Alex Spiroglou | S.M.A.R.T. SYSTEM
928 posts

Alex Spiroglou | S.M.A.R.T. SYSTEM
@AlexSpiroglou
Happy Husband & Dad, Global Macro Trader (since 1998) , Awarded Market Technician ("Charles Dow" & "Founders" Awards - 2022) - In that order...!!!
Great Britain Katılım Nisan 2022
44 Takip Edilen1.9K Takipçiler
Sabitlenmiş Tweet

10 days a rare dual exhaustion alert fired off on ES.
Here is the relevant post
x.com/AlexSpiroglou/…
and also gave a "buy" signal
on the 13th of April at 6888.25
Here is the relevant link
tradingview.com/x/0IeVf8E3/

Alex Spiroglou | S.M.A.R.T. SYSTEM@AlexSpiroglou
𝘼 𝙧𝙖𝙧𝙚 𝙙𝙪𝙖𝙡 𝙚𝙭𝙝𝙖𝙪𝙨𝙩𝙞𝙤𝙣 𝙖𝙡𝙚𝙧𝙩 𝙟𝙪𝙨𝙩 𝙩𝙧𝙞𝙜𝙜𝙚𝙧𝙚𝙙 𝙤𝙣 𝙩𝙝𝙚 𝙎&𝙋 500. Another short and long-term momentum exhaustion alert has just flashed on the S&P 500 —something we’ve only seen a handful of times since November 2023.
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Kenneth C. Griffin (CEO of Citadel) on the hype of AI.
On a personal note I think people
OVERestimate the short term effect and
UNDERestimate the long term implications of AI
𝐒.𝐌.𝐀.𝐑.𝐓. 𝐒𝐘𝐒𝐓𝐄𝐌 - 𝐍𝐞𝐰𝐬𝐥𝐞𝐭𝐭𝐞𝐫.
alexspiroglou.kit.com/281f35d891
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@investingidiocy One of the reasons I prefer Linkedin to Twitter.
It is an ocean of noise and stupidity
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𝘼 𝙘𝙤𝙢𝙥𝙖𝙣𝙮 𝙗𝙧𝙖𝙜𝙜𝙞𝙣𝙜 𝙖𝙗𝙤𝙪𝙩 𝙀𝘽𝙄𝙏𝘿𝘼 𝙞𝙨 𝙡𝙞𝙠𝙚 𝙢𝙚 𝙗𝙧𝙖𝙜𝙜𝙞𝙣𝙜 𝙖𝙗𝙤𝙪𝙩 𝙢𝙮 𝙨𝙖𝙡𝙖𝙧𝙮…
𝙗𝙚𝙛𝙤𝙧𝙚 𝙧𝙚𝙣𝙩, 𝙗𝙞𝙡𝙡𝙨, 𝙖𝙣𝙙 𝙗𝙖𝙙 𝙙𝙚𝙘𝙞𝙨𝙞𝙤𝙣𝙨.
𝙈𝘼𝘾𝘿-𝙫 𝙄𝙣𝙙𝙞𝙘𝙖𝙩𝙤𝙧 𝙤𝙣 𝙏𝙧𝙖𝙙𝙞𝙣𝙜𝙑𝙞𝙚𝙬
lnkd.in/exjpxQyJ

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@ITI_TradingEdu really looking forward to this hands-on workshop
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Most traders don't have a momentum problem. They have an execution problem.
Entries too late. Stops placed without logic. Signals taken without knowing what regime you're in.
The indicator is fine. What's missing is everything that goes around it.
That's what the Momentum Execution Lab is built around. Led by @AlexSpiroglou, creator of the twice-awarded MACD-v model.
4 sessions. 20 traders. Starts May 1.
👉 Join the priority list: bit.ly/47gUpOk

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The first lesson in risk management that retail traders learn, is how to hide losses from their spouce
(chart Source: Jason Lemire)
Get the MACD-v on TradingView
tradingview.com/script/mMMHCZU…
Rules-Based Trading Newsletter & Training
alexspiroglou.kit.com/281f35d891

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@ManuelBlay3 @iblanco_finance All valid points
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@iblanco_finance (Ivan Blanco) recently shared an interesting observation about trend following.
He uses an equity trend filter based on a 10-month MA or 12-1 momentum, which, like most well-designed trend-following systems, cuts maximum drawdowns by roughly half. That alone explains why trend following remains one of the most resilient approaches in market history.
x.com/iblanco_financ…
But Ivan raises a valid concern. When a filter only triggers a small number of times, the probability of curve fitting increases. In other words, the apparent effectiveness of the rule may simply reflect over optimization rather than genuine robustness.
I fully agree with that concern.
After more than 20 years working with trend-following models, my recipe to avoid the curse of over-optimization is two-fold:
First, avoid parametric filters whenever possible. Moving averages and similar rules depend heavily on specific parameter choices, and small changes can sometimes produce very different results.
Second, push the historical testing window as far back as possible. The longer the history, the larger the number of signals, and the lower the risk that results are driven by chance.
This is one of the reasons why I have always been drawn to Dow Theory. Unlike most modern indicators, it has a documented record going back to the late nineteenth century, providing a far richer sample of market cycles and signals.
When evaluating a trend-following method, the question is not whether it has worked recently. The real question is whether it has survived across many market environments over time.

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How times have changed....
For my upcoming MACD-v webinar
Join here 👉
alexspiroglou.kit.com/281f35d891

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@onlybreakouts If you like ATR,
then you will love the MACD-v,
which is MACD/ATR
Here is the indicator on TradingView
tradingview.com/script/mMMHCZU…
You can download the paper from here:
papers.ssrn.com/sol3/papers.cf…
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Traders ask how I built thousands of profitable strategies.
It wasn’t magic.
The truth is shockingly simple.
I built almost every strategy using Average True Range.
ATR is the reason I created 2,500+ robust breakout strategies across global futures markets.
Here’s the simple example how ATR based rules can be deployed:
> ATR(20) < ATR(30) - volatility compression
> Entry = open + 2 × ATR(20)
> Stop = 0.5 × ATR(20)
> Exit = Friday close (my personal rule)
That’s it.
On E-mini Nasdaq 60-minute bars…
> This bare model already produced $60,000.
That’s why ATR is my favorite indicator:
It’s clean.
It’s predictive.
And it simply works.
Watch the video in the comments.

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@mkinanc @eerolmutlu I have never thought of it this way,
but perhaps you are right... 😀
I am glad you like it
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@eerolmutlu @AlexSpiroglou Hafif bir Ege Balkan havası var bu sistemde🧿 :) Elinize sağlık
Türkçe

#algo MacDv indikatörünü test ettim güzel sonuçlar çıktı benim paylaşımım sade ve basit olacak bunu geliştirmek sizin hayal gücünüze baglı ancak mevcut hali bile başlangıç için yeterli bence, risk yönetiminiz mutlaka olsun. R2 ve KRatio hesaplaması bu sistem içerisinde olacak.

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