Recent content by marvel

Hello wondering if anyone has experimented trying to create own trailing stop in the system tester - based on more than one entry signal. Basically, instead of one of the preset options to trail by % or pts, if one requires a volatility based stop - only way to do this is to program oneself...

I see what you are saying. Interesting...since in the testing I've done, EURJPY seems to have very poor trending characteristics, which is too bad, since it would be a nice way to offset some of the correlation that occurs when model trading the USD pairs. And in support of my previous comment...

Very informative article. GJ, I am curious, you mentioned that CTA model types prefer illiquid crosses like EUR/JPY on which to base their models, why is this? (thought that since liquid crosses tend to trend more, they are better candidates) Along those lines, I read recently that fx like...

tx. So far I have found the simple slope (over x days, being around zero) to be the best concurrent indicator. Would like to try working more with breakouts though.

Adxr is good for identifying new trends coming out of rangebound periods - but takes forever to signal a new trend that results from a "spike top" / bottom, in some cases it takes months to turn up.

Hello, curious if there are any suggestions a) how to statistically define a range (in order to identify as soon as possible) b) any better tools than ADX to recognize as such