Research method
Trend following
Trend following is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Signal
- Input
- Rule inputs, market state and execution constraints
- Horizon
- The system holding period
- Best use
- Make entry, exit and abstention rules testable as one procedure.
- Input: Rule inputs, market state and execution constraints.
- Output: signal.
- Use boundary: Make entry, exit and abstention rules testable as one procedure.
The graph8
How the method is built, and where it has been read
Depends on
Often reviewed together
Pre-trade checklist4 readings
Often reviewed together
Dow Theory4 readings
Often reviewed together
Diversification4 readings
Often reviewed together
Price channel5 readings
Often reviewed together
Mean reversion5 readings
Often reviewed together
Trading psychology process7 readings
Often reviewed together
Moving-average crossover11 readings
Often reviewed together
Mechanical trading system16 readings
Read in the archive7 readings
1989A close-only volatility reverse bound to average true range1989Evaluating always-in parabolic SAR trailing stops1999When markets burst, not trend2006Constructing a trend system from Bollinger Bands and z-scores2007Turtle forex breakouts and the daily carry ledger2015Dual-zone currency indexes filter parabolic SAR signals2020Mechanical Parabolic SAR as an always-in flip after a breakout
This registry entry describes a research method. It is not investment advice and does not make a performance claim.