Trend Harmony makes top ten list of systems. See link. http://sfomag.com/article.aspx?ID=1294 Article was on SFO web site and written by Futures Truth.
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
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.
How big is the difference in trending behaviour between stock indexes and currencies ? You only trade stock indexes countertrend ?
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.
That is great news, Murray! Can we know the order of systems in the article? Is the ranking related to the performance or something else?
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.