trend following delusion shattered

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

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  1. LOL gann, you need to see the stellar results posted from backtesting this "system" . just curious on your opinion, but i think you just gave it. LOL

    next time you are in NYC give me a call
    :p
     
    #581     Mar 22, 2005
  2. If I read your post correctly, you claim a system with a sufficient d to show a profit based on the breakout from an opening range.

    That's fine as far as it goes. Now, are you ready to perform a demonstration?

    By the way, it seems you still don't quite get the challenge question. It's not about drawing a chart of the market before it happens. A requirement of any trading system is that it offer the trader a statistically profitable indication that price will soon move in a certain direction and to at least a certain minimum extent.
     
    #582     Mar 22, 2005
  3. ???

    What do you mean by statistically profitable indication?

    To what certain minimum extent?

    Can you elaborate on that????

    ROFL. :D
     
    #583     Mar 22, 2005
  4. I just got through explaining what I mean. Go back and read the thread.
     
    #584     Mar 22, 2005
  5. Which past post answers my question? I don't see it.

    Which one?

    ROFL :D
     
    #585     Mar 22, 2005
  6. What was wrong with the results? It was a simple system to show that trendfollowing works, which I beilieve it did. And I bet it beat your performance over that same time period. It sucks to lose to something that simple doesn't it Hank.

    5yr
     
    #586     Mar 22, 2005
  7. Hank

    Glad to hear in wrong on this one, congrats my friend keep it up ...:)
     
    #587     Mar 22, 2005
  8. In what terms are you talking about, to conclude that it works?

    :D
     
    #588     Mar 22, 2005
  9. First, it's not a system, it is an entry; there is a difference.

    Second, it gives, on average, $150 before commissions and slippage. Notice I said on average. It makes no predictions. It does similarly well in energies and the ER2. Again, these are simple statistics from entry research; this is not a system (though I have one developed and trading using the same premise).

    Third, I really don't feel too compelled to post all of my trades here in real time. What is the point? Should I give away the major points to a system on which I spent about 6-10 hours a day, 6 days per week, for about 1.5 months? Not gonna happen. I've read those type threads; why should I spend my time posting my rules with entries and exits before the trades (for about 8 different markets, no less...)? I don't feel to compelled to spend a large amount of time to hear a bunch of people telling me that I posted an entry after the fill, or any of a number of other issues. I'll keep my trade log at home, thanks.

    By the way, I'm sure you're going to get a similar response from others who have put a great deal of time and effort into their systems. I noticed you kept your own journal up for about 10 days. You want to post here in real time as well?
     
    #589     Mar 22, 2005
  10. Amen..

    thanks
     
    #590     Mar 22, 2005
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