Opensource trend-following systematic trading algorithms based on top trend following traders (Richard Dennis, Olivier Seban and Nick Radge).
Updated September 14, 2024 (quarterly update)
The article describes markets in long-term up-trend with strong momentum, that markets are suitable for long-only trend strategies as Turtle, SuperTrend, BollingerBand. An example of such a markets are the technological stock index Nasdaq 100 or the cryptocurrency Bitcoin. Suitable markets are searched through more than 5000 global markets (stocks, etfs and cryptocurrencies).
Table of Contents
A benchmark is a standard that is used to measure the change in an asset’s value or another metric over time. In investing, benchmarks are used as a reference point for the performance of securities, mutual funds, exchange-traded funds, portfolios, or other financial instruments.
Top 30 ETFs for trend following trading from 771 ETFs on US market with Asset Under Management greater than 1 bilion USD.
Query
filter = longTermGrowth + trend + strategy
sorted = perf10Years desc
longTermGrowth = perfAllTime > 0% + perf10Years > 100% + perf5Years > 50% and perfYearly > 10%
trend = priceAbove200WeeklyMA + priceAbove200DailyMA // long term up-trend and medium term up-trend
strategy = turtleStrategyProfitFactor > 2
Result
Top 20 stocks for trend following trading from 3000 stocks in index Russell 3000.
Query
filter = longTermGrowth + trend + strategy
sorted = perf10Years desc
longTermGrowth = perfAllTime > 0% + perf10Years > 100% + perf5Years > 50% and perfYearly > 10%
trend = priceAbove200WeeklyMA + priceAbove200DailyMA // long term up-trend and medium term up-trend
strategy = turtleStrategyProfitFactor > 3
Result
Top 20 stocks for trend following trading from 500 stocks in index All Ordinaries.
Query
filter = longTermGrowth + trend + strategy
sorted = perf10Years desc
longTermGrowth = perfAllTime > 0% + perf10Years > 100% + perf5Years > 50% and perfYearly > 10%
trend = priceAbove200WeeklyMA + priceAbove200DailyMA // long term up-trend and medium term up-trend
strategy = turtleStrategyProfitFactor > 3
Result
Note Currently very few long-term growth markets in medium term up-trend with strong momentum in the Australia exchange.
Top 20 stocks for trend following trading from 500 stocks in index Nifty 500.
Query
filter = longTermGrowth + trend + strategy
sorted = perf10Years desc
longTermGrowth = perfAllTime > 0% + perf10Years > 100% + perf5Years > 50% and perfYearly > 10%
trend = priceAbove200WeeklyMA + priceAbove200DailyMA // long term up-trend and medium term up-trend
strategy = turtleStrategyProfitFactor > 3
Result
Top 20 stocks for trend following trading from 65 stocks on Argentina exchange.
Query
filter = longTermGrowth + trend + strategy
sorted = perf10Years desc
longTermGrowth = perfAllTime > 0% + perf10Years > 100% + perf5Years > 50% and perfYearly > 10%
trend = priceAbove200WeeklyMA + priceAbove200DailyMA // long term up-trend and medium term up-trend
strategy = turtleStrategyProfitFactor > 3
Result
Top 20 stocks for trend following trading from 562 stocks on Turkey exchange.
Query
filter = longTermGrowth + trend + strategy
sorted = perf10Years desc
longTermGrowth = perfAllTime > 0% + perf10Years > 100% + perf5Years > 50% and perfYearly > 10%
trend = priceAbove200WeeklyMA + priceAbove200DailyMA // long term up-trend and medium term up-trend
strategy = turtleStrategyProfitFactor > 3
Result
Top 20 crypto for trend following trading from 800 most traded crypto currencies.
Query
filter = longTermGrowth + trend + strategy
sorted = perf10Years desc
longTermGrowth = perfAllTime > 0% + perf10Years > 100% + perf5Years > 50% and perfYearly > 10%
trend = priceAbove200WeeklyMA + priceAbove200DailyMA // long term up-trend and medium term up-trend
strategy = turtleStrategyProfitFactor > 3
Result
Note Currently very few long-term growth markets in medium term up-trend with strong momentum in the cryptocurrency market.
We are small team of freelance software developers and trend follow momentum base algo traders on cryptocurrencies and US stocks market.
We specializes in developing custom algo trading strategies and indicators in many trading platforms as TradingView, cTrader, TradeStation or MultiCharts.
You can hire us for consulting/developing algotrading systems.
Discord: Trend-follow.io