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Trading Strategies >> Development >> Trend Following System
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Message started by miguelta on 05/13/10 at 17:10:56

Title: Trend Following System
Post by miguelta on 05/13/10 at 17:10:56

I am developing trend following System to invest on S&P 500 stocks.

The performance the last months is

15% my system 7% S&P 500

I used matlab code, and data base from bloomber...

Month performance:

Month Mitainvest S&P 500
February 2010 1.1 % 2.85 %
March 2010 6.45 % 5.88 %
April 2010 11.15 % 1.48 %
May 2010 -1.54 % -1.66 %

I am interested in contact whith people who is developing Stock programs...

Thanks

Title: Re: Trend Following System
Post by guru on 05/16/10 at 07:25:49

your results look good. I am not yet as successful as you. My efforts at building my system are documented at http://blog.kilotrader.com

Title: Re: Trend Following System
Post by Ricky Johnson on 09/24/10 at 12:30:49

I thought your results are good.

Title: Re: Trend Following System
Post by Lawrence on 11/20/10 at 03:18:19

For a good start on a trend following system see:
http://www.seykota.com/tribe/TSP/index.htm

Title: Re: Trend Following System
Post by Algo Designer on 05/31/11 at 11:41:16

Does anyone from this forum run a successful fully-automated trend following system?