To save other searching for the Repository of my strategies
I’ll post the Repository of information for the three strategies discussed today so its easier to read about the strategies in one post. The CAM, MAP & BOX strategies are all weekly trend following systems I have under evaluation & they stem from a few simple ideas.
1. The CAM Strategy - summary
The CAM strategy buys pullbacks in existing trends and buys countertrends when the rally continues.
(a) The CAM Strategy - Trading Plan (
Enter LONG)
Buy before the open on Monday in the pre-auction at the open if today (Friday) is a GOLD-coloured bar [which represents the CAM-PB, meaning that both the 10-period (ADX) and (MACD) are declining] but the 14-period (CCI) is above zero,
- OR - if today (Friday) is a BLUE-coloured bar [which represents the CAM-CT, meaning the 10-period (ADX) is declining but (MACD) is rising] and today’s close crosses above the 13-period EMA.
(b) The CAM Strategy - Trading Plan (
Exit LONG)
Sell before the open on Monday in the pre-auction if Fridays end of close is a RED-coloured bar [which corresponds to the CAM-DN, that is, the 10-period (ADX) is rising but the (MACD) declines] and today’s (Friday) close is below the 13-period EMA.
2. The MAP Strategy - summary
The MAP strategy has two different buys conditions for entry. The first ‘Buys Signal’ is when the closing price is above a moving average period
- AND - the second signal is where there is a 10% increase in the closing price compared to the previous weeks close. The MAP strategy has also two different Sell conditions, the first being (a) when the Rate of Change filter is below 0% or when (b) the close is below a trailing stop.
(a) The MAP Strategy - Trading Plan (
Enter LONG)
Buy whenever the Closing price is higher than a selected Moving Average conditional on the ROC filter being above 0% -
OR - Buy when the Closing price is at least 10% higher than the previous week close with Volume higher than the Moving Average period.
(b) The MAP Strategy - Trading Plan (
Exit LONG)
Sell when the momentum stalls using a momentum indicator
- OR - when a trailing stop is hit.
3. The Box Strategy - summary
The Box Strategy is a trend continuation strategy & buys after a new high is reached after a pullback within the trend & Sells the position when the Rate of Change filter drops below zero or when the closing price is below a variable Chandelier trailing stop.
(a) The BOX Strategy - Trading Plan (
Enter LONG)
After three consecutive weekly pullbacks in a confirmed trend – Buy when the closing price breaks above the previous high conditional the ROC filter is above 0%.
(b) The BOX Strategy - Trading Plan (
Exit LONG)
Sell when the Rate Of Change filter & the closing price is below a moving average confirming the momentum has ceased
- OR - Sell when a variable trailing stop is hit.
4. The HYBRID Strategy
The Hybrid strategy is complex to summarise (The HYBRID Strategy has been detailed in previous posts)
The Hybrid strategy is a modified version of these three codes.
(1) a modified version of Captain Black breakout strategy (BlueWren strategy)
(2) a modified version of Nicholas Darvas, (Darvas box system)
(3) a modified version of John Bollinger, (Bollinger Bands Breakout system)
5. The PANDA Strategy
The Panda Strategy
I have used an extensive amount of mathematical gymnastics to arrive at an entry point in the PANDA Strategy - a mathematical trick that modifies a section of an EMA that automatically updates the variables of the coefficient that greatly smooths the magnitude of price changes. In summary, it turns the EMA into an adaptive moving average that features rapid adaptation to volatility in price movement
I won't list other strategies under development or strategies that have made it to the paper trading stage of development as it would be of no educational benefit.
Skate.