"White Fang" trading strategy
"White Fang" is a contrarian approach making use of a Bollinger band (orientated on a TEMA instead of the usual simple Moving Average), filtered by a trend-filter built from a MACD.
The system is a variation of "Wolf". It is another version of trading retracements.
Parameters (orientated on Fibonacci relations) hold for all market situations in the FESX (and other markets) so far.
(Parameter set is disclosed to trading-course subscribers only!)
As this comes without filters and stops the risk of over-optimization is relatively quite small.
Due to the adaptive character of the Bollinger band it should perform well with high or low volatility and high or low trendiness as well.
Whitefang strategy, FESX market:
Whitefang, equity curve:
Whitefang, a closer look to an almost ideal trade:
Whitefang, the bad times of sideways with high volatility:
Short strategy report:
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Name of Strategy:
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Whitefang
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Setup:
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Contrarian with Bollinger band (TEMA), MACD trendfilter
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Market:
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FESX, 1999-2006, 93 months
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Net gain:
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€ 47482
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Number of trades:
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39
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Hit ratio:
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71,79%
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MDD:
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€ 6148
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ZEN 5%:
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3.46
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