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But how does one come up with that expectation. The only way that I can see is to make up a future price. Whether I think oil is going to infinity doesn't make it so and if I think that coffee is going to pull back from its recent highs doesn't mean it will. You go long both markets because...

So you are asking the trader to predict what the future price will be before entering the trade?

Slippage and commisions were included, commisions we $30 a roundturn, more than anyone should pay and slippage increased as the # of contracts traded did. This was an extremely conservative number too. I don't know why there is still an argument The number of trades was 1059 with a profit of...

Yes because that makes a lot of sense. :confused: Oh and by the way d=$20 I knew it the whole time. HA HA HA HA HAAA

No, I am suggesting that you don't worry about d, setting profit targets is the worst thing you could do. There is no rule for how much you make per trade, why would you want to limit your profits? Thats like saying I only want to make $100,000/year thats my profit target. If you give me more I...

I think I showed you that by using a simple 50/200 day MA crossover to define the trend and trading in that direction you had a 52% chance of a profitable movement. Now you can set d to whatever you want it to be. Your a F%#king Retard, 5yr

Hey Hank, We seem to be on the opposite side of every issue/trade. Just wondering, it has already been asked, how much pain you are willing to sit through to make the 6 bucks on oil. IE where is your stop? If it trades to $63 will you sell more, get out, or just sit and wait? best 5yr

Jesus, I quit

Thats because your question is idiotic. You are asking someone to say what the future price of a market is going to be, or at least asking exactly how much profit someone intends to make on a given trade. If someone can't you are declaring an end to trendfollowing. I don't know why I care, but...

Oh and his biggest drawdown of 31% came last year when Henry was UP 13% for the year:D

There are times that the market whipsaws creating losses fo TFs also because TF never get out at the high there are always Drawdowns, that is part of the risk they take. No one can be profitable 100% of the time in any business. It takes an outlay of capital to make money in any business...

Trading with the trend Profit = $490,163 sharpe = .59 Max Drawdown =17.78% % of stops hit = 45% Trading againist the trend Profit = ($638,374), thats negative for accounting majors sharpe = -.71 Max Drawdown = 35.67% % of stops hit = 73% as a Feb 28 this system was down from its peak...

Well then, if long p1 = price when 50 day MA crosses below the 200 Day MA. If short p1 = price when 50 day moves above 200 day. d = what ever p1 - p0 is, or whatever d wants to equal. If you are using the counter trend system I outlined on p 64 d is almost always negative

It could. Why don't you give me a couple markets to test it on. Trendfollowing works best when one diversifies across many markets, but we can try it on the markets you suggest. Why don't you give me years in which to test it over too. 1990 and foward for most markets. I can change the MA's too

Yes, 200 day MA. What else would you like me to explain? Respectfully, 5yr

I am not able to predict the future so I am not able to come up with p1. I don't know of any person that is able to predict the future so I find your challenge perplexing. Maybe I should ask my magic eight ball

I thought I did. If the 50 day moving average is above the day the trend is up and you go long. If it is below the trend is down and you go short. I guess I don't understand what you mean

This is so stupid. Any trader that makes money has to trade with the "trend," by definition. There shouldn't even be a discussion about this. This thread has been bothering me and it keeps making it to the top of the list, so I am going to prove it. I ran a system in which the trader gets...

Well then your problem is you and you have just supplied the answer. If your losing money thinking the market is oversold, then your wrong. The market is never "oversold," so sell lows buy highs and quit bitching.

I read your article, very informative. There are traders that specialize in trading spreads during rolls, I know I used to work in the nasdaq pit at the CME. They don't bet on the spread widening, they typically try to leg spreads and then either leg out are get out in the spread market. They...