Working on the Trading System - Trend Following.1

Get FIR filter parameters from TFilter.

Get RUT, SPX, NASDAQ historical data.

Design Entry and Exit Method.

Entry:
1. Up Trend Confirmation
2. Crossover between Price and Trend Curve.

Exit:
1. Trail Stop
2. Stop Loss
3. Crossover between Price and Trend Curve.

Calculate Max drawdown and cumulative returns.

Note:
1. Inverting a losing strategy might not make it profitable.