Trend Harmony , Updated Results

Discussion in 'Events' started by Murray Ruggiero, Jan 29, 2008.

  1. #121     Jan 19, 2009
  2. Murray Ruggiero

    Murray Ruggiero Sponsor

    #122     Feb 10, 2009
  3. Hi Murray,

    Congrats on Simple Harmony.

    Question for you: how do you think the system would do if traded intraday, say on 1hr bars?

    While perhaps not ideal, if prices are really fractal in nature, it should still reasonably well, correct?

    Interested to hear your thoughts.

    Transatlantic
     
    #123     Feb 10, 2009
  4. Murray Ruggiero

    Murray Ruggiero Sponsor

    In trend following markets like currencies intra-day might work have not tested. In things like stock indexes no, stock indexes are counter trend by nature.
     
    #124     Feb 11, 2009
  5. Excellent
     
    #125     Feb 12, 2009
  6. How big is the difference in trending behaviour between stock indexes and currencies ?

    You only trade stock indexes countertrend ?
     
    #126     Feb 12, 2009
  7. Murray Ruggiero

    Murray Ruggiero Sponsor

    There is a trend component to stock indexes but it's different than classic trend following markets like currencies,energy,coffee ect. The point I was making is that any of the classic trend following systems don't do that well on stock indexes and until the most recent bear market many of them lost money on the short side.

    The behavior of trend is a interesting subject. Even within trend following markets, like energies, heating oil, unleaded gas and crude they will perform differently compared to each other depending on the trend following method used, so defining behaviour is not as simple as it seems.
     
    #127     Feb 12, 2009
  8. That is great news, Murray! :) :D

    Can we know the order of systems in the article? Is the ranking related to the performance or something else?
     
    #128     Feb 13, 2009
  9. How do you define a trend ?
     
    #129     Feb 13, 2009
  10. Murray Ruggiero

    Murray Ruggiero Sponsor

    That was the point I was making ,it's not simple, A Trend is like a pretty girl, everyone has a different view to a point although most people would agree in most cases. Even though they would agree they all have different definitions of attractive.
     
    #130     Feb 17, 2009