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I don't look at average holding times. It strictly depends upon which set
of time frames that I am trading. This morning I would have been in at 967
and out at 980 and the trade would have been for about 1/2 an hour. I
usually wouldn't trade the first or last 1/2 hour, but this trade was clear
cut. The time in a trade is strictly dependant upon the volatility of what
you are trading and the time frames that you select to trade, along with the
degree of risk you decide to take. Ira.
----- Original Message -----
From: "M. Simms" <prosys@xxxxxxxxxxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Friday, July 05, 2002 7:02 AM
Subject: RE: HOLDING PERIOD...was RE: [RT] What happened to the Hurst cycle?
> AND what is the average TIME-IN-TRADE for the emini's for instance ?
> 5 minutes, 1 hour, 5 hours ?
>
>
> > -----Original Message-----
> > From: ira [mailto:irat@xxxxxxxxx]
> > Sent: Friday, July 05, 2002 12:25 AM
> > To: realtraders@xxxxxxxxxxxxxxx
> > Subject: Re: HOLDING PERIOD...was RE: [RT] What happened to the Hurst
> > cycle?
> >
> >
> > 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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