VEEFX replies to: Systematic Portfolio Diversification – Data Mining Concept

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{quote} Nice work AD. How do you deal with extreme trending scenarios with your mean reverting strats?

The idea is to adjust the mean to the trend as you go; sooner or later it will catch up with the price

I also use a variant of PSAR which does the same job as above; the longer the position age; the shorter the exit trigger gets.

Holding period averages from 1m to 2 hours. All positions close at EOD regardless of their profitability.

Note on Forex Educators:
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since nobody asked me why would I check out forex educators. Eventhough most of educators don’t actually trade; but they do have some good ideas.
I don’t care if they trade them or not.

Kinda like mbrown; if I hear any idea from anyone; that sounds interesting; I will throw it onto my backtester; and get it massaged left and right; till I squeeze all the juice out of it. If none to be found; well; throw that piece of code away; so it doesn’t clutter my database of EAs.

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