Donchian

Walk Through Single Size Multiple Time Frame Study

After a look at the current market conditions, we do an extended walkthrough of the single size multiple time frame study. While it looks better than nearly any other “pure” momentum strategy and better than most portfolios of multiple time frames, it’s really just one of the very first studies for this specific concept. It …

Walk Through Single Size Multiple Time Frame Study Read More ┬╗

Don’s Data on Donchian, DTE, Delta

This is the re-recording of the live session because the recording didn’t happen ­čśÉ Being the 5th or 6th time through this detailed report, I think this recording is more efficient anyway. Big shout out to Don Brady again for all this amazing information. I cannot emphasize enough what this 35-minute video represents. To manually …

Don’s Data on Donchian, DTE, Delta Read More ┬╗

Mean Momentum Strategy, Order Types, and /CL Data Mining

Here’s our first look at the Mean Momentum strategy. There are two main goals with this approach. Evaluate the opportunity to be neutral when price moves away from either side of the Donchian Channel Have directional trades that use a mean reversion bias that is backed by a reason to exit if the trend resumes …

Mean Momentum Strategy, Order Types, and /CL Data Mining Read More ┬╗

Example of Trend Following /GC Using Options

In this session, we walk through a trade-by-trade study of using GC options on the underlying 30-period Donchian (Price) Channel. Looking back, I would have picked a period of time that had more losers because this specific study makes it look like you can almost never lose. Either way, this session shows you the process …

Example of Trend Following /GC Using Options Read More ┬╗

See The Power of Diversification: Time Frame, Market, Method

In this session, we review two major concepts. The first is “being wrong generating profits”. The images below show one of the worst versions of our momentum trading systems in /CL (crude oil futures). Then we zoom in and test one of the worst periods during that history. This is the worst of the worst. …

See The Power of Diversification: Time Frame, Market, Method Read More ┬╗

Bruce’s Stats Table and Turning a Bad Idea into Profits

Bruce Bitner, a member of the Falde Trading community and part of the funded seed capital program, has done an excellent job of summarizing key stats for a basket of studies that he recently completed. Below, we’ll cover the benefits of summarizing this way — which makes for quick and easy reference as to the …

Bruce’s Stats Table and Turning a Bad Idea into Profits Read More ┬╗

Wrong and Profitable

Would you trade a directional strategy that has this history? Well, I just might. Watch this video to see why… What’s the edge? Far OTM and Long-dated options┬áreduce overnight exposure to gaps. Longer-dated┬áoptions also limit the exposure to volatility spikes due to transitioning from contango to backwardation… because we are in the expiration dates that …

Wrong and Profitable Read More ┬╗

Price Channel Study, Directional BWB, DC Radar, Futures Options Funding, Make Progress

PDF:┬áGroup Mentoring Meeting Notes 2018-10-12 Great session to wrap up a week of collaborative development! More importantly, we are spending time making plans to turn the extensive amount of data into simple and practical trading plans. Each one will have a different path to accomplish this. Those who are making the most progress are keeping …

Price Channel Study, Directional BWB, DC Radar, Futures Options Funding, Make Progress Read More ┬╗