What are the basic ingredients of a trend following system

Discussion in 'Strategy Building' started by pisco, Jan 25, 2014.

  1. dbphoenix

    dbphoenix

    Maybe there are. If so, why reinvent the wheel?
     
    #11     Jan 26, 2014
  2. yuo are correct on every count.

    1. your resaerch is incomplete.

    2. no single indicator can do all things

    3. both trend and chop are meaningless and lagging.

    4. your concession is correct and will always be correct
     
    #12     Jan 26, 2014
  3. It certanly sent an elegant chill down my spine.
     
    #13     Jan 26, 2014
  4. I wrote the above and got a caution. It said my post was tooo short.

    Everyone laugh out loud. what a funny coding glitch on ET.

    apprantly the ET prograqm starts counting out side the reference post limits


    so now everyone knows how to blow up ET.

    did you'all notice that if you search a name the search tells you a topic does not exist. very cool and screwed up completely.
     
    #14     Jan 26, 2014
  5. kut2k2

    kut2k2

    Jack off ignore.
    Jack back on ignore. :D
     
    #15     Jan 26, 2014
  6. Daring

    Daring

    Never take him out of ignore, he's like a plague that infects your brain, highly contagious disease with a high fatality rate.
     
    #16     Jan 26, 2014
  7. kut2k2

    kut2k2

    :D

    I just had to make a quick point that shouldn't go unaddressed. Ignoring trend or chop is a road to ruin.
     
    #17     Jan 26, 2014
  8. pisco

    pisco

    Ok. Thx for your answer!

    Which research paper can you recommend? Would be glad if you have any clear recommendations to read!
     
    #18     Jan 27, 2014
  9. Fact: 50% of trend-followers blow up when markets go choppy., 40% experience a large drawdown and only 10% can maintain reasonable performance. These are all people with many years of market experience.
     
    #19     Jan 31, 2014
  10. Sergio77

    Sergio77

    What about 90%? It sounds more real.
     
    #20     Feb 3, 2014