Search found 729 matches

by AFJ Garner
Thu May 30, 2013 9:35 am
Forum: Stocks
Topic: Is there a place for fundamentals in trend trading?
Replies: 16
Views: 18648

Agreed...TB is excellent for combining fundamental with technical rules.
by AFJ Garner
Mon May 06, 2013 3:58 pm
Forum: Trend Indicators and Signals
Topic: Positive Autocorrelation and Trend Trading Success
Replies: 3
Views: 3338

Yes...realised I had missed something obvious. I'll plot the other.
by AFJ Garner
Mon May 06, 2013 5:37 am
Forum: Trend Indicators and Signals
Topic: Positive Autocorrelation and Trend Trading Success
Replies: 3
Views: 3338

Even in a strong Bull or Bear market, it seems a bit unlikely to me that the daily closing prices of a particular index or instrument would “closeâ€
by AFJ Garner
Wed May 01, 2013 11:51 am
Forum: Trend Indicators and Signals
Topic: Positive Autocorrelation and Trend Trading Success
Replies: 3
Views: 3338

Positive Autocorrelation and Trend Trading Success

In his interesting article “The Main Cause of Failure of Some Popular Technical Trading Methodsâ€
by AFJ Garner
Sun Apr 07, 2013 3:08 am
Forum: Testing and Simulation
Topic: Trend Following: Profitable Reality or an Illusion doomed to
Replies: 28
Views: 18488

Many thanks to all for your thoughts and contributions. As I have said repeatedly, I have no doubt whatsoever that there are trends and that such trends are caused by supply and demand in the economy and human behaviour. I do not believe in the EMH. I do not believe that the markets are a markov cha...
by AFJ Garner
Sat Apr 06, 2013 3:54 am
Forum: Testing and Simulation
Topic: Trend Following: Profitable Reality or an Illusion doomed to
Replies: 28
Views: 18488

I have no doubt whatsoever that there are "trends" - periods of time when prices go from A to B without too much retracement or noise. I have also no doubt that trends are seen in every timeframe - that such patterns are fractal. It is true that you can not see a trend until it is over - as the mark...
by AFJ Garner
Wed Apr 03, 2013 9:50 am
Forum: Testing and Simulation
Topic: Trend Following: Profitable Reality or an Illusion doomed to
Replies: 28
Views: 18488

Superb article; philosophically in line with my own far less august reasoning.
by AFJ Garner
Tue Apr 02, 2013 7:45 am
Forum: Testing and Simulation
Topic: Trend Following: Profitable Reality or an Illusion doomed to
Replies: 28
Views: 18488

Trend Following: Profitable Reality or an Illusion doomed to

My recent work has been designed to penetrate the heart of this topic: I have discussed and back tested random entries at some length, I have queried the use of back testing and I have tried to explain why, over the past 40 years, trend following seems to have become increasingly difficult. One of m...
by AFJ Garner
Sun Mar 17, 2013 1:45 pm
Forum: Trader Psychology
Topic: Seykota's FAQ
Replies: 38
Views: 18204

I quite agree; no disrespect intended but if I want a shrink I'll go find one. If I want trading articles and chat I don't see much value in FAQ. Some of the other stuff on Ed's site was very valuable though and I think he should extend that. I am about to make a separate post on the topic but will ...
by AFJ Garner
Sat Mar 16, 2013 2:07 pm
Forum: Trader Psychology
Topic: Seykota's FAQ
Replies: 38
Views: 18204

Thanks for the tip off. I like Ed but I confess that I do find FAQ somewhat difficult.
by AFJ Garner
Tue Mar 05, 2013 11:35 am
Forum: Testing and Simulation
Topic: Random Entries with LTTF Exits 2011/21012
Replies: 6
Views: 2628

Have you looked at any themed equity portfolios under this theory? like large caps, international, dividend, etc......... No, I must say I have not. What I did do a few years back was to look at sector rotation using indices and sub indices in the equity market but never using random entries. I was...
by AFJ Garner
Mon Mar 04, 2013 11:49 am
Forum: Testing and Simulation
Topic: Random Entries with LTTF Exits 2011/21012
Replies: 6
Views: 2628

For me the basic takeaway from testing random entries with exits which simply run profits and cut losses is that, in the very broadest terms, trend following works. Or at least has worked in the past on markets for which we have data. In the past, markets have trended for long periods of time in a w...
by AFJ Garner
Fri Mar 01, 2013 6:17 am
Forum: Testing and Simulation
Topic: Random Entries with LTTF Exits 2011/21012
Replies: 6
Views: 2628

I ran a few more tests using runs of 5,000 tests rather than 1,000 in an effort to make the results a little more robust. This time looking at the efficacy of using a long term trend filter. Are the entries still random using a long term trend filter? Well, yes, to the extent there is no entry logic...
by AFJ Garner
Wed Feb 27, 2013 1:28 pm
Forum: Testing and Simulation
Topic: Random Entries with LTTF Exits 2011/21012
Replies: 6
Views: 2628

Relevant Blox (by Sluggo) available for download here: viewtopic.php?t=3636&highlight=tharp+basso
by AFJ Garner
Wed Feb 27, 2013 12:49 pm
Forum: Testing and Simulation
Topic: Random Entries with LTTF Exits 2011/21012
Replies: 6
Views: 2628

Oh well, here is a link if anyone is interested. Looks a bit rude but since I am unable to post the full article here..............
http://tradersplace.net/forum/thread/74 ... 1-to-2012/
by AFJ Garner
Mon Feb 25, 2013 1:34 pm
Forum: Testing and Simulation
Topic: Random Entries with LTTF Exits 2011/21012
Replies: 6
Views: 2628

Random Entries with LTTF Exits 2011/21012

In my post “Trend Efficiency Indexâ€
by AFJ Garner
Mon Feb 25, 2013 12:19 pm
Forum: Testing and Simulation
Topic: Test - Can't post...something wrong with server?
Replies: 1
Views: 1263

Test - Can't post...something wrong with server?

Random Entries with LTTF Exits 2011/21012

In my post “Trend Efficiency Indexâ€
by AFJ Garner
Fri Feb 22, 2013 10:55 am
Forum: Testing and Simulation
Topic: Back Testing - Tools for Fools?
Replies: 4
Views: 4086

Odd how some people on Forums such as those over on Linked In just don't seem to get the nuances or perhaps even understand the language one uses. My heading for this post was designed to be deliberately provocative to attract attention. I do, very firmly believe in back testing and I am devoted to ...
by AFJ Garner
Thu Feb 21, 2013 2:55 am
Forum: Testing and Simulation
Topic: Back Testing - Tools for Fools?
Replies: 4
Views: 4086

Excellent book, thanks!
by AFJ Garner
Wed Feb 20, 2013 6:22 am
Forum: Testing and Simulation
Topic: Back Testing - Tools for Fools?
Replies: 4
Views: 4086

Back Testing - Tools for Fools?

Backtesting – Tools for Fools? At the end of the day, my belief, and certainly my experience is that however carefully I think things out, however much I back test, I am still constantly surprised at how in practice things turn out completely different. Well, perhaps "used to be surprised" is more...