Trendfinder Trading Systems

Trendfinder’s emini futures trading systems did not have any closed trades today.

Trendfinder’s emini futures trading systems did not have any closed trades today.

SimpleSwing2 got off to a good start exiting its first trade today. It exited a 1 day long trade in the YM (Dow) for a profit.

Trendfinder’s emini futures trading systems did not have any closed trades today.

The website has been updated for the new swing systems and portfolio combinations. FedSwing is resurrected with a walk-forward update, MeanSwing and SimpleSwing became dynamic/adaptive, and SentSwing is retired. I will be sending the code and charts to brokers this weekend.

For FedSwingWF, I changed one parameter and used a walk-forward method for when the FOMC changed methods to fulfill their intentions. For example, until 2014 they utilized open market operations (POMO), then they stopped POMO and started utilizing a balance sheet reduction (SOMA). Going forward I will adjust the measures used by the strategy when the FOMC changes their methods.

MeanSwing3 adjusts parameters based on volatility. The overall profit is lower now but the drawdown is much lower. Also, the performance is much more consistent over time. With dynamic parameters, the entry timing was improved so much that I was able to reduce the maximum stop loss from $5000 to $3000. With the reduced number of trades, better timing, and reduced stop loss, the probability of a very large drawdown in the future is reduced.

SimpleSwing2 also adjusts parameters based on volatility. I also added a trailing stop and adjusted the filter for shorts. Similar to MeanSwing3, performance is much more consistent over time.

Take a look at the new systems at http://trendfindertrading.com/systems.html and the portfolios at http://trendfindertrading.com/portfolios.html. FYI, you may have to hit shift+F5 or ctrl+F5 to refresh the pages.

Some swing systems exited short trades this week.

All systems are now flat. Going forward the new adaptive swing systems will be used (FedSwingWF, MeanSwing3 and SimpleSwing2). I am almost finished updating the website and sending code and charts to brokers. This should be completed today (will finish this weekend if not).

Trendfinder’s emini futures trading systems did not have any trades today.

Three swing systems exited short trades today.

Trendfinder’s emini futures trading systems did not have any trades today.

SimpleSwing ES was stopped out of a short trade.

New swing systems are now finalized and ready to be released. This week I will be updating the website and sending the new systems to brokers. The new systems either adjust parameters based on volatility or adjust in a walk-forward manner.