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Bone you are a spread trader right. Do you trade strictly reversion to the mean commodity ratios or do you also trend follow spreads (difference between two commodities)? Also do you use daily bars or some other period bars??

I would like to quantify it in order to have a systematic approach to picking the best time frames for trend following strategies. Problem seems to be that I will have correlated equity curves since, my stops increase with lower time-frames in order to avoid constant shake outs.By making stops...

Thanks for the reply Wallace. Nice chart, i saw something similar done by The Rumpled One. Anyways, how does one measure noise?? How would you quantify noise? Thanks

I retract my posts, you're right. My bad. For whatever reason I jumped the gun it was after midnight here when I posted. My opinion on intuitive trading is on par with yours.Funny how Curtis Faith now is preaching using intuition in the process of trading. He is like an exact opposite of...

http://www.activetradermag.com/index.php/c/Trading_Strategies/d/Learning_from_strategy_performance

With all due respect Mr. Covel... Trend following works as proven by many, but so do many other things. Soros has outperformed all trend followers and that's just one example. Do they trade intuitively, possibly, but they sure know their fundamentals and macroeconomics.

You can create a macro model or do a top down apporach. I do agree that fundamentals become pretty useless if one focuses on short term time frames though. So if your holding periods are a few days fundamentals wil probably be of no use.

What did you base your decision for 3x on? Why 3 over 5 or 6 or 8 etc? What I am trying to get to is , if you tested your system on various time frames and selected the 3x due to better performance. Can you quantify why you like the multiples of 3 best?

I want to know if some intelligent folks on this forum can help me determine the best way to rank time frames. There has been a lot of buzz nowdays about mutliple time frames trading. Normally you hear traders say I use a Entry Time frame, Intermediate and Longer time frame to gage my entries...

Mr Covel, I just finished watching BROKE, and I enjoyed it. Were you interviewing Jim Rogers in Singapore?? I am glad that you interviewed poker players and some fundamentalists like Mr. Rogers. Also Seykota is one of my favorite traders, which is why I asked you about him and Hite. I just...

http://www.behaviouralfinance.net/psychology-of-successful-investing.pdf What are R2R and 2B stand for?? I like you jack, but that's a WILD statement, if you really think trend following is shit, why you on this thread?? Yah sure introducing fundamentals and ROC and volume analysis...

Zeno's arrow paradox dx = v * dt integrating both sides: S dx = S v*dt x = S v*dt If the trend is composed of current price, and current price has no trend because its one point in time by itself , than we conclude each price exists by itself in a fixed interval of time (which can...

Thanks, will look into it.

Why cant I attach .pdf file??

Trend following research on stocks. If I wanted to conduct similar research myself say on a platform such as multicharts, where can I acquire the data for a few decades including the delisted stocks??

Covel, Could you provide some literature on Larry Hite?? And have you ever met Ed Seykota??To my knowledge he is an avid trendfollower.(www.tradingtribe.com) Also if its not too much to ask, could you list the interviewees in your upcoming book?

We have had a nice trending market, and these guys have capitalized big time, like everything else they focus on whats hot at the moment. When the market starts going sideways they'll interview mean reversion strategists. I am glad we are back on topic in this thread! :D

Just searched Barclay Hedge Database and no Connie or Constance Brown registered as CTA, and also no aerodynamic fund there. I dunno where she is registered! I wanna know...

WOW, No comment! You use astrology to forecast market turns. Just amazing. Good luck and good trading. Also your chart gave me a headache, but hey if it works its all good. :D

Rule 1 Amount of capital to use: Divide your capital into equal parts and never risk more than one-tenth of your capital on any one trade. -Ok, its called fixed % position sizing Rule 2 Use stop loss orders. Always protect a trade when you make it with a stop loss order 3 to 5 points away...