 04, 2011 3:57 pm
Forum: Testing and Simulation
Topic: Will somebody please do this research? / has anyone already?
Replies: 45
Views: 21954

I think some of these 6 observations can be solved somewhat easier, like trends reverse quicker. We can adjust our system to adapt to new trend patterns. Just give trades more room at the beginning of the trend, and after accumulate some profit, then gradually tightening the trailing stop, after mak...
by liaojing
Wed Jul 06, 2011 12:23 pm
Forum: Testing and Simulation
Topic: Profit Target exits improve this system's performance
Replies: 63
Views: 47300

Maybe tightening the trailing stop can help? On the one hand, tightening trailing stop can help protect more open profit, on the other hand, it still give trend some room to develop. And after stopped out, if the trend resume, it can easily reenter. So maybe tightening trailing stop is better than p...