Trend Following dying?

Quote from romanus:

Actually the reason for his hold through what I perceived to be a change signal on his trading fractal is quite clear, and it was very clear even before I posted my question. I just didn't see it until Mr. Black's answer. As far as the logic for his entry, it is also very clear and clearly visible in real time.
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Perhaps you can answer, as Mr. Black ignores this question, is the chart channel dynamic or fixed?
 
Quote from thisisnotsurfer:

Perhaps you can answer, as Mr. Black ignores this question, is the chart channel dynamic or fixed?
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If you'd be so kind to clarify, or rather define precisely what you mean by dynamic and fixed chart channel - I will try to do my best. Otherwise, I am afraid I have no idea what you mean and whatever my response would be - it wouldn't answer your question.
 
Quote from thisisnotsurfer:

@ Mr. Black:

Thank you for the plain english explanation above the hieroglypics.

I take it this is some kind of " dynamic channel break out" system? I note the channel widens on the chart with price--- Do you use stops and if so, please advise where they are placed.

Best,
TINS
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@romanus

Please note this question and the charts it referenced on page 37 and 38 of this thread. the first entry chart clearly shows the entry when the price bar pierced the lower channel line. the second chart depicting the same entry shows the same channel shifted to where the same entry bar does not pierce the lower channel line at entry. Hence my querry about dynamic channels. thank you TINS
 
Quote from JezLiberty:

Ok - provocative thread title. For the record, I dont think this is the case.

But some people might be believing this (again!) as the performance of main CTA funds has been turning south
2009 was mostly negative and the January performance of top Trend Following CTAs is still showing red negative figures across the board (average of -3.99% with a fund even losing 11%!)

The surf's down: Trend Followers are having to paddle against the current. But trust them to catch the wave when the swell picks up! (ok they are not as cute as this surfer girl but the analogy is still valid ;-)
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Trend following never worked in the past (in the long run).

By the time a trend is signalled, it already happened.
Besides, you get many fake signals.
 
Quote from crgarcia:

Trend following never worked in the past (in the long run).

By the time a trend is signalled, it already happened.
Besides, you get many fake signals.
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These guys disagree with you:

Abraham Trading Company:

http://www.iasg.com/group/abraham-trading-company/diversified

EMC:

http://www.iasg.com/group/emc-capital-management/classic

Transtrend:

http://www.iasg.com/group/transtrend/transtrend-diversified-trend-program-enhanced-risk-usd

Winton:

http://www.iasg.com/group/winton-capital-management/diversified

Eckhardt:

http://www.iasg.com/group/eckhardt-trading-company/standard


In fact I am thinking getting into Transtrend right now... they're on sale
 
Quote from salvador90:

These guys disagree with you:



Winton:




In fact I am thinking getting into Transtrend right now... they're on sale
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I wouldn't reccomend it. All having drawdowns, what happened to Winton? THey stopped reporting in November.

:D
 
Quote from thisisnotsurfer:

@romanus

Please note this question and the charts it referenced on page 37 and 38 of this thread. the first entry chart clearly shows the entry when the price bar pierced the lower channel line. the second chart depicting the same entry shows the same channel shifted to where the same entry bar does not pierce the lower channel line at entry. Hence my querry about dynamic channels. thank you TINS
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In this particular instance, from my personal and highly subjective viewpoint, the black and green trendlines represent the same thing and the green one is fanned (decellerated) as price is moving inside the blue lateral. In the absense of the blue lateral, the green and black would've represented two different things. Since, I personally wouldn't have taken the trade while the price is inside the lateral, Mr. Black's view on this subject would be more beneficial to you then mine.
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