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It works on stocks, futures and indexes. It works on the e mini, the QQQ,
the DJ futures, IBM or the grains, currencies or bonds .
----- Original Message -----
From: "M. Simms" <prosys@xxxxxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Thursday, July 04, 2002 3:15 PM
Subject: RE: HOLDING PERIOD...was RE: [RT] What happened to the Hurst cycle?
> So Ira, are you talking E-mini futures here, QQQ's, or what ?
> All have good liquidity.
>
> > -----Original Message-----
> > From: ira [mailto:irat@xxxxxxxxx]
> > Sent: Thursday, July 04, 2002 2:37 PM
> > To: realtraders@xxxxxxxxxxxxxxx
> > Subject: Re: HOLDING PERIOD...was RE: [RT] What happened to the Hurst
> > cycle?
> >
> >
> > My system has an 80% probability for 1/1 return, 70% for 2/1 and
> > 60% for 3/1
> > and it works in any time frame so commissions and operating costs become
> > negligible. As for slippage I have found very little in highly liquid
> > markets when trading shorter time frames. I very seldom trade the NY
> > markets so rip offs aren't a factor. Of course there is always that 3%
> > factor and only a hedge can cover that. If you don't carry over
> > night, then
> > gap openings don't become a factor and if one carries overnight and
uses
> > options then the risk is defined and there is no slippage. Ira
> > ----- Original Message -----
> > From: "Norman Winski" <nwinski@xxxxxxxxxxxxxxx>
> > To: <realtraders@xxxxxxxxxxxxxxx>
> > Sent: Thursday, July 04, 2002 7:32 AM
> > Subject: Re: HOLDING PERIOD...was RE: [RT] What happened to the
> > Hurst cycle?
> >
> >
> > > Ira,
> > >
> > > Commisions aren't the only factor in calculating transaction
> > costs. There
> > > is slippage and various overhead charges such as office, computer,
data,
> > all
> > > of which go up in cost with the shorter time frame.
> > >
> > > One way to look at this is profitability frequency. Let's say you are
> > > trading S&P.
> > > If you can make $10 more than five time more often that you can
> > make $50,
> > > then it is probably better to shoot for the $10. On the other
> > hand, if $!0
> > > occurs less than 1/5 of the time that $50 does, then you should
> > shoot for
> > > the $50. Ideally, one could put this on a distribution curve
> > and then one
> > > should strive to get to the middle of the curve where the frequency of
> > > dollars earned is highest.
> > >
> > > Cheers,
> > >
> > > Norman
> > > ----- Original Message -----
> > > From: "ira" <irat@xxxxxxxxx>
> > > To: <realtraders@xxxxxxxxxxxxxxx>
> > > Sent: Thursday, July 04, 2002 9:52 AM
> > > Subject: Re: HOLDING PERIOD...was RE: [RT] What happened to the Hurst
> > cycle?
> > >
> > >
> > > > At $5 for stock trades up to 5000 shares and $6-$8 a round turn on
> > > futures
> > > > it doesn't take much to make a profit and even less to just
> > break even.
> > > > Commissions aren't the factor that they used to be. Even options
> > > > commissions are down to a nominal amount now. Ira
> > > >
> > > > ----- Original Message -----
> > > > From: "Norman Winski" <nwinski@xxxxxxxxxxxxxxx>
> > > > To: <realtraders@xxxxxxxxxxxxxxx>
> > > > Sent: Thursday, July 04, 2002 6:41 AM
> > > > Subject: Re: HOLDING PERIOD...was RE: [RT] What happened to the
Hurst
> > > cycle?
> > > >
> > > >
> > > > > Ira,
> > > > >
> > > > > Let's not forget those transaction costs. They can make all the
> > > > difference
> > > > > between a profitable and losing method.
> > > > >
> > > > > Cheers,
> > > > >
> > > > > Norman
> > > > >
> > > > >
> > > > > ----- Original Message -----
> > > > > From: "ira" <irat@xxxxxxxxx>
> > > > > To: <realtraders@xxxxxxxxxxxxxxx>
> > > > > Sent: Thursday, July 04, 2002 9:38 AM
> > > > > Subject: Re: HOLDING PERIOD...was RE: [RT] What happened to
> > the Hurst
> > > > cycle?
> > > > >
> > > > >
> > > > > > Trading time frames is an interesting question as is the
frequency
> > of
> > > > > > trading. If I posted 20 charts with the header, prices and time
> > > missing
> > > > > > from the 3 sides of the chart, I would defy anyone to tell me
> > whether
> > > > the
> > > > > > charts are daily, weekly or 3 min charts. A bar is a bar is a
bar.
> > No
> > > > > > matter what system you use, if is governed by the bars action,
> > whether
> > > > you
> > > > > > are using highs, lows, closes, or a combination of the three and
a
> > > > > divisor,
> > > > > > it is still price action. So if a system is viable it should
work
> > on
> > > > any
> > > > > > time frame. Let us leave out planetary influences as I am not
> > > conversant
> > > > > > enough in that area to make an argument one way or the other,
> > although
> > > > the
> > > > > > Delta system has a intra day function. If all charts
> > are the same
> > as
> > > > far
> > > > > > as content is concerned then the degree of risk would
> > decrease with
> > > the
> > > > > > reduction in time frames. The price range of a bar on a weekly
> > chart
> > > > > should
> > > > > > be greater then that on a daily chart and that on a daily chart
> > should
> > > > be
> > > > > > greater then that on a 60 min. chart, etc., all the way down to
a
> > nano
> > > > > > second chart. If price range is reduced, then risk is
> > reduced, as a
> > > > stop
> > > > > > governed by price rather then pain would be actuated
> > sooner. A stop
> > > on
> > > > a
> > > > > > daily chart might be 10 points where the stop on a 3 min
> > chart could
> > > be
> > > > > 1/2
> > > > > > a point. Trading is all about volatility, price range, over a
> > > specific
> > > > > > period of time. Some items have to be traded over an extended
> > period
> > > > > > because of low volatility yet consistent movement in one
> > direction.
> > > > Others
> > > > > > can be traded very easily on a 1 minute chart. both with the
same
> > > degree
> > > > > of
> > > > > > risk because the price range of the bars is comparable. A stock
> > could
> > > > move
> > > > > > a 1/2 a point a day for $50 while the S&P moves 1/2 point
> > a tick for
> > > > $125
> > > > > > and grains a penny for $50. So if you are trading any system
that
> > is
> > > > > > governed by price movement whether it be Gann, Eliot, Hurst,
Fib.
> > > > numbers
> > > > > > then risk should be reduced as you step down in time
> > frames and the
> > > > > > compounding effect increased as the number of cycles, movements
of
> > > price
> > > > > > action up and down, occur more frequently. So if the bars, as
an
> > > > example,
> > > > > > are cycling from low to low every 10 bars, then there would be 2
> > > trades
> > > > > > every 30 minutes on a 3 min. chart and every 10 days on a daily
> > chart.
> > > > > > There would be one trend trade and one contra trend
> > trade. Granted
> > > that
> > > > > > this is all dependent upon sufficient volatility to justify the
> > trade,
> > > > but
> > > > > > the trades would be there. And yes, my system works in all
time
> > > frames
> > > > > > with varying degrees of risk, but the same degree of
probability.
> > Ira
> > > > > > ----- Original Message -----
> > > > > > From: "Adrian Pitt" <apitt@xxxxxxxxxxxxx>
> > > > > > To: <realtraders@xxxxxxxxxxxxxxx>
> > > > > > Sent: Thursday, July 04, 2002 5:02 AM
> > > > > > Subject: RE: HOLDING PERIOD...was RE: [RT] What happened to the
> > Hurst
> > > > > cycle?
> > > > > >
> > > > > >
> > > > > > > M. Simms,
> > > > > > >
> > > > > > > The most optimal trading period in theory is the
> > distance between
> > > > ticks.
> > > > > > >
> > > > > > > If you had a system which could trade from tick to tic and
your
> > > costs
> > > > > > > were less than one tick...
> > > > > > > And you could trade unlimited volume..then in time you would
own
> > the
> > > > > > > universe.
> > > > > > >
> > > > > > > Now back to reality....the optimum time period all
> > depends on your
> > > > > > > system. Simple as that.
> > > > > > > A floor trader can compound returns far quicker than any of
> > us...but
> > > > > > > like any trader, that
> > > > > > > isn't the real problem..the problem is you will run into
> > difficulty
> > > > > > > getting filled with low slippage.
> > > > > > > Ultimately it ALWAYS becomes a trade-off of trying to trade as
> > short
> > > a
> > > > > > > time as possible to maximise compounding benefits but
> > at the same
> > > > time,
> > > > > > > long enough that you can actually keep slippage in check so
the
> > > > systems
> > > > > > > still keeps working. Once again, it all comes down to the
system
> > you
> > > > > > > decide to use.
> > > > > > > Answering which is the best system is a complex
> > question..one best
> > > > dealt
> > > > > > > with by reading Ralph Vinces books.
> > > > > > >
> > > > > > > Adrian
> > > > > > >
> > > > > > > > -----Original Message-----
> > > > > > > > From: M. Simms [mailto:prosys@xxxxxxxxxxxxxxxx]
> > > > > > > > Sent: Thursday, 4 July 2002 8:41 AM
> > > > > > > > To: realtraders@xxxxxxxxxxxxxxx
> > > > > > > > Cc: Ed Kiers
> > > > > > > > Subject: HOLDING PERIOD...was RE: [RT] What happened to the
> > > > > > > > Hurst cycle?
> > > > > > > >
> > > > > > > >
> > > > > > > > Jim - do you have any further research references that
> > > > > > > > indicate : EXACTLY HOW SHORT OF A HOLDING PERIOD is optimal
?
> > > > > > > >
> > > > > > > > and of course, based on that HOLDING PERIOD, which should be
> > > > > > > > equivalent to the AVG. LENGTH OF TRADE, what is the BAR
> > > > > > > > INTERVAL that is best for that length. Once this is
> > > > > > > > determined, then implied is the vital LENGTH OF TRADE to BAR
> > > > > > > > INTERVAL ratio.
> > > > > > > >
> > > > > > > > What I am getting at is this:
> > > > > > > > if your trades are averaging 21 trading hours or so,
> > > > > > > > should the trader be using 15 min, 30 min, 1 hour, bars, or
> > which
> > > ?
> > > > > > > >
> > > > > > > >
> > > > > > > > > -----Original Message-----
> > > > > > > > > From: Jim White [mailto:jwhite43@xxxxxxx]
> > > > > > > > > Sent: Wednesday, July 03, 2002 5:51 PM
> > > > > > > > > To: realtraders@xxxxxxxxxxxxxxx
> > > > > > > > > Subject: Re: [RT] What happened to the Hurst cycle?
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > Unfortunately Norman, the data does not agree. Research
has
> > > > > > > > shown tha
> > > > > > > > > ROI decreases with holding period - so taking quick
profits
> > and
> > > > > > > > > compounding the results is the way to maximize profits.
The
> > data
> > > > is
> > > > > > > > > sighted in "A Random Walk Down Wall Street", page 404. Of
> > > > > > > > course you
> > > > > > > > > need a trading methodology
> > > > > > > > > to reliably capture the short term moves.
> > > > > > > > > Jim
> > > > > > > > > ----- Original Message -----
> > > > > > > > > From: "Norman Winski" <nwinski@xxxxxxxxxxxxxxx>
> > > > > > > > > To: <realtraders@xxxxxxxxxxxxxxx>
> > > > > > > > > Sent: Wednesday, July 03, 2002 2:38 PM
> > > > > > > > > Subject: Re: [RT] What happened to the Hurst cycle?
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > > ----- Original Message -----
> > > > > > > > > > From: "Jim White" <jwhite43@xxxxxxx>
> > > > > > > > > > To: <realtraders@xxxxxxxxxxxxxxx>
> > > > > > > > > > Sent: Wednesday, July 03, 2002 5:16 PM
> > > > > > > > > > Subject: Re: [RT] What happened to the Hurst cycle?
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > > > > I have followed the discussion on Hurst cycles with
> > silence
> > > > but
> > > > > > > > > > > now I believe it is time to speak up. The Hurst book
> > > > > > > > actually has
> > > > > > > > > > > some very significant content however his
> > > > > > > > > > basic
> > > > > > > > > > > premise has been proven to be incorrect. Hurst
presents
> > > > several
> > > > > > > > > statements
> > > > > > > > > > > with out verification. For example " The impact of
wars,
> > > > global
> > > > > > > > > financial
> > > > > > > > > > > crisis, and all other similar events on market price
> > action
> > > is
> > > > > > > > > > > utterly negligible." It has been shown through the
> > > > > > > > application of
> > > > > > > > > chaotic models
> > > > > > > > > > > that these impulses do have an impact although they
are
> > > > > > > > > limited in their
> > > > > > > > > > > duration.
> > > > > > > > > > > The use of static cycles to forecast future price
> > > > > > > > movement is also
> > > > > > > > > doomed
> > > > > > > > > > to
> > > > > > > > > > > failure. There have been many attempts to duplicate
and
> > > > > > > > forecast
> > > > > > > > > > > price action with composite static cycles and all have
> > > failed
> > > > > > > > > > > simply because
> > > > > > > > > the
> > > > > > > > > > > market is not composed of static cycles. Even an
attempt
> > to
> > > > > > > > > > > determine
> > > > > > > > > the
> > > > > > > > > > > current dominant cycles will fail because the
> > cycles will
> > > > > > > > > change due to
> > > > > > > > > > > lateset conditions. The new information may or
> > may not be
> > in
> > > > the
> > > > > > > > > direction
> > > > > > > > > > > of the old cycles.A much more likely composition, also
> > > > > > > > supported
> > > > > > > > > > > by
> > > > > > > > > > studies
> > > > > > > > > > > of chaotic models, is that the market is composed of
> > dynamic
> > > > > > > > > cycles with
> > > > > > > > > > > diminishing amplitude. Since these cycles are always
> > > > > > > > changing, due
> > > > > > > > > > > to
> > > > > > > > > the
> > > > > > > > > > > latest impulse to impact the market, they are
> > > > > > > > predictable only in
> > > > > > > > > > > the
> > > > > > > > > very
> > > > > > > > > > > short term. The real value of Hurst's work is to show
> > > > > > > > that profits
> > > > > > > > > > > are maximized by short term trading. Jim White
> > > > > > > > > >
> > > > > > > > > > Jim,
> > > > > > > > > >
> > > > > > > > > > I was going to stay out of this until your last
statement
> > ".
> > > > The
> > > > > > > > > > real
> > > > > > > > > value
> > > > > > > > > > of Hurst's work is to show that profits are > maximized
by
> > > short
> > > > > > > > > > term trading." Most of the studies I have seen indicate
> > that
> > > > the
> > > > > > > > > > more you
> > > > > > > > > trade
> > > > > > > > > > the greater your risk of ruin. Each time you trade you
> > > > > > > > take a risk.
> > > > > > > > > > The
> > > > > > > > > more
> > > > > > > > > > you trade, the greater the risk. Very few of the really
> > > > > > > > big traders
> > > > > > > > > > - investors such as George Soros or Warren Buffett made
> > > > > > > > their money
> > > > > > > > > > doing
> > > > > > > > > alot
> > > > > > > > > > of short term trades. The big money is made riding the
> > > > > > > > big moves and
> > > > > > > > > > not getting in and out. Some of the saviest traders I
met
> > > > > > > > during my
> > > > > > > > > > Chicago
> > > > > > > > > days
> > > > > > > > > > made their big money on a few big moves. The short term
> > > > > > > > > trading was just
> > > > > > > > > > rent money. I propose to ammend the above statement to
> > read,
> > > > > > > > > > "...that brokers profits are maximized by short term
> > trading."
> > > > > > > > > >
> > > > > > > > > > Regards,
> > > > > > > > > >
> > > > > > > > > > Norman
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > > > > ----- Original Message -----
> > > > > > > > > > > From: "Clyde Lee" <clydelee@xxxxxxxxxxxx>
> > > > > > > > > > > To: <realtraders@xxxxxxxxxxxxxxx>
> > > > > > > > > > > Sent: Wednesday, July 03, 2002 10:34 AM
> > > > > > > > > > > Subject: Re: [RT] What happened to the Hurst cycle?
> > > > > > > > > > >
> > > > > > > > > > >
> > > > > > > > > > > > More likely the parameters for generation of the
> > > > > > > > prediction of
> > > > > > > > > > > > the cycle were wrong.
> > > > > > > > > > > >
> > > > > > > > > > > > We will have to wait for the Centered Moving
Averages
> > > > > > > > to catch
> > > > > > > > > > > > up with the data to make the kind of judgment you
> > > > > > > > have made with
> > > > > > > > > > > > insufficient data.
> > > > > > > > > > > >
> > > > > > > > > > > > Remember, the REALTIME values for the Hurst
> > channels are
> > > an
> > > > > > > > > > > > ATTEMPT to predict what the real values of the CMAs
> > > > > > > > will be and
> > > > > > > > > > > > that ATTEMPT to estimate can be really wrong at
times.
> > > > > > > > > > > >
> > > > > > > > > > > > Everyone needs to understand that the attempt to
> > estimate
> > > > the
> > > > > > > > > > > > realtime CMA values is strictly that -- an attempt.
> > > > > > > > Currently
> > > > > > > > > > > > we are using classical Fourier analysis and
> > have limited
> > > > > > > > > > > > ourselves to only 3 components to construct
> > > > > > > > envelopes. We may
> > > > > > > > > > > > be using too many or too few -- at this stage in
> > > > > > > > development I
> > > > > > > > > > > > do not have a good feeling of what it takes to
better
> > > > > > > > match the
> > > > > > > > > > > > eventual values of the CMAs but you can bet we are
> > > > > > > > still working
> > > > > > > > > > > > on it.
> > > > > > > > > > > >
> > > > > > > > > > > > Clyde
> > > > > > > > > > > >
> > > > > > > > > > > > - - - - - - - - - - - - - - - - - - - - - -
> > - - - - - -
> > > > > > > > > > > > Clyde Lee Chairman/CEO (Home of
> > SwingMachine)
> > > > > > > > > > > > SYTECH Corporation email:
> > clydelee@xxxxxxxxxxxx
> > > > > > > > > > > > 7910 Westglen, Suite 105 Office:
> > (713) 783-9540
> > > > > > > > > > > > Houston, TX 77063 Fax:
> > (713) 783-1092
> > > > > > > > > > > > Details at:
> > www.theswingmachine.com
> > > > > > > > > > > > - - - - - - - - - - - - - - - - - - - - - -
> > - - - - - -
> > > > > > > > > > > >
> > > > > > > > > > > > ----- Original Message -----
> > > > > > > > > > > > From: "bondo92677" <bruce.larson@xxxxxxxxxxxxx>
> > > > > > > > > > > > To: <realtraders@xxxxxxxxxxxxxxx>
> > > > > > > > > > > > Sent: Wednesday, July 03, 2002 12:25 PM
> > > > > > > > > > > > Subject: [RT] What happened to the Hurst cycle?
> > > > > > > > > > > >
> > > > > > > > > > > >
> > > > > > > > > > > > > I guess we fell into the 10% of the time its
wrong.
> > > > > > > > > > > > >
> > > > > > > > > > > > >
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