
The Value Added by a "Filtered" Strategy
Why not switch a strategy off when conditions do not suit it? Because a filter is always late. A 2014 explanation of what filtering really costs a strategy.
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Why not switch a strategy off when conditions do not suit it? Because a filter is always late. A 2014 explanation of what filtering really costs a strategy.
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No strategy trades every market condition. A 2014 argument for simple strategies aimed at one behaviour, and for patience when the market stops suiting them.
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You are not betting on price levels; you are betting that a price behaviour persists. A short 2014 piece on why a strategy's context matters more than its rules.
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Start every strategy with a simple filter that defines the market you are in, and keep it apart from the entry signal. A 2014 method for short-term trades.
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The same economic number can move markets a lot or barely at all. A 2013 piece on why the market's context matters as much as the news, and how to filter for it.
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The best trend-following system still needs a trend. Samuel's January 2011 review of a year without trends: what failed in diversification, and what 2010 taught him about risk.
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How do you win at trading? A 2014 demonstration of what a tight stop does to a strategy with a 95% win rate, and the one difference between the traders who win and everyone else.
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The entry carries a lot of randomness; only the exit really counts. A 2014 piece on the ways out of a position: targets, volatility and a maximum holding time.
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The entry price is probably the least important element of a trade. A 2014 argument, with a coin-flip entry test, for focusing on conditions and on what happens after.
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