Trend Indicators / Systems

[Gasherbrum]

Dear all,

my efforts are to summarize purely trend-based systems, which are
1) expressable in a formula / code, thus a real system and no subjective elements
2) invested in 100% of the time, long and short
3) the only data input for the system is the price history

The best reference I found so far is Perry Kaufman's New Trading Systems and Methods. He distinguishes six major trend systems:
1. Simple Moving Average
2. Exponential Smoothing
3. Linear Regression Slope
4. N-day Breakout
5. Swing Breakout
6. Point-and-Figure

The profitabilities of these systems are correlated, but they have different risk-profiles.

If you can give me any input to complete this list, I would be very thankful.
The profitability of a single strategy over time etc. is of no matter for my purpose.

Thank you
Gasherbrum

 

[zambuck]

Are you looking for Indicators that establish a Trend or the ones to use when..?

To measure Trend look at following ones:
Aroon
CSI
DM
FO
MACD
QI


The leading Indicators that I use are:
Demand Index
Tine Series Forecast
Stochastic
Projection Oscillator
Williams %R

Projection Oscillator is probably the best of the ones listed....It always turns a day or two before......

TEMA and DMI are also very good Leading Indicators....

Lately I have followed RMO Indicator which has surprised me with some good signals...

I am glad you are looking at these as some of the Traders call Indicators as a waste of time.....I would disagree.....

I attach couple of charts that I am using to do some research work for myself.....(Chart loaded again as these were Jpeg and not very clear....I have attached these in PNG format)

Site below is great help on the Indicators...

http://www.equis.com/customer/resources/taaz/Default.aspx?

All the best....

 

[Gasherbrum]

Thanks a lot for your comprehensive answer and for making me aware of the distinction between leading and lagging indicators. I might consider both in my study, but I surely should treat them distinguishly.

 

[TickCOM]

There are other aspects than technical indicators. You need to use more than one timeframe to be profitable if your trading is 100% based on technicals.

My experience is that 2-3 timeframes is needed to be profitable in todays market. This is what experienced trades do - they have a main timeframe, when deciding whether to enter or exit a trade, they will look at the higher timeframe - then on the lower timeframe to time the trade.

 

[mr_cassandra]

Are you looking for Indicators that establish a Trend or the ones to use when..?

To measure Trend look at following ones:
Aroon
CSI
DM
FO
MACD
QI


The leading Indicators that I use are:
Demand Index
Tine Series Forecast
Stochastic
Projection Oscillator
Williams %R

Projection Oscillator is probably the best of the ones listed....It always turns a day or two before......

TEMA and DMI are also very good Leading Indicators....

Lately I have followed RMO Indicator which has surprised me with some good signals...

I am glad you are looking at these as some of the Traders call Indicators as a waste of time.....I would disagree.....

I attach couple of charts that I am using to do some research work for myself.....(Chart loaded again as these were Jpeg and not very clear....I have attached these in PNG format)

Site below is great help on the Indicators...

http://www.equis.com/customer/resources/taaz/Default.aspx?

All the best....

I see that a lot indicators are a waste of time. I think various reasons lead people to say that (or conclude that). Maybe 'they' have not done well with them. Another one is they are looking for a perfect indicator and constantly dissapointed by the reality that there isn't one. Then they can totally miss how well you can do with 'imperfect' trades.

My own work is totally based on TA indicators.

 

[Proactive119]

what do u mean by E=3 or E=5 ?

Are you looking for Indicators that establish a Trend or the ones to use when..?

To measure Trend look at following ones:
Aroon
CSI
DM
FO
MACD
QI


The leading Indicators that I use are:
Demand Index
Tine Series Forecast
Stochastic
Projection Oscillator
Williams %R

Projection Oscillator is probably the best of the ones listed....It always turns a day or two before......

TEMA and DMI are also very good Leading Indicators....

Lately I have followed RMO Indicator which has surprised me with some good signals...

I am glad you are looking at these as some of the Traders call Indicators as a waste of time.....I would disagree.....

I attach couple of charts that I am using to do some research work for myself.....(Chart loaded again as these were Jpeg and not very clear....I have attached these in PNG format)

Site below is great help on the Indicators...

Please Register

All the best....

Dear,
what do u mean by E=3 or E=5 ?

can u help me please.

Thank you

 

[fibonelli]

The most leading indicator of a trend is if you can join at least three price points.

A line that starts at the bottom left of your screen and rises to the top right is an uptrend
A line that starts at the top left of your screen and falls to the bottom right is a downtrend.

KISS :cheesy:

 

[mr_cassandra]

an alternative approach

Think also about coming up with your own approach. Don't accept all the standard accepted ideas without digging in on your own. Sometimes the books and the widely held beliefs can be limitations on whats actually possible.

Dear all,

my efforts are to summarize purely trend-based systems, which are
1) expressable in a formula / code, thus a real system and no subjective elements
2) invested in 100% of the time, long and short
3) the only data input for the system is the price history

The best reference I found so far is Perry Kaufman's New Trading Systems and Methods. He distinguishes six major trend systems:
1. Simple Moving Average
2. Exponential Smoothing
3. Linear Regression Slope
4. N-day Breakout
5. Swing Breakout
6. Point-and-Figure

The profitabilities of these systems are correlated, but they have different risk-profiles.

If you can give me any input to complete this list, I would be very thankful.
The profitability of a single strategy over time etc. is of no matter for my purpose.

Thank you
Gasherbrum

 

[avmood]

I believe simple is better, so I focus on a few indicators, exponential moving average, macd, stockchastic and candlestick. I study the past performance of stocks and trying apply my method.