The concept of trend following is based on the belief that security prices move in upwards or downward trends over time and that the surest way to profit from those moves is to attempt to ride those trends.

Despite some claims that trend following is a strategy for nonconformists, trend following is in fact hugely popular, particularly among retail investors. Read more »


Whatever your opinions are about the concept of back-testing, there are few better ways to build a trading system than through the back-testing of historical data.

Back-testing allows us to answer critical questions like ‘how many positions should I hold in a portfolio?’, ‘how much risk should I take?’ or ‘how effective was this strategy in the past?’ Read more »


One of the keys to successful system trading is to be able to combine different strategies together. When you are able to combine less correlated strategies, it is possible to smooth drawdown, boost win rate and therefore improve your overall risk-adjusted returns.

In Amibroker it is possible to combine equity curves together so you can see what the advantages are. Read more »