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趋势交易,过滤掉一些波动性较大的信号 (Trend trading, filtering out some signal)

author emer | 0 人阅读 | 0 人评论 |
来源:ForexFactory · Trading Systems · 原帖链接
原帖作者:sanTzu
发布日期:First Post: Jun 11, 2010 9:52pm
Hi... My second post. Have been browsing this forum for two years, and really think the quality is awesome...

I´ve spent hour, after hour developing different systems...

Where I stand today are 4 systems... Currently looking to add another one.

However, my question is regarding trend following systems, trying to capture medium-term movements. How many of you use some sort of filter? With filter I mean something that reduces the number of sig-saws, but don´t give up too much potential return... I currently use a volatility filter centered around my defined trend, which means that not only do I need a change of my trend, but also it needs to push through my volatilityfilter... The one I currently use spends around 85 % time in the market. There are no optmization behind this, only what I prefer to use. Does anyone of you use something similiar? Or maybe some other filter...?

I also developed some trendtrading using an overlay of seasonality, the back testing gives good results, but I can´t trade it since I have some mental issues believing in seasonality in the long run...
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