trend following delusion shattered

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

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  1. A Genius trend following trader would have made over a million on this trade alone. :D
     
    #1651     Nov 23, 2006
  2. the only validation is in living your own life /
    vicarious existence is a fucking waste of time...


    -- Guns n Roses
     
    #1652     Nov 23, 2006
  3. Surf,

    I have been doing some work correlating price to time. If you find the correct frame of time, it will remove the noise and the trend becomes visible.

    You can use a smaller timeframe to trade the now visible trend.

    To borrow the words of another great trader, price will continue to move in the direction that it moves until it doesn't.

    Best Regards
    Oddi
     
    #1653     Nov 23, 2006
  4. i tend to agree with surf if it's intraday on index futs. pays off to sell the highs and buy the lows not viceversa. trend days are pretty rare compared to whipsaw that occours almost every day. i mean, look at any day chart and draw your own conclusions.
     
    #1654     Nov 23, 2006
  5. man

    man

    sounds very interesting, though i guess you won't elaborate any
    further, right?
     
    #1655     Nov 23, 2006
  6. If I could, I would. But then I would have use the combined methods of my three greatest mentors to get to the point.

    The best I can do is say the price will theoretically move a certain distance within a certain amount of time. Calibrate your chart to this and the noise gets taken out.

    Prof does something similar to find the correct time frame, but he uses volume measurements. I use mysticism, it is not remotely scientific.

    For example, I may use some convoluted math process that tells me that price should move 9 points in 3 days before suffering a reversal, so then I would use a three day chart.

    Best Regards
    Oddi
     
    #1656     Nov 23, 2006

  7. thanks for the study. does an edge exist in buying 2-3 day declines in the sp? what does your work indicate?

    thanks!

    surfer
     
    #1657     Nov 23, 2006
  8. Really, here is the "investopedia" definition:

    "The general direction of the price of an asset or market. Trends can be thought of in varying lengths including short, intermediate and long term."

    It is a fallacy to consider Trends as only long term in nature. That is a surferism.

    In regards to your specific Euro/Yen trade, I agree, IF someone would have been watching that very specific market in that longer term chart/time frame and adhered to scaling into their position, they would have done marvelously.

    I would venture a guess here, that far less than one percent of the traders here on ET watched that particular pair in the FOREX. There are so very many markets out there to trade that if you have a solid grasp on reading price then any market can be consistently profitable and there is no need to pull millions out of any single trade. You can always tell the traders that are less than consistent in their day-to-day trading because they are the ones that are always looking to break the bank on a single trade.
     
    #1658     Nov 23, 2006

  9. thanks, oddi. what's the correct frame of time? i always enjoy your contributions here, keep em up!

    surfer
     
    #1659     Nov 23, 2006
  10. Here is the Euro FX in basically the same time increment as described in roberk's Euro/Yen trade.

    Easy to see Trend and trading opportunities.
     
    #1660     Nov 23, 2006
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