Should we look at recent price action behavior to forecast direction?

Discussion in 'Trading' started by sjain100, Mar 11, 2022.

  1. The difference between an expert and a experimental scientist is the expert thinks what the experimental scientist discovers is impossible.

    Trading is no different. Every expert will tell you trading is random and past does not predict future.

    But a market is not random, and past does predict future.
     
    #11     Mar 11, 2022
    persistence, MACD and Laissez Faire like this.
  2. mikeriley

    mikeriley

    Love your assessment about back testing. I backtested hundreds of stocks and learned the hard way it does not predict the market. Just as you stated, "Just" learn to read the market and then forward test it." We go in circles until blown accounts and desperation teaches many that JUST READING WHAT WE SEE. AND TRADING WHAT WE SEE is effective. No amount of back testing would have predicted the parabolic ES move around 5:20am this morning.

    Back testing is human natures innate desire to find predictability
    in the face of market chaos. It's hard for some to believe a mental
    framework and methodology that adapts to uncertainty is an EDGE.

    Just my experience, but the only thing back testing did for me
    was fill me with naive irrational exuberance, only to be
    knocked down again and again.
     
    #12     Mar 11, 2022
    SimpleMeLike and MACD like this.
  3. wrbtrader

    wrbtrader

    You're using the phrase "high probability setup"...that's a phrase used by someone that knows either the backtest results of their trade strategy or they know the quantitative statistical analysis of their trade performance with real money.

    Regardless, the market conditions we've been seeing the past month are very unusual because of the Russia/Ukraine geopolitical situation (WAR) and the United States economic woes.

    Simply, watch your back when trading in today's markets.

    wrbtrader
     
    #13     Mar 11, 2022
    MarkBrown likes this.

  4. Hmm, I have the exact opposite experience. Of course I agree and know forward / live testing is absolutely critical. With that said backtesting used properly is an extremely powerful tool. The past certainly adds and allows you to calculate probability of futures moves, despite of course not guaranteeing it will happen.

    There are certainly moments of market chaos, but for the most part this is just a "debit" and "credit" game as far as day trading. Larger players are making setups and traps to basically just move smaller players money into their accounts. If you position yourself properly to survive the "debit" phase, than you get to join the "credit" side.

    The market generally isn't random movement. Think about this do you really think larger players are just slamming in orders of 100's and 1000's of contracts left and right without a goal? or without the intention of getting a net weighted average? Or is it more likely that they are being very calculated with how they are applying their capital in a way to create traps for others and/or obtain the net weighted average they desire. A lot of times when they are doing this they leave behind clues, which can also be patterns you can pick up on.

    Anyways not sure I did a great job of explaining my point or made it very clear, but there it is.
     
    #14     Mar 11, 2022
    sjain100 likes this.
  5. easymon1

    easymon1

    Last edited: Mar 11, 2022
    #15     Mar 11, 2022
  6. mikeriley

    mikeriley

    Hi Concinnity,

    I really do understand your explanation. Of course with all things trading, what works
    for one may not work with another. I think my past experience with back testing made me susceptible to relying on the past without a constant appraisal of present price movements.

    I do much better now just using a rectangle around consolidation and waiting for a breakout.
    Appreciate your insight.
     
    #16     Mar 11, 2022
    SimpleMeLike likes this.
  7. Overnight

    Overnight

    #17     Mar 11, 2022
  8. easymon1

    easymon1

    Last edited: Mar 11, 2022
    #18     Mar 11, 2022
  9. easymon1

    easymon1

    #19     Mar 11, 2022
  10. Aisone

    Aisone

    I don't necessarily think this volatility is due to war. This is a daily chart and one way I track the nasdaq, and the volatility was actually greater in January before the war (which was set up well before that imo.)

    [​IMG]
     
    #20     Mar 11, 2022