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Re: System's



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How do you define "medium term counter trend trading", short term, long term?
How did you develop these definitions?

Randy

Mark Brown wrote:

> >but i'm confused. isn't aberration's supposedly strongest asset is that it
> catches the volatile, explosive moves in a commodity mix?
>
> yes but remember what I said "there are many more wiggles in data than there
> are strait lines" and so while it catches the occasional trend "which starts
> with a violent surge generally"  it gets whipped to death.  i'm the guy
> doing the whipping...
>
> >or maybe that's the gotcha, in that you've got to have a mix or basket of
> commodities to minimize the drawdowns from the individual commodities. and
> it also sounds like that not only is the system itself is curve fit, but the
> basket of commodities is curve fit too.
>
> exactly, plus you add the fact i make at least 25- 50 more trades a year
> than a trend system does.  you realize that trend systems lend themselves
> more to curve fitting than a counter trending method.  see the fewer trades
> it makes the better it looks "well buy and hold looks good too" so what's
> the use to trade?   the more trades you have the higher the standards of
> accountability you have to prove that your model will hold up over time.  if
> it does then you have discovered the true personality "which is not seen by
> the human eye" of that particular market.
>
> but, like i said i believe people must trade a system based on their
> personal preferences as long as they have money to do it with.   when you
> run out of money then maybe you need to rethink what your doing.
> interesting note:  i did this several times, i do not today trade what my
> personal preference is, i trade what i have found to be profitable "medium
> term counter trend trading"
>
> mark brown
>
> >
> > vegas anyone?
> >
> > TJ