{"id":7639,"date":"2019-02-08T18:34:49","date_gmt":"2019-02-09T01:34:49","guid":{"rendered":"http:\/\/trendfindertrading.com\/blog\/?p=7639"},"modified":"2019-02-08T18:34:49","modified_gmt":"2019-02-09T01:34:49","slug":"new-swing-systems-and-updated-portfolios","status":"publish","type":"post","link":"http:\/\/trendfindertrading.com\/blog\/new-swing-systems-and-updated-portfolios\/","title":{"rendered":"New swing systems and updated portfolios"},"content":{"rendered":"\n<p>The\u00a0website 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.<\/p>\n\n\n\n<p>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.<\/p>\n\n\n\n<p>MeanSwing3\u00a0adjusts 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.<\/p>\n\n\n\n<p>SimpleSwing2 also adjusts parameters based on volatility. I also added a trailing stop and adjusted the\u00a0filter for shorts. Similar to MeanSwing3, performance is much more consistent over time.<\/p>\n\n\n\n<p>Take a look at the new systems at <a aria-label=\"http:\/\/trendfindertrading.com\/systems.html (opens in a new tab)\" rel=\"noreferrer noopener\" href=\"http:\/\/trendfindertrading.com\/systems.html\" target=\"_blank\">http:\/\/trendfindertrading.com\/systems.html<\/a> and the portfolios at <a href=\"http:\/\/trendfindertrading.com\/portfolios.html\" target=\"_blank\" rel=\"noreferrer noopener\" aria-label=\"http:\/\/trendfindertrading.com\/portfolios.html (opens in a new tab)\">http:\/\/trendfindertrading.com\/portfolios.html<\/a>. FYI, you may have to hit shift+F5 or ctrl+F5 to refresh the pages.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>The\u00a0website 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 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"sfsi_plus_gutenberg_text_before_share":"","sfsi_plus_gutenberg_show_text_before_share":"","sfsi_plus_gutenberg_icon_type":"","sfsi_plus_gutenberg_icon_alignemt":"","sfsi_plus_gutenburg_max_per_row":""},"categories":[4],"tags":[],"_links":{"self":[{"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/posts\/7639"}],"collection":[{"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/comments?post=7639"}],"version-history":[{"count":4,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/posts\/7639\/revisions"}],"predecessor-version":[{"id":7643,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/posts\/7639\/revisions\/7643"}],"wp:attachment":[{"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/media?parent=7639"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/categories?post=7639"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/tags?post=7639"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}