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I trade the one that is most applicable at the time. Some people seem to
think that there is one which is the best to trade based upon some
mathematical formula. They and you are wrong. The chart tells you which
one is the best price objective to exit at not some formula that is supposed
to maximize profit. Ira
----- Original Message -----
From: "Adrian Pitt" <apitt@xxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Friday, July 05, 2002 5:38 AM
Subject: RE: HOLDING PERIOD...was RE: [RT] What happened to the Hurst cycle?
> Ira,
>
> Which do you trade..the 80%, 70% or 60% scenario...there is only one
> answer that's
> correct for maximising profits. I find the expectancy's pretty hard to
> believe still :-)
>
> Adrian
>
> > -----Original Message-----
> > From: ira [mailto:irat@xxxxxxxxx]
> > Sent: Friday, 5 July 2002 4:37 AM
> > 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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> > > > > > > > > > > > >
> > > > > > > > > > > > >
> > > > > > > > > > > > >
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