Trading System Article Depository

[Nick Radge]

Yes, but don’t forget results will differ because of leverage…

[JulianCohen]

Nick Radge wrote:

Yes, but don’t forget results will differ because of leverage…

Thanks for that! You just saved me the bother ha ha. I’d have been so bewildered as to why the results were so different for ages until I worked it out.

[Nick Radge]

You can compare apples to apples by use 50% LVR only on the MOC system

[JulianCohen]

Initial tests are positive for me. It works nicely…The only problem is that if run alongside my MOC I would be duplicating many of my positions on entry. I’m better off just taking the trades for the MOC system.

Good exercise though

[LeeDanello]

Mean Reversion Video Ernie Chan

https://www.quantinsti.com/resources/

[Nick Radge]

The True Story of AHL

[Nick Radge]

Here’s a good resource:

http://technical.traders.com/Products/Home.asp

[ScottMcNab]

I don’t subscribe to this site but the list appeared useful:

http://jbmarwood.com/best-trading-books/

Anyone read “Evidence Based Technical Analysis” ? Sounds interesting in the brief summary with regards to triggering some new ideas to test

[ScottMcNab]

Link to free download on book on Trend Following by Niels Kaastrup-Larsen (manager at Dunn and hosts the podcast “Top Traders Unplugged”)..

https://toptradersunplugged.lpages.co/frank-optin-the-many-flavors-of-trend-following/

[JulianCohen]

Interesting

https://www.winton.com/news/2018/risk-net-wintons-david-harding-on-turning-away-from-trend-following

[Nick Radge]

As I’ve said a thousand times before, some people THINK differently and is why it pays to keep reading and learning.

Check it out…

RSI2 Strategy: Double returns with a simple rule change

[JulianCohen]

I read this. However two things occurred to me. How illiquid would those stocks be, and I couldn’t think how to program it.

Apart from that I agree, it is out of the box thinking

[Nick Radge]

The programming is easy – you’re simply using the exclude/include lists.

That said, the liquidity and therefore slippage would be considerable.

[SaidBitar]

backtesting it is somehow possible as Nick mentioned in the include you select R1000 Current and Past and in the exclude you select R1000. Even though it is not so accurate but can give you good idea the real problem is in live trading. If you will select the same as in the backtest you will be presented with list of delisted stocks.

[GlenPeake]

Trend Following & Mean Reverting Indicators: How to Use, When to Use, and How to Use Together

https://cmtassociation.org/wp-content/uploads/2015/11/0107-geisdorf.pdf

[Author]

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