This system is a redux of SAT2021-18, the Aggregate Fisher Index, based on Sofien Kabaar’s original idea. That week was a disaster and it was not properly tested. This week, I put this through my entire process and see if this idea is a good one or not.
This week’s idea is based on the concept of Fractals, popularized by Bill Williams in his books Trading Chaos and New Trading Dimensions. This is the second fractal system I have featured here on Systematic Algo Trader.
Several weeks ago, I presented a scalping idea: SAT2021-12 Moderate Scalp 2. That idea was to take a trade in the depending on whether the bar closed up or down, and where the Kaufman’s Adaptive Moving Average (KAMA) is within the body of the bar: upper quartile, lower quartile, and middle two quartiles.
New week, new CPU, and new possibilities. This week’s idea is one I heard on episode 20 of the Top Traders Unplugged podcast, which featured Roman Lutz of Future Value Capital.
If last week’s idea was fun, this week was bound to be the opposite. This week’s idea, inspired by the Sofien Kabaar article, The Fisher Aggregate Index.
Mark B. Fisher, founder of MBF Clearing Corporation and well-known futures trader, inspires this week’s system trading idea.
This week’s idea is from an article in the April 2021 issue of Technical Analysis of Stocks & Commodities (TASC). TASC is always a good resource for trading ideas, so I thought the trading system suggested in the article “A Simple Forex Trend-Following Strategy”, by Azeez Mustapha, would be fun to try.
This week’s idea is from Technical Analysis of Stocks & Commodities (TASC) magazine’s website. This is the third and final system idea from the systems that TASC features on their website.
A few months ago, I was listening to an episode of Top Traders Unplugged and the participants were discussing trend following systems and made mention of the 40-in/20-out trading system. I did some digging and found the source, the 40in20out website.