trend following delusion shattered

Discussion in 'Trading' started by hank rollins, Mar 15, 2005.

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  1. Your answer was a bit diffuse. The question is quite simple.

    Do you claim a system that gives winning signals despite its inability to anticipate whether price will move both in the right direction and to a certain minimum extent after the trader has committed to a prospective entry?
     
    #1091     Apr 2, 2005


  2. i would change mr. mamis's qoute to read:

    "ta is attacked for what people are led to believe it can do"


    thank you for the cogent answers, however, i have a question. how is the probability for a trade entry determined?




    hank
     
    #1092     Apr 2, 2005

  3. Yes
    Absolutely
    100% in the affirmative


    And it is not a "claim". It is how traders and also poker players make money (and how casinos make money in slots, craps, etc.).
     
    #1093     Apr 2, 2005

  4. yes, i understand what you are saying--however the probabilities in the casino and poker are far different than the probability of a trade being profitable after an entry. is there a quantifiable method of clearly and specifically determining probabilities of trade entry success or lack thereof ?

    thanks
     
    #1094     Apr 2, 2005
  5. oopps, MarketRollins got his post in between Nickel's question and my answer to it.
     
    #1095     Apr 2, 2005
  6. Yes sir. The cards never change but the market does. However the method is very simple: # of times the good thing happened after the precondition / the total number of times the precondition happened. I am also a big fan of "Max Gain vs. Pain Required to Reach Max Gain" scatterplots as a quantitative measure of the effectiveness of an entry. I have attached one of them from my own stuff.
     
    #1096     Apr 2, 2005
  7. So, in other words, you trade according to a system the signals of which are not associated with whether price will move both in the right direction and to a certain minimum extent after the trader has committed to a prospective entry.

    Good luck. You're going to need it.
     
    #1097     Apr 2, 2005

  8. Yes
    Absolutely
    100% in the affirmative


    With my explanation and scatter plot you can see why. Or you can handwave it away as many do. Makes no difference to me...
     
    #1098     Apr 2, 2005
  9. Indeed, as do the casinos. The point is I make more money with my good luck than I lose with my bad luck. :D
     
    #1099     Apr 2, 2005

  10. thanks !
     
    #1100     Apr 2, 2005
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