Tuesday, April 13, 2010

Trend Models 4.0

Here are some Trend Model charts using about half of the normal volatility for triggering trades.  For the techies among you, in the charts below I am using a 4.0 setting for sensitivity, in lieu of the standard 2.0 setting.   I'll let the charts speak for themselves, because that's what the trading system is all about.

SPX Daily 4.0

SPX Weekly 4.0


GLD Daily 4.0


GLD Weekly 4.0

GOOG Daily 4.0

GOOG Weekly 4.0


I could go on, but you get the picture.  Fewer trades, more stable trades, more winners, less losers and less whipsaws, all at the expense of a few percent on entries and exits. 

How about one more?   Our main squeeze. (Click for link to complete write-up today in Breakthrough Technology Alert).

 NNVC Daily 4.0


NNVC Weekly 4.0



3 comments:

Anonymous said...

Look at 10:00 am

http://www.businesswire.com/portal/site/home/permalink/?ndmViewId=news_view&newsId=20100413006424&newsLang=en

Link McGinnis said...

Hey Allan,

What would it look like if you used a 2.0 for the weekly since the time period itself creates some "smoothing" and use a higher value (ie 3-4) for the daily signal to prevent unnecessary whips?

A said...

Link,

We are using 2.0 on the Weekly (and Daily) currently. The 4.0 settings create a different trading style, longer trades in terms of both time and price appreciation. One of these blogs will include both 2.0 and 4.0 charts, side by side, something I have up on my screen already, under the auspices of find something that works, then trade it.

A