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Feel free to ignore the defaults. In particular I think Wilder fixated on a period of 14 for reasons that have more to do with superstition than with rock-solid logic.

LOL Even Mann Coulter predicted Mittens would lose. :D There's good reasons why the GOP crop of 2012 candidates was referred to as a clown car.

+1

In order to properly define "strong trend", you must first define "trend strength." There are several indicators, including ADX, that claim to measure trend strength but they seem to vary significantly in the definition of trend strength. Good luck.

They never hugged.

For the record, this is the most delusionally titled thread in P&R.

Typical reichtard horseshit. Two conservatives named Dubya and Cheney let 9/11 (the worst terrorist attack in modern history) hit the USA on their watch, then they started two wars, one wholly unjustified, while cutting taxes, something that had never been tried anywhere else in world history...

Of course not. I'm merely curious about how many data points your system requires to take off. Presumably there's some minimum. So does your system allow directional trading or single-instrument trading?

I wasn't asking about ARIMA, I was just using that as an example of what I was talking about. I myself don't have a model, I measure what price action is currently doing. I can do this in as few as 9 data points but something in the mid teens is better. So, how many data points does YOUR...

Just out of curiosity, how many data points does your model require to work? For example, all the experts seem to agree that a minimum of 50 data points is required to create an acceptable ARIMA model.

So have you successively used ARIMA as part of a trading strategy?

Where does this idea come from that the emphatically nonstationary can be made stationary via some magical combinatrion of transformations? Is there evidence to back this up?

No, what I wrote doesn't sound anything like that.

The problem is that price series are so emphatically nonstationary, trying to forcefit them into an ARIMA model is akin to forcing a square peg into a round hole and declaring it a good fit. Tsay's book deludes readers into thinking they can get some useful information from ARIMA and other...

If what quants do is just profitable, why aren't they all rich?? I was referring to the fact that directional trading is just plain more profitable than market-neutral strategies when done correctly. So if the quant way is the right way, why are they scared of directional trading?

Simple noise analysis and simple autoregressive modelling. Sounds like stuff they teach in CS-oriented physics programs. I do optimal noise reduction and multitemporal trend extraction. Aka stuff they don't teach in CS-oriented physics programs.

Like I said, the whole point of modelling is prediction. I've had statistics and advanced calculus. I've designed my own custom adaptive smoother and a very accurate custom trend indicator. Now what the [edit] do YOU have? Any math beyond high school? Any capability of thinking for...

The real grown-ups are those of us who realize price can't be modelled. Modelling price is a fool's errand, or a childish fantasy: take your pick. Price isn't random but that doesn't mean it's predictable, and the whole point of modelling is prediction. If your "grown-up" quants are so...

I've looked at Tsay's book. It is exactly the sort of dreck that feeds delusional quant dreams of predicting price levels. Show me one person who has successively traded using ARMA, ARIMA, GARCH, etc. and I'll show you a figment of your imagination. It's hard enough just to accurately follow...

Define "false trend."