Trend following not working on my 7,000 backtests !

This is a discussion on Trend following not working on my 7,000 backtests ! within the Trading Systems forums, part of the Methods category; Originally Posted by Kaeso i got that part but wondered who it was.. im not using MAs i was kidding ...

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Old Nov 5, 2017, 5:21pm   #49
Joined Apr 2016
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Originally Posted by Kaeso View Post
i got that part but wondered who it was..

im not using MAs i was kidding
Well just search 3 ducks and you will find him.

Maybe you should post up your trades, then we get a better idea on what you are doing. I promise I won't steal your idea. Although I can't promise itsnotpossible won't copy trade you.
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Old Nov 5, 2017, 6:10pm   #50
Joined Oct 2015
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Originally Posted by EnlightenedJoe View Post
Well just search 3 ducks and you will find him.

Maybe you should post up your trades, then we get a better idea on what you are doing. I promise I won't steal your idea. Although I can't promise itsnotpossible won't copy trade you.
oh yes i found it thanks ill have a look later. Maybe one day ill be post some results and/or trades yeah.. i am interested to do that but haven't felt inclined as yet.
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Old Nov 12, 2017, 12:01pm   #51
Joined May 2013
Explanation for TF failure in recent years was offered on the basis that there is not enough dumb money to support this style of trading. Interesting article here.
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Old Nov 12, 2017, 12:20pm   #52
Joined Feb 2002
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Originally Posted by Solas0077 View Post
Explanation for TF failure in recent years was offered on the basis that there is not enough dumb money to support this style of trading. Interesting article here.

Neal Berger's a fund manager talking about fund management to fund managers. Anyone who invests in a passive quant fund rather than doing what we do, as private retail traders, is certainly dumb money.
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Old Nov 13, 2017, 3:29pm   #53
Joined Mar 2002
Read Rob Carver's blog and/or his book or even his thread on ET (globalarbtrader is his name). Trend following absolutely does work and while no-one can definitively say why obviously he has a very good handle (which is probably the industry consensus among CTAs) on a reasonable explanation for it.
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Old Nov 13, 2017, 3:32pm   #54
Joined Mar 2002
BUT...you should expect long term trend following to have down years and long flat periods like any other investment that just seeks to extract a risk-premium without an informational edge (eg equity risk premium)
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Old Nov 13, 2017, 4:11pm   #55
Joined Apr 2016
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Originally Posted by Quiet1 View Post
Read Rob Carver's blog and/or his book or even his thread on ET (globalarbtrader is his name). Trend following absolutely does work and while no-one can definitively say why obviously he has a very good handle (which is probably the industry consensus among CTAs) on a reasonable explanation for it.
If it works, why are you not following trends ? If you did shouldn't you be rich already, instead of going on internet to look for magic formulas ?
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Old Nov 13, 2017, 4:22pm   #56
Joined Mar 2002
I'll ignore the childish this time.

Anyone who trades or has an interest in trading can learn something from Rob Carver's work whether you use it or not.
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