The Surf Report

Discussion in 'Journals' started by marketsurfer, Apr 25, 2002.

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  1. That's an interesting number, I won't ask why.
    ***
    One thing you have shown to the board is the concept of non-linear trading. That is to say, most traders think of the price action of the individual security they are trading as what defines its trend.

    That ain't necessarily so.

    FTR, the trend of the YM remains up at the moment.

    Good trading,

    JJ
     
    #4361     May 4, 2007
  2. holding short eur/usd.

    holding YM shorts here--- 13333 not broken by 3 minute stop parameter as of right now. staying short, with finger on trigger.

    maintaining all positions at this time...

    surf
     
    #4362     May 4, 2007
  3. You got in too early... if anything you want to be dipping short at 13333 not getting stopped out... The best short entry would be at 13430. If your stopped out but still have a bearish bias I suggest getting back in at that area.
     
    #4363     May 4, 2007
  4. our stop parameters kept the YM short position open despite the brief spike off the NFP figures--- staying short at this time--fully expecting a down close.

    eur/usd short suffering minor adverse acceleration from NFP figures back toward breakeven level--maintaining short.

    have a great day!

    surf:)
     
    #4364     May 4, 2007
  5. Vienna

    Vienna

    Re: Shorting Tops etc..

    It took me a while to figure out why Marketsurfer trades as he does: shorting new highs in an obvious Bull etc...(not that in an individual case the trade couldn't work).
    What puzzled me was the constant insistence that there is no such thing as a trend, even while getting clobbered by such a trend again and again.
    I know that Marketsurfer thinks that Victor Niederhoffer is pretty much the best, and also that he seems to model his approach on VN.

    Then I read a quote by George Soros on Niederhoffer, and it all became clear:
    "There was a flaw in his (Niederhoffer's) approach," Soros, 75, wrote in Soros and Soros (John Wiley& Sons, 1995). "It is valid only in a trendless market". "He made good money while the markets were sloshing around aimlessly", Soros wrote about the episode. " Then he started losing money, and he had the integrity to close the account." Soros stopped using Niederhoffer to manage money in 1995.

    So, of course, if you have a method that works (only) in trendless markets, then you might be biased to believe that there are no trends, and selling new tops and buying new bottoms can make sense within that framework. Of course, if you did that in a real situation like VN with Soros, you would be shut down pretty soon.
     
    #4365     May 4, 2007

  6. it needs to be pointed out that niederhoffer was the only trader to ever leave soros while still profitable--he was not "shut down" as you implicate.

    my present method often takes several entries to nail the big turns, but as witnessed in feb 2007, the rewards can be substantial.

    surf
     
    #4366     May 4, 2007
  7. the down move did not take place today as expected. however, the shorts in the DJIA are still open as price did not break the stop level by the time parameters. holding shorts at this time.

    the eur/usd short continues to flirt back and forth with breakeven, holding here.

    regards,

    surf
     
    #4367     May 4, 2007

  8. thanks, apex. however, maintaining bearish bias and shorts at this time.

    regards, surf
     
    #4368     May 4, 2007



  9. Strange days indeed, the black swan meme spreads.........

    Nassim Taleb will be on Comedy Central, Tuesday 11 on Colbert Report.

    Enjoy,

    surf
     
    #4369     May 5, 2007
  10. Niederhoffer failed with his own fund in 1997...:eek:

    http://en.wikipedia.org/wiki/Victor_Niederhoffer
     
    #4370     May 6, 2007
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