trend following delusion shattered

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

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  1. Funny, those that asked for clarity of terms and parameters, did there own research and understand perfectly. One reason my pudgy butt hasn't been seen on the Floor.

    Others that didn't understand the challenge didn't ask . . . go figure.
     
    #831     Mar 25, 2005
  2. I'd like to add a topic because it seems relevant...

    Can't non-trend = noise, within some degree of "whatever"?

    Isn't the one of the point of TA to reduce noise to trade some "move"?
     
    #832     Mar 25, 2005
  3. Taking noise to be roughly the same as randomness:

    Something is effectively random to the extent that its causes are not known in a way that makes it predictable.
     
    #833     Mar 25, 2005
  4. All directional strategies involve trend following (this includes reversal trading, which requires identification of a trend change)...

    Trend trading is the basis for how the majority of us trade, irrespective of our timeframe...
     
    #834     Mar 25, 2005

  5. yes, you are missing my methodology. my journal, by the way, has been continued on my new site which i am not permitted by ET's guidelines to mention. my entry figures are based on time/price junctures and not past price. hope this makes sense.

    :)
     
    #835     Mar 25, 2005
  6. Well, a definition of noise, which is relevant...


    Physics: A disturbance, especially a random and persistent disturbance, that obscures or reduces the clarity of a signal.

    Computer Science: Irrelevant or meaningless data.


    Statement A:
    Trends exists in the market.

    Statement B:
    In a trend-following system, the noise obscures and reduces the clarity and reliability of the signal.

    Considering statement A and B to be true, when the amplitude / frequency of the noise becomes too big that Statement A becomes opaque... would you still consider the trend to be there???

    A simple thought would be: Majority of the market is noise (random) but there's a minor influence of "Trend"...

    ...

    ...

    So... hanstersurfer and others... "Is there order in chaos?"
     
    #836     Mar 25, 2005
  7. If you mean that all directional strategies rely on price trend following, then that's obviously an incorrect statement.
     
    #837     Mar 25, 2005


  8. ok, prof, i have you beat by many years in the field and several associations with the "grand masters" so to speak, whom i continue to learn from and am humbled by, but i dont brag about it nor do i look down on your 9 years as being trivial.

    you dont seem to know how to refrain from personal attacks

    the market attracts all kinds of characters, its one of my favorite things about it--- thank you for adding to this seemingly never ending lexicon.

    due to your use of foul language and personal attacks, i am not going to directly engage you again.

    good bye,


    :D
     
    #838     Mar 25, 2005


  9. sure. but its subjective.

    :D
     
    #839     Mar 25, 2005
  10. We both know that people are trying to objectify a subjective question... Which is fun in all :D ... but it's about time we have some constructive "opinions" to make this thread more "fun" :D :D :D

    So would you mind, if you can provide us a "subjective" view of how there is order in chaos.
     
    #840     Mar 25, 2005
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