First sacred cow: "If the trend started, it will continue" - page 58

 
forexigrok >>:

Мой опыт подсказывает, что если тренд начался, то лучше следовать ему до конца, хотя не факт, что он продлится. Долго и нудно неделю за неделей, месяц за месяцем ломал глаза и мозг, пытаясь найти идеальный индикатор тренда. За этими индикаторами совсем потерял цену. Потом убрал все индюки нафиг, обратился к определению тенденции, сузил масштаб и вот идеальный индикатор - сам график (бары). Если High и Low текущего бара выше аналогичных показателей предыдущего бара, то тренд восходящий, если меньше - нисходящий. Тонкий момент - появление внутреннего бара означает окончание тренда, также как и смена динамики максимумов и минимумов баров. И всё. Далее берём ТФ или неск. ТФ поменьше (система трёх экранов) и ищем точки входа.

Есть ещё один момент - межрыночные связи можно использовать как подтверждающий индикатор текущей тенденции. Можно использовать также COT. Или ещё что-нибудь. Т.е. важно иметь фундаментальное основание тенденции.

On which bars do you identify trends in this way?

 
on anything. From one-month to four-month. This is what I use in practice. Now I work more with 4H, 1H, 15M, 4M.
 
Avals >>:

да это понятно, что на покупца есть продавец. Но если покупцы торопятся и покупают по рынку, то они поглощают лимитные ордера, проскальзывая изменяют цены. Все зависит от того насколько покупцы или продавцы торопяться реализовать свой спрос/предложение т.е. с временными рамками. Кто соглашается на условия противоположной стороны сделки.

I only objected to the fact that the crowd is ever doing anything 'in the market'. Sellers and buyers are almost always the same, otherwise there would be no market.

Avals >>:

For example, meat sellers and buyers come to the collective farmers' market in the morning

.

If there is a lot of unsold meat left over by the evening, you can expect some of them to start dropping prices towards the end of the day, trying to sell the leftovers. Maybe not all at once, but looking at what one has reduced wanting to sell theirs, they will gradually reduce prices. Or perhaps one by one. How their ranks will be slender is still a question, but that they are able to create a local drive, it can be seen live :)

A perfect example of seasonality, i.e. determinism of the process, almost a trend, and the impossibility of making profit on it. You cannot buy cheap at the end of the day and sell expensive in the morning because it will go bad overnight. And if it did not go stale, sellers would not discount the price. The seasonality of prices for grain and petroleum products is known to all and it is impossible to make a profit on it, as the price already includes seasonality and related costs.

 

Maybe the branch topic could be split into two parts .

1 If a trend has started - how to identify it .

2 If it will continue - positioning rules.

 
forexigrok >>:

Далее берём ТФ или неск. ТФ поменьше (система трёх экранов) и ищем точки входа.

There is still quite a lot of market noise on the three screens. The six intraday timeframes, on the other hand, remove it almost completely. The daily maximum or minimum is determined almost perfectly. )))
 

There's a serious discussion going on again. It seems that it is difficult to find a trend in timbo's understanding. But I have not set myself the task of looking for such trends and talking about them. These are powerful, global trends. The DJI, for example, according to Bolton's analysis back in the 50s, has inflation and credit as its main drivers. These drivers have still not been reversed.

The question I asked was not as global and focused on those "micro-trends" that small speculators deal with. For the long-term investor, a move of 200 pips is nothing, but for the petty investor it's a very decent mess. A long-term investor counts on 7 thousand points in 7.5 years (EURUSD from 2000 till mid-2008), while a small speculator counts, roughly speaking, on the same points in half a year.

We see a powerful spike in the EURUSD exchange rate when Payrolls are released. In the first 10 minutes it goes down 100 pips, and over the next few hours it gains another 100 pips. For me, that 200 pips is a micro-trend that I want to exploit. Even if I only take a quarter (50 pips), it would be very, very good.

To me, this micro-trend is not randomizer's fluctuation, but the natural alignment of all currency movements against the dollar (Payrolls!) in a correlated dance on a small TF - say, M15. However, synergetics, as Svinozavr put it. I can calculate the moment of beginning of this self-organization of the currency pairs system accurate within a minute. The moment of the end is more difficult, but I can handle it as well.

I don't care what the real reasons for this micro-trend are - the desire of market makers to move the market, a change in the real demand for the quid or fake reporting on the commercials. I see real self-organisation, and that to me is the true, first reason.

I understand that the traders of the past, who formulated the maximum topics, did not trade on forex and not on such small TFs. And they meant something else, more global, into the notion of a trend. But now I am talking about our speculative micro-trends.

 
Mathemat писал(а) >>

There's a serious discussion going on again. It seems that it is difficult to find a trend in timbo's understanding. But I have not set myself the task of looking for such trends and talking about them. These are powerful, global trends. The DJI, for example, according to Bolton's analysis back in the 50s, has inflation and credit as its main drivers. These drivers have not yet been reversed.

The question I asked was not as global and focused on those "micro-trends" that small speculators deal with. For the long-term investor, a move of 200 pips is nothing, but for the petty investor it's a very decent mess. A long-term investor counts on 7 thousand points for 7.5 years (EURUSD from 2000 till mid-2008), while a small speculator counts, roughly speaking, on the same points for half a year.

We see a powerful spike in the EURUSD exchange rate when Payrolls are released. In the first 10 minutes it goes down 100 pips, and over the next few hours it gains another 100 pips. For me, that 200 pips is a micro-trend that I want to exploit. Even if I only take a quarter (50 pips), it would be very, very good.

To me, this micro-trend is not randomizer's fluctuation, but the natural process of formation of movements of all currencies in relation to the dollar (Payrolls!) in a correlated dance on a small TF - say, M15. However, synergetics, as Svinozavr put it. I can calculate the moment of beginning of this self-organization of the currency pairs system accurate within a minute. The moment of the end is more difficult, but I can handle it as well.

I don't care what the real reasons for this micro-trend are - the desire of market makers to move the market, a change in the real demand for the quid or fake reporting on the commercials. I see real self-organisation, and that to me is the true, first reason.

I understand that the traders of the past, who formulated the maximum topics, did not trade on forex and not on such small TFs. And they meant something else, more global, into the notion of a trend. But now I am talking exactly about our speculative micro-trends.

The trend is the direction between the entry point and the exit point of the TS in a profitable position. Everything else is for nerds. And here the main interest is: what happens in the market when approaching the entry and exit points. I tried to answer this question with a spectrum analyser. This is most likely a dead end, as it involves Fourier.

 
faa1947 >>:

Тренд - это направление между точкой входа и точкой выхода ТС при прибыльной позиции. Все остальное - это для ботаников. И здесь основной интерес: что происходит на рынке при подходе к точкам входа и выхода. Я пытался ответь на этот вопрос с помощью спектрального анализатора. Скорее всего это тупиковый путь, так как он связан с Фурье.

A worthy cause of the dead-end road. :)

// And I like the definition of a trend. No kidding. It's practical, and you can build a healthy "theory" on it to build your TS.

 
MetaDriver >>:

Достойная причина тупиковости пути. :)

// А определение тренда мне нравится. Без шуток. Оно практично, и на нём можно строить здоровую "теорию" для постройки своей ТС.

I would impose a small condition that there should not have been a large drawdown during such a "position". Ideally, there should be none at all :)

 
forexigrok >>:
на любых. От месячных до 4-минутных. Это то, что я использую на практике. Сейчас больше работаю с 4H, 1H, 15M, 4M.

The idea is timeless, but, imho, requires steel balls in one place. :) And by changing the dynamics, what do you mean?


I'll give you my idea... Though, may be, about it here and wrote - only to re-read all from the beginning of forces not, and that there was - I already do not remember. And I've probably missed a lot. There is a well-known thing - if we draw a distribution of High/Low/Open/Close averages at every bar for some period, we can see an interesting picture - the curves are gradually shifted to the movement of that period of history - I call it "the trend-effect" and find it very useful. And here is why - if we draw distribution lines from entry points (which, as a rule, have mirror versions - type of SMA break above/below), then at the beginning of the lines, there is a deviation to one side both in the trend direction and against it. And it is noticeable that the entry that is "against the trend" has a slightly smaller deviation in the right direction. Imho - this is one of the most useful indications of a "working" entry in short-term trading. But whether it is possible to use this mess when determining the trend direction - I do not know. I have not succeeded yet. :)