Trend Following Systems: A DIY Project - Batteries Included: Can You Reboot and Fix Yesterday's Algorithms to Work with Today's Markets?
George Pruittamazon.com
Trend Following Systems: A DIY Project - Batteries Included: Can You Reboot and Fix Yesterday's Algorithms to Work with Today's Markets?
These strategies provide a good representation of the different approaches traders can use to trade with trend. Model Type Published Port. Net $$ Trades Avg $$ Brok/Slip Random Trend Trader Coin toss 2020 P24 −$61,957 31,953 −$2 −$51 Hearne 1% Rule Relative price ROC 1870 P24 −$2,056,953 59,294 −$35 −$51 Gartley's 3- and 6-Week Crossover Relative p
... See moreOnce he has a net profit on a trade equal to 1% of his total equity, Brandt will take partial profits. Once a trade gets within 30% of his profit target, Brandt will employ much closer stop protection.