I’ve been tackling swing strategies, or strategies that have an exit that isn’t the next day(s) like my usual ones. It’s not as easy. So far I’ve developed a few indicators along the way. Currently I’m looking into building a strategy that fades Standard Error Bands pierces, as opposed to the more popular Bollinger Bands.

(20 year back test on spot AUD/USD)

I’ve been needing to use several volatility filters to adjust for very volatile periods. Among them are weekly/bi-weekly delta (high-low) ranking methods.

It’s certainly anything but impressive but its a marathon, not a sprint.

Related posts:

  1. Skill Analytic’s Strategies
  2. MR Swing: Mean Reversion and Swing Trading in Market Regimes
  3. Quick Thoughts on Drawdowns and The Importance of Understanding Return Distributions of Strategies
  4. Part 2: Improving DV Bands with Intraday Data
  5. Simple momentum strategies