Here is a trend following system coded in Python.
Tag: Trading Systems
Seeking the Eternal in Systematic Investment
The process of coding financial market trading systems is fascinating , but they never seem to last very long and their performance is never very consistent.
How Much to Trade – Fixed Fractional Position Sizing
Mechanical strategies for trading futures usually include fixed fractional position sizing to limit initial risk from any single trade.
Volatility Based Stops
Futures traders generally employ exit points in the form of volatility based stops for each position (established at initiation) determining when to cut a loss short and operating in conjunction with position sizing rules.
Weltanschauung 