trend following delusion shattered

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

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  1. i actually like you, professor, despite the improbability of your market claims.

    enjoy the surf !!


    hank :)
     
    #141     Mar 18, 2005
  2. Hank, how can I enjoy what I do not know will return?


    I enjoy your comments as well.
     
    #142     Mar 18, 2005
  3. nickelscalper, why are you so fixated that trends must be predictable to be of any worth, it is all just numbers.

    take 100 random stocks below $10. in 1 year about 3 - 5 of them will have risen over 100%, using a 10% stop loss the rest is just slop and the outliers is where you make money. simple logic. its all just numbers no astrology, no voo-doo, no crystal balls, just numbers.

    small losses
    small wins
    large wins

    do the math.
     
    #143     Mar 18, 2005
  4. Banjo

    Banjo

    The wierd thing is that in the end it's all about the moon and lunatics.
     
    #144     Mar 18, 2005
  5. As a newbie in trading, I learned that probably most trend-followers would Not expect (or require) a 50/50 win-rate to be profitable. Is it true? :confused:
     
    #145     Mar 18, 2005
  6. VictorS

    VictorS

    Proflogic, Spike...

    Looking at today's closing, is that a lower high to short or a higher high to look for long trend now? Not looking for accuracy just trying to follow along here.

    what would confirm that price will not go down anymore? higher supports?
     
    #146     Mar 18, 2005

  7. i think any trendfollowing system that has a 50% win rate is suspect because it will most likely have a very tight exit, which curbs milking those outliers. anything above 25% i will look at with most being around 30-38%.
     
    #147     Mar 19, 2005
  8. Probably win-rate should not be the only or main measure to evaluate a system, I believe.

    Do you find the Robust Statistics mentioned in Ryan Jones book The Trading Game useful?

    Would like to know any details for a minimum set of performance measures (such as win-rate, profit factor, etc.) you would have in mind for different types (such as trend-following, antitrend, etc.) of profitable systems on average standard. Thanks. :)
     
    #148     Mar 19, 2005
  9. Because it is...

    That's why Gann traders rock. :D

    Bwahahahahahahahahaahahahahahaha
     
    #149     Mar 19, 2005
  10. If you tell me the timeframe you are comfortable with trading; i.e. intraday or position. I will tell you where price will go. Please bear with me because I can't respond until Sunday evening. I'm going out of town shopping for my son's birthday for a couple day. Damn I wish I was 5 again.
     
    #150     Mar 19, 2005
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