Rule-Based Trading Systems

[Hamiltonie]

JMHO from my testing experience - when a trend is established it is always better to follow the trend until the trend ends (i.e. ADX < ADX (yesterday), VHF < VHF (yesterday) etc.. etc..) than to try and fade it. The whole point of trend following is that you are taking advantage of the 'fat tail' concept which is one of the only truely accepted small edges that there is in the market. You can try and fade the extremes - but when the trend is established my experience says its better not too.

JMHO
Hamiltonie