Trend Following Research

Discussion in 'Technical Analysis' started by Trend Following, Aug 28, 2010.

  1. Surf, you don't even have a nodding acquaintance with those concepts, and cannot even spell some of them. Please step away from them slowly and don't make any sudden moves. No one needs to get hurt.
     
    #681     Apr 19, 2011
  2. Huh? I am well versed in basic statistics,having passed 3 college levels-- and if a concept is outside of my knowledge, I have several PhD types in math and finance to consult.

    Surf
     
    #682     Apr 19, 2011
  3. kut2k2

    kut2k2

    Wrong. The runs test shows that price movement by and large is NONrandom.

    And you are continually confused on the difference between random and unpredictable. Not everything unpredictable is random. The next unknown digit of pi is unpredictable, but it sure as hell isn't random.
     
    #683     Apr 19, 2011
  4. Ok, I'll ask it in again in simple terms

    How many moves in one direction increase the odds that the next move or series will be in the same direction?

    If This can not be answered it proves that there is no quantifiable edge in trend following.
    Surf
     
    #684     Apr 19, 2011
  5. You've already stated your viewpoint.

    I asked your "expert" for his opinion. You already deferred that he is more knowledgeable than yourself.
     
    #685     Apr 19, 2011
  6. re. pullbacks...A KISS(Gann) method to determine continuation is that a trend will continue until a larger pullback in series, then it may change direction or continue with that larger pullback as baseline.

    AAPL yestarday: 1.90 first pullback in trend change, #2=1.62, #3=1.80, #4(today)=1.98=Caution...
     
    #686     Apr 19, 2011
  7. kut2k2

    kut2k2

    All this proves is that you are not as knowledgeable about trading as you claim. You continually treat price movements as if they are analogous to coin flips ("how many moves ...?").

    Coin flips have a fixed magnitude. They go up or down in number by units. Price not only has two directions to move, it has a potentially infinite range of magnitudes to exist in. The fact that you think there's some magic number of moves to determine a trend is one reason why you have failed so miserably at it. An outlier move in one direction can wipe out an entire series of "average" moves in the opposite direction.

    What, you thought price trend analysis was going to be easy?
     
    #687     Apr 19, 2011
  8. That's all well and good. Even so, in some cases, the imposter syndrome actually fits and should be embraced. Give it a try.
     
    #688     Apr 19, 2011
  9. That is one way to view them but personally I'm not a Gann or Fib fan.
    Gann tries to say their are a specific number of pullbacks and Fib says the pullbacks are structured. Neither position is accurate. What is accurate is that there are pullbacks, they aren't structured and there aren't a specific number of pullbacks in each extended move.
    You seem to be able to see them without a problem, bravo Dave. Doesn't matter how many or at what level, what matters is they exist.
     
    #689     Apr 19, 2011
  10. Ok, add in varying magnitudes, this complication doesn't help the trend case. If it does, please advise. Thanks.

    I fully understand that my example is very simplistic. Adding "magnitude" or amount of change within a particular constraint doesn't change the fact that knowing the past trend is irrelevant to the future moves. Your example of outlier moves seems to support the random walk hypothesis-- not trends as no one knows when an outlier will wipe out a trend therefore there is no quantifiable edge in going with the trend.
     
    #690     Apr 19, 2011