trend following delusion shattered

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

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  1. Isn't trend just movement? so in that pure sense, there is alway a trend...



     
    #171     Mar 19, 2005
  2. The future move in Oil is more likely up than down because it is in an uptrend. The future moves of the dollar are more likely down than up because the dollar is currently in a downtrend. The future moves of the S&P is more likely up than down because the S&P is in an overall uptrend. The term 'path of least resistance' can be substituted for the term 'future move' that I utilized. Simple enough?
     
    #172     Mar 20, 2005
  3. trade ya,

    do your quants agree with you on "trend" ?

    as you may know, i am short oil AND short DJIA. we will see.

    :eek:
     
    #173     Mar 20, 2005


  4. exactly.


    its an intellectual exercise for me..... it has little to nothing to do with success.

    :)
     
    #174     Mar 20, 2005
  5. Its according to the timeframe (s) used....


     
    #175     Mar 20, 2005




  6. ok, we have a starting point.... tic, variations of tic up to full minute, then use the clock. can it be shown that an up tic is more likely to be followed by another up tic or a down tic ? 50 tics ( as an example) up, are the next 50 tics more likely to be up or down ? and so on.......into infinity.

    how about intrinsic time based on transaction frequency within the confines of the particular instrument.... 50 positive transactions with an increase in price, is the next transaction more likely to be positive ?

    can the above be tested ?
     
    #176     Mar 20, 2005
  7. This definition is one I have never applied to "trend", ie., a probability that something will happen. That "price is trending higher", for example, has never meant to me that prices will probably continue to trend higher. I use the term trend to describe what has happened or what is happening... not what will happen.
     
    #177     Mar 20, 2005
  8. there is no such thing as sideways
     
    #178     Mar 20, 2005
  9. Saying that something is more likely to go up than down because it's in an uptrend is circular logic and useless as a method of prediction.

    I happen to agree with your calls on oil and the dollar. The S&P is more difficult, because profits can go down in real terms while they try to keep the index up nominally. What a game.
     
    #179     Mar 20, 2005

  10. exactly, well stated. trend is historical--- however, for purposes of this discussion-- does the trend increase the probability of a profitable trade by trading in the apparent direction ? if not, what is the use of trend by a trader ?



    :)
     
    #180     Mar 20, 2005
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