POLL - Futures: How do you determine the trend?

POLL - Futures: How do you determine the trend?

  • Single MA

    Votes: 39 22.9%

  • Dual MA crossover

    Votes: 50 29.4%

  • Trendline

    Votes: 61 35.9%

  • N-day breakout

    Votes: 20 11.8%
  • Total voters
    170
Trends don't exist until after the fact in non-stationary(random) series, which prices are according to statistical tests.

Now, if you have a stationary/mean reverting series so that a long-term average does exist and the series has finite variance, then you can trade it all day long.

Question is, once you have the stationary form, how to detecting turning points without false positives? Rolling regression looks promising..
 
Quote from stephencrowley:


Question is, once you have the stationary form, how to detecting turning points without false positives? Rolling regression looks promising..
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Drummond Geometry is similar to rolling regression. One uses a set of bar-based geometric projections combined with a simple moving average to detect potential turning points. Combined with trend maturity and deviation from a mean, one can filter some of the "false positives".
 
Quote from cornholetrading:

I have been informed that it will be a no go for the "live" 20 day trading journal. So unfortunately there will be no backing up of the claims that will be viewable to the masses.
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Wow after all of that big talk on perfect and flawless, when it comes time to really prove it he backs out. That was sure a lot of hot air then that he spouted about a couple of months ago on proving his claims. It is not really shocking but makes you wonder if he started thinking he won't be able to back up all his claims. Hopefully if one of these "disagreements" comes up again someone will be there to remind him that he had the chance to prove himself but he backed out.
 
Quote from polestar:

To spot an uptrend, I look for a breakout after seeing 2 pull backs, and 1 higher high. So essentially I want to get long as price takes out first higher high.
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===============
Sounds fine polestar.

CME,OXPS,BOT,TRAD have been making higher highs,higher lows;
classic uptrend,
even if they are not uptrending to north star.

However most of my derivatives were making weekly lows/again;
close below 20day moving averages. And QQQQ/GOOG were not even able to uptrend past 50 dma. Lower lows again.
:cool:
 
Quote from easyrider:

Who is going to go to all that trouble to make a point? I doubt it will happen but hope it does as I would like to see the Prof put the petal to the metal in realtime.



Re: This thread. I have a tape by LBR that I have watched about a thousand times. She states that according to the forefathers of technical anaylsis once a trend is established the odds favor it continuing. Unfortunately she does not specify how long a trend on what time frame. I believe this is true because its how I make a living but my approach is purely visual. If I see a nice long move in one direction without any significant pullbacks then get a pullback that does not pull back too far I will bet that its going to resume but I know of no studies to back this up. Do you?
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hi easy,

there are no studies to back up the claims. can TA be used succesfully in an artistic way by left brain tended traders?? there is no way to quantify this, but--- based on my experience i would say unequivically yes, when combined with good money management.

best,

surfer
 
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