trend following delusion shattered

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

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  1. Indeed, there is noise and there are trends. In fact the trend is "noisy", that's the problem for successful trading; if there would be no noise we would go straight up or straight down.
    :)
     
    #1211     Apr 9, 2005
  2. opw

    opw

    A philosophy? To use in life and trading?
    You try a lot of things (diversification), but you do not know in advance what will happen, as you can not look into the future. You keep the things that work out as long as they work out(trailing stop), you drop what does not (initial stop)

    Just do not try the thing you will know you will kill you (risk management)

    If you keep it up, in the end you might win... in life and in trading

    :D
     
    #1212     Apr 9, 2005
  3. Recently I read Zweig's " Winning on wall Street". Basically it's a an approach based on trend, and it discusses everything from momenutum, volume to put-call ratio, investment sentiment.
    But when I looked at his track records (Zweig Fund, symbol: ZF, for example), I was dismayed. Seems it has been going down since 1990.

    I know it's unfair to say that none of trending methods work, but can one say that even Zweig cannot make it to work? Did I miss something?
     
    #1213     Apr 11, 2005

  4. exactly,

    trend methods work for some traders, some of the time. buy and hold or sell and hold also works for some traders, some of the time.
     
    #1214     Apr 11, 2005

  5. Yes, totally agreed.

    It would be know which trend method works and which doesn't. Since no one will disclose the ones that work, maybe we should look at those which does not work, just to get a lesson.

    Zweig's method certainly worked for a long time in 80's. Why it stopped working in 90's? Does any has an idea or insight?
     
    #1215     Apr 12, 2005

  6. it certainly had nothing to do with "trends". just look at charts in the 1990's----lots of trends there ..... LOL !





    :D
     
    #1216     Apr 12, 2005
  7. bignatty

    bignatty

    It didn't stop working. The Zweig fund does not follow his principals. Its too big to do that. Look at the aaii.com website and check out the Zweig screen. IT STILL WORKS.
     
    #1217     Apr 12, 2005
  8. I forgot the billionaire's name who always traded with the trend not followed the trend. Bought a pro baseball team..John Henry ???? He said "he always traded with the trend". What an idiot...didn't he know that trend might end and reverse and tell him to come this direction with another trend...again...and again and again..
     
    #1218     Apr 13, 2005
  9. postal

    postal

    It's easy to see if a trend method works or not....just apply it to a security and see if you have consistent profits. If you're using moving averages to identify a trend, look at historical performance using that moving average. Backtesting is crucial to determining if a particular trend method works with a particular security. If you don't backtest your strategy, you're trading blind, and I think that's true no matter what trading strategy/philosophy you're using, trend or no trend.

    You'll never find a trend method that always works on every security all the time, so you have to backtest different methods on different securities. You could try moving average crossovers (short term MA crossing a long term MA), displaced moving averages (my favorite is a 6/4...6 period MA displaced 4 periods), Bollinger Bands (try outside/inside BB reversal), macd histograms...there's any number of trend entry and exit techniques.
     
    #1219     Apr 13, 2005

  10. Actually, I did back test. There are big drawn downs with moving averages (more than 30%) , but they out-perform the buy-and-hold for certain stock indices.

    Thanks for the suggestions anyway.
     
    #1220     Apr 13, 2005
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