Trend Following--Another Nail In The Coffin

Discussion in 'Trading' started by marketsurfer, Jan 26, 2007.

  1. By the way, that article, "Magic Numbers in the Dow," in no way draws any conclusions about whether
    systematic trends exist.

    In fact, if anything, it refutes TA. The authors take a (pretty much) arbitrary definition of a cycle, in order to identify
    whether typical turning pts. occur at fib ratios or round numbers more often than not.

    The conclusion is pretty much what larry williams once said... "fibonacci ratios in TA are at best a hoax, at worst a lie."

    Not a good paper to make any kind of argument about validity of trends.
     
    #121     Jul 11, 2007

  2. exactly, this is why i questioned Jack as to why he referenced it.

    here's the paper should anyone have interest:
    http://www.cass.city.ac.uk/media/stories/resources/Magic_Numbers_in_the_Dow.pdf
     
    #122     Jul 11, 2007
  3. Trends are easily refuted as long as one views the markets using charting that is in a constant state of flux.

    A Boney James record played at varying and inconsistent speeds sounds like crap. Play it a steady non-varying speed and you have perfection.

    Why is that so hard to grasp?
     
    #123     Jul 11, 2007

  4. define the parameters of the "non varying environment" you speak of, and explain why other charting is in a state of flux.

    back to "sons of hollywood"

    thanks surf:D
     
    #124     Jul 11, 2007
  5. That's interesting given your previous views on Ed:

    http://elitetrader.com/vb/showthread.php?s=&postid=626944&highlight=tribe#post626944

    Why the change of heart?

    ===

    Has anyone been in a car with Ed and asked him what speed they're going now?

    Didn't Ed also say he puts price charts up on the far wall to see which direction price is going (to determine trend)?
     
    #125     Jul 11, 2007
  6. i had previously judged on heresay from a rather annoying tribe member. like disliking a stock cos cramer pumps it. i gave it a try earlier this year after i saw an article written up on him in trader monthly. i don't dislike cramer anymore, i just don't watch cnbc!


     
    #126     Jul 11, 2007
  7. See Attached
     
    #127     Jul 12, 2007
  8. I've stated this numerous times in this forum to no avail seeing that you still don't understand it but I will make another stab at it.

    Almost all traders, hedgers or investors, who watch the markets, use daily, minute, tick, range, volume or constant volume bar charting. If something else exits I would be interested in knowing what it is but I think I covered it all.

    1. Daily Charts - Each Price bar is a varying (different) number of contracts or shares traded per bar. No two days trades exactly the same. This is the variable environment I speak of.

    2. Minute Charts - Each Price bar is a varying (different) number of contracts or shares traded per bar. Each minute bar contains a different amount of volume. This is the variable environment I speak of.

    3. Tick Charts - Each Price bar used to contain a specific number of transactions per bar but over the last year GLOBEX ruined that by grouping transactions per bar at their discretion. Regardless, each Price bar is a varying (different) number of contracts or shares traded per bar because each transaction is a varying (different) size. Each tick bar contains a different amount of volume. This is the variable environment I speak of.

    4. Range Charts - Each Price bar is a varying (different) number of contracts or shares traded per bar because a new bar isn't created until a user defined range in price is exceeded. Each range bar contains a different amount of volume. This is the variable environment I speak of.

    5. Volume Bar Charts - Each Price bar is suppose to contain a specific number of contracts or shares per bar but most charting companies ruined that by lumping transactions on the end of each bar at their discretion. Each volume bar contains a different amount of volume. This is the variable environment I speak of.

    6. Constant Volume Charts - Each Price contains a specific user defined number of contracts or shares traded per bar. Regardless of time, range or ticks each price bar contains the exact same volume. This is the NON-variable environment I speak of.

    MultiCharts and Ensign are the only charting software companies, that I am personally aware of, that offer Constant Volume Bar charting.

    It is common knowledge that when testing ANYTHING one needs their test environment as stable and consistant as possible. Any fluctuation in the environment and it will nullify the results but yet when it comes to trading, traders are constantly trying to succeed using environments where their main ingredient (VOLUME) is in a state of flux on each bar.

    It is absolutely no wonder you are constantly spouting that Trends don"t exist . . . you have never tested an environment where you could verify them.
     
    #128     Jul 12, 2007
  9. If you are following you are not leading
     
    #129     Jul 12, 2007

  10. ok, thanks for explaining what you mean.

    the constant volume chart would provide a differing number of "bars" during each time frame. for example--- every hour would have plus or minus bars depending on the volume?? please advise if im missing anything here.--- prior to the deconstruction of the fable.

    surf:D :D
     
    #130     Jul 12, 2007