The best way to detect trend market/non trend market in programming?

Discussion in 'Automated Trading' started by GloriaBrown, Jan 24, 2021.

  1. SunTrader

    SunTrader

    And then there was LTCM with the "best" Nobel prize winners.

    That didn't go so well in the end if I remember correctly.

    And the world's number employer of PHD's is The Fed and they can't accurately predict what the economy will do in the following quarter.
     
    #41     Jan 25, 2021
  2. They didnt stop lose, pretty stupid.
     
    #42     Jan 25, 2021
  3. Turveyd

    Turveyd

    Looking like Trend will be a simple answer for a few months judging from todays action.

    DOWN DOWN and yes more DOWN!!
     
    #43     Jan 25, 2021
  4. Lol yeah getting worse
     
    #44     Jan 25, 2021
  5. Turveyd

    Turveyd

    Method, back working got to stop out of that madness, quick 10pts on MNQ :)
     
    #45     Jan 25, 2021
  6. Auto trade or manual?
     
    #46     Jan 25, 2021
  7. Turveyd

    Turveyd

    Manual, I could code the Entry and might soon as it's fairly clear cut, but the Exit that's the tricky part, why everyone focus's on Entry and ignores exits.

    Obviously you could set a 10pt Take Profit, but then you don't get the great risk to reward ratio.

    Manual is fine for me, don't really believe in auto trading, if possible we'd all be millionaires.
     
    #47     Jan 25, 2021
  8. seasonal_decompose in statsmodels for python can infer trend and seasonality quite trivially.

    If you mean stationary by "non trend" then there are many types of unit root test that can be performed. Augmented Dickey-Fuller as an example.
     
    #48     Jan 25, 2021
  9. Hard to manually cut lose like machine
     
    #49     Jan 25, 2021
  10. Turveyd

    Turveyd

    Advantages and Disadvantages, machine can't think, this looks wrong and get out small profit, but how I often do I do that and it keeps going ?? so tricky!

    Good Trend moves today and called pretty well aswell, some days every trend entry turns and loss after loss, hard for me to avoid that, hard for a machine, but atleast the machine will keep repeating, not get emotional and screw it up.

    Tricky!!
     
    #50     Jan 25, 2021