Sell 7/7/08 @ 119.78
Buy 1/5/09 @ 76.07
Sell 11/2/09 @ 157.51
Buy 11/16/09 @ 203.54
Sell 1/25/10 @ 205.41
Current Price = 210.12
PCLN Weekly Trend Model
Trading the Vortex Indicator - Stand Alone
Sell 7/7/08 @ 106.30
Buy 1/12/09 @ 74.00
Current = 210.12
Using Vortex Indicator to Filter Trend Model Signals
You're kidding, right?
3 comments:
Allan you really need to show charts other then strongly trending charts to show how your system can handle those situations. All of these charts in strong trends could be traded with simple moving average crossovers which would obtain similar results which you are showing with your system.
Rod
Rod,
An intriguing idea, but when put to the test, moving averages pale in comparison and they really chop you up in anything but strong trends. The moving average idea captures some trends, but far less then what my trend models are capturing. I do tend to post the most illustrative examples and there is a method to my madness, that is to demonstrate how well these trend models do work so much of the time. A chart full of whipsaws will serve what purpose? to show it happens? Yes, it does, but the profitable trends are so much more prevalent, why go there?
Allan,
I've traded a similar system using DM +/- (8 period) crossovers as buy/sell signals with a PSAR (.02/.20) trigger as confirmation.
Do you use the Vortex indicator in your model as the bottom line filter, ie. no buy/sell signals are taken UNTIL this indicator confirms the weekly/daily ATR/volatility stop signals?
Thanks for all you do.
Rob
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