Trend Following Research

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

  1. 1
     
    #691     Apr 19, 2011
  2. DT-waw

    DT-waw

    isn't it a better idea to

    - hype that trend following sucks
    -promote only 100% winning systems with 3 points targets and no stoploss

    force as many traders as possible to margin calls - since they trade without a stoploss. this will create trends.....


    AND

    make all the money for yourself trading trend following methods?
    Elite will stay richer, poor masses - we should help them bankrupt. they really need it.
     
    #692     Apr 19, 2011
  3. DT-waw

    DT-waw

    marketsurfer!


    great job, congrats.

    hype vic niederhoffer and his option writing programs.

    this is exactly what the ignorant public should trade and where they should invest hard earned money- in programs which will hit -100% someday.

    lure them by 100% winning months and then... BAMMMM
     
    #693     Apr 19, 2011
  4. What??

    I am not involved with pitching anything to the public.

    Quite the opposite. The public are trend followers by default. Any investment I have been involved with by placing OPM requires 1 million minimum and an accredited sophisticated investor status. Not exactly mom and pop, the ignorant public or even the millionaire next door types.

    Carry on, surf :D
     
    #694     Apr 19, 2011

  5. Interesting, Neenisti. Do you believe every move is a trend? Please clarify what you mean. Thanks.

    Ps. Are you a "price physics" student per chance?
     
    #695     Apr 19, 2011
  6. Your original statement was "How many moves in one direction increase the odds that the next move or series will be in the same direction?"

    I answered your question, one.

    No, I do not believe every move is a trend. That is ignorant. Trend followers don't trade trends, they trade moves inside of trends. And no, I am not a price physics student.
     
    #696     Apr 19, 2011
  7. I don't understand, but that's ok. This is what makes the market work. Thanks!
     
    #697     Apr 19, 2011
  8. This whole discussion seems to be wanting for an example of a working trend following system, so here's one:

    On weekly bars the S&P has an upward bias in excess of basic returns when a given bar opens over the 40 bar EMA. It has a negative bias when a given bar opens below the 40EMA.

    The statement I just made is easily verified, it's tradeable, it's highly statistically significant, and it's been that way for decades. It's classic trend following.

    So to get down to brass tacks, in certain instruments on certain time frames there's ironclad evidence of trending even using a trivial detector for trends. Now discussing how best to find the right instruments and timeframes and how to best follow the trends thus discovered is a broad topic. But let's not pretend there are no statistically significant trending instruments out there.
     
    #698     Apr 19, 2011
  9. kut2k2

    kut2k2

    There you go bringing up "random" again. Why? I pointed out that the runs test disproves your claim that price moves randomly, you don't challenge that but you clearly also still don't believe it, because trends are not totally predictable.

    Here's what I know about trends: they exist in the past, in the present and in the future. Trends come and go unpredictably. No one can say for sure that a specific current trend will continue long enough to be profitably exploited but many do, so why just assume the one being considered for a trade isn't one of them? Especially if you detect it early (and some traders can do that consistently).

    You seem to want certainty of trends. Good luck with that. Everything isn't either all random or all predictable, there's a wide middle ground. I already told you my method: buy strength, sell weakness. You'll have to figure out the details on your own. Again, good luck.
     
    #699     Apr 19, 2011
  10. Thanks kut. I'm happy to respectfully disagree with
    You. This is what makes markets. You can buy strength I'll sell it and vice versa. We can both make money depending....

    Good luck to you also!
     
    #700     Apr 19, 2011