Intraday Trend Following

Discussion in 'Journals' started by fractalize, Feb 1, 2020.

  1. tomorton

    tomorton


    Once in a trend, I fully accept the last trade in a series of trend-following trades will be a loser, or will be trimmed the top part of its profits - but that doesn't make trend-following as a strategy a non-starter.

    Traders over-rate the danger of trend reversal. Most price moves in a trend are not instantaneous reversals into the opposite trend.
     
    #11     Feb 2, 2020
    Onra, Turveyd and SteveH like this.
  2. traider

    traider

    You can say friday is easy down only day. Try shorting on thursday or any day from monday to friday. Market was full of reversals. If you backtest trend following systems you will see how shitty their performance is if you just using some useless fundamentals and price data.
     
    #12     Feb 2, 2020
  3. This is something I would consider in the future, especially if I blow up.
    Can't argue that. This isn't a doubtless pursuit. I'd be grateful to beat the SPX by years end.
    I ran a few months, with a decent mix of longs/shorts.
    From a historical (long or short term) perspective, it will nearly always be a shot in the dark. I will try to maintain a forward looking bias, and establish direction based on order flow of the first few minutes of trading. There won't be any non-trading days. I'll make the best of what I perceive, pick a side, and apply strict exit rules.
     
    #13     Feb 2, 2020
  4. tomorton

    tomorton


    Well if you're taking into consideration long-term trend plus the day's early price action, this clearly isn't a shot in the dark. You're being too modest (or too apologetic).

    The problem always arises eventually - I see that the long-term the trend is up, but so far this morning the trend is down - what do I do now?
     
    #14     Feb 2, 2020
  5. There is always a problem to solve, but with this strategy, I’ll try my best to take a long-term view of 1-30 minutes. The exits will determine the viability.
     
    #15     Feb 2, 2020
  6. Deez

    Deez

    Well I would say a good place to determine the start of a trend is is price above or below the open price.

    By looking at yesterday’s chart as well as a recent week or two you can make a pretty viable determination who is setting the day’s opening price and subsequent order flow.
     
    #16     Feb 2, 2020
    tomorton and fractalize like this.
  7. I’m definitely in that camp.
     
    #17     Feb 2, 2020
  8. kaizer

    kaizer

    #18     Feb 2, 2020
  9. Turveyd

    Turveyd

    Correct, most people play every small pull back like it's a reversal rather than joining, took me ages, or they wait for a big pull to join the trend, thinking it'll return to mean and then it is a trend change, while ignoring the small pull backs cause they don't see the profit potential they only see previous high.
     
    #19     Feb 2, 2020
    tomorton likes this.
  10. padutrader

    padutrader

    I agree
    in fact it is better to bet on reversals when you get a sell or buy signal,take that .I do that.
    if the stop gets hit which happens less than 20% of the time, then assume a trend is in place
     
    #20     Feb 2, 2020