10-1

FESX (15 minutes) a pretty broad BollingerTEMA_band, MACD trendfilter.
The “Dog” trend retracement strategy.

A long trade, entry at the lower BollingerTEMA_band, exit at the oppositte band, green background for bullish trend.

The Bollingerband is calculated on 280 periods (one Week) and 3 Standard Deviations. Other values may bring better results, but are then curve-fitted.

A short trade, entry at the upper BollingerTEMA_band, exit at the opposite band, red background for bearish trend.

Shepherd Dog. The Retracement strategy with BollingerTEMA when volatility is less.
FESX (5 minutes), Bollinger 168 (a day of 5 minutes), 2 Standard deviations broad. Trailing stops.

Equity curve of Shepherd Dog. Trades only when low volatility.

In times of higher volatility like 2008 a shorter Bollingerband woud have been more succesful.

3 month of trading Shepherd Dog at the Euro-USDollar.