Search found 3 matches
- Wed Mar 19, 2014 8:52 pm
- Forum: Stocks
- Topic: Filter stock trades based on the market direction
- Replies: 5
- Views: 7168
- Mon Mar 17, 2014 10:09 pm
- Forum: Stocks
- Topic: Filter stock trades based on the market direction
- Replies: 5
- Views: 7168
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...
- Tue Mar 04, 2014 7:27 pm
- Forum: Stocks
- Topic: Filter stock trades based on the market direction
- Replies: 5
- Views: 7168
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...