Long term trend following - Futures

[jet328]

Any experiences to share on trend following with futures?

Most of the stuff I've read or seen has been trend following with stocks rather than futures. Commodities do seem to be a bit more 'trendy' than equities.


Looking at a system like this one
http://www.longtermtrading.com/WaveRider.htm
Do you think it will be one of things that backtests well but not so great in real life? Guess I am looking for some real world first hand experience rather than the glossy brochure...

 

[Gringotts Bank]

Any experiences to share on trend following with futures?

Most of the stuff I've read or seen has been trend following with stocks rather than futures. Commodities do seem to be a bit more 'trendy' than equities.


Looking at a system like this one
http://www.longtermtrading.com/WaveRider.htm
Do you think it will be one of things that backtests well but not so great in real life? Guess I am looking for some real world first hand experience rather than the glossy brochure...

{edit}

Does that website have a validated history of real trades?

 

[tech/a]

Sure you can
You don't need a colored brochure either.
I do it when I think there is a good chance
of a prolonged run.

Once the stop is moved to B/E it's not that hard.
If it's wrong then no harm

 

[CanOz]

Sure you can
You don't need a colored brochure either.
I do it when I think there is a good chance
of a prolonged run.

Once the stop is moved to B/E it's not that hard.
If it's wrong then no harm

Did you get in on that FTSE move this time Tech?

 

[tech/a]

Did you get in on that FTSE move this time Tech?

It was a short.
Was stopped at B/E.

Next time.

 

[sinner]

Yep, this is a good place to start:

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1127213