Meander System - any luck? - futures io
futures io futures trading



Meander System - any luck?


Discussion in Trading Reviews and Vendors

Updated by drolles
    1. trending_up 2,940 views
    2. thumb_up 2 thanks given
    3. group 1 followers
    1. forum 2 replies
    2. attach_file 0 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 100,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

Meander System - any luck?

(login for full post details)
  #1 (permalink)
London, UK
 
Experience: Beginner
Platform: TradeLink, OpenQuant, considering anything that works...
Trading: if it trades...
 
Posts: 94 since Oct 2010
Thanks: 24 given, 38 received

All,

Iím wondering if I could canvas some opinions?

I recently had a the great pleasure of meeting Thomas Stridsman at the Technical Analyst Algorithmic trading conference (The Technical Analyst - Conferences). Iím sorry if that appears like terrible name dropping but hopefully the point Iím trying to make below will become clear Ė that I heard it from the horseís mouth. I was quizzing Thomas regarding systems and methods; he said that he still gets emails today from people implementing the Meander System successfully.

Stridsman discusses the Meander System in two of his books:

Trading Systems that work: Tradings Systems That Work: Building and Evaluating Effective Trading Systems McGraw-Hill Trader's Edge Series: Amazon.co.uk: Thomas Stridsman: Books
Trading Systems and Money Management: Trading Systems and Money Management: A Guide to Trading and Profiting in Any Market McGraw-Hill Trader's Edge Series: Amazon.co.uk: Thomas Stridsman: Books

TradeStation code here: Trader-Online.plģ - TradeStationô Zone - Meander system v. 1 for the Meander System. It has also been featured in the Active Trader magazine.

In essence the strategy appears to be a outright position (as opposed to a relative position) mean revision system, trading pull backs and overshoots to a mean in equities Ė in its original specification long only. I like the look of the system for its simplicity. I think it would require some adjustment from a stops and target point of view.

Iím wondering if anyone has had any experience with this system (or something akin) that they will be willing to share? Iím also wondering if anyone has had any experience of using Daily GARCH or VWAP as the mean revision markers?

Iím wondering also how such a strategy would have faired over the last couple of years, particularly through 2008 and 2009?

Iím looking for an equities strategy that can be implemented systematically using NinjaTrader with a holding period of a few days. Any pointers to public available systems that fit the criteria would be greatly appreciated.

Kind regards,

drolles

Reply With Quote
The following user says Thank You to drolles for this post:

Can you help answer these questions
from other members on futures io?
Too many brokers?
Traders Hideout
Cumulative Bid/Ask Chart resets after 2Billion
MultiCharts
Scan by comparing SMAs within 5 mins
ThinkOrSwim
portfolio maestro manage my strategies
TradeStation
Tradestation behind Firewall
TradeStation
 
Best Threads (Most Thanked)
in the last 7 days on futures io
Life sacrifice loneliness trading futures
94 thanks
Is anyone actually making money?
48 thanks
Are sharks watching on the other side?
39 thanks
What VPC configuration/specification do you use for TS?
34 thanks
Spoo-nalysis ES e-mini futures S&P 500
25 thanks
 
(login for full post details)
  #3 (permalink)
London, UK
 
Experience: Beginner
Platform: TradeLink, OpenQuant, considering anything that works...
Trading: if it trades...
 
Posts: 94 since Oct 2010
Thanks: 24 given, 38 received


All,

Further to this, Iíve been doing some more research. Iíve found this set of presentations by Chad from Linnsoft showing the development of a VWAP fade strategy.

Investor/RT - Fading the VWAP Bands

I donít know why, but wasnít exactly along lines I was thinking, but I suppose thatís exactly why you seek otherís options.

Kind regards,

drolles

Reply With Quote
The following user says Thank You to drolles for this post:


futures io Trading Community Trading Reviews and Vendors > Meander System - any luck?


January 25, 2011


Upcoming Webinars and Events
 

Relative Rotation Graphs w/Julius de Kempenaer

Elite only
 

Every journal equals ten meals for the hungry

Now
     



Copyright © 2020 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts