Combining trend and flat strategies into one TS = grail?

sever30 2010.11.27 21:44

Who is thinking about this? Without being specific, has anyone implemented "combining the incompatible" into a single TS? Not an alternation of one with the other, but a complete and organic combination of a flat strategy and a trend strategy in a single TS... What are the principles and characteristics of such a "hybrid"?

Alexey Subbotin 2010.11.27 21:56 #1

My understanding of the problem is this. There is a trend strategy that is losing more on the flat than it is earning on the trend. There is also a flat strategy that is losing more on trend than it is earning on flat. (If at least one of these conditions is not met, probably, there would be nothing to talk about.) If we now "fully and smoothly" combine these two strategies, I suppose that because of the linearity we will get the final loss... double)))

The FLET formula Various Trend vs Flat

Freelance 2010.11.27 21:58 #2

alsu:
My understanding of the problem is this. There is a trend strategy that is losing more on a flat than it is earning on a trend. There is also a flat strategy that is losing more on trend than it is earning on flat. (If at least one of these conditions is not met, probably, there would be nothing to talk about.) If we now "fully and smoothly" combine these two strategies, I suppose that because of the linearity we will get the final loss... double)))

What if we learn to switch off one strategy when the other is working?

Even though we will do it absolutely precisely...

;)

Vladimir Gomonov 2010.11.27 21:58 #3

alsu:
My understanding of the problem is this. There is a trend strategy that is losing more on the flat than it is earning on the trend. There is also a flat strategy that is losing more on trend than it is earning on flat. (If at least one of these conditions is not met, probably, there would be nothing to talk about.) If we now "fully and smoothly" combine these two strategies, I suppose that because of the linearity we will get the final loss... double)))

And ni nada linear ... understand the task. ;)

Vladimir Gomonov 2010.11.27 22:01 #4

sever30:
What are the principles and signs of such a "hybrid"?

Principles = Distinguishing between trend and flat. preferably in advance.

Signs = grail.

Vladimir Gomonov 2010.11.27 22:05 #5

sever30:
Not an alternation of one with the other, but a complete and organic combination of a flat strategy and a trend strategy in a single TS...

And let's define a trend combined with a flat. Preferably complete and organic.

Freelance 2010.11.27 22:05 #6

MetaDriver:

Principles = distinguishing between trend and flat.

Signs = grail.

But as always, the first thing to do is to determine the investment horizon and the level of error and "noise".

Otherwise we will miss the separation again...

;)

Алексей Тарабанов 2010.11.27 22:07 #7

sever30:
Who is thinking about this? Without being specific, has anyone implemented "combining the incompatible" into a single TS? Not an alternation of one with the other, but a complete and organic combination of a flat strategy and a trend strategy in a single TS... What are the principles and characteristics of such a "hybrid"?

I tried so hard to get you to continue this thread about candlestick-free trading, but you slipped away. Take your time going down the hill to the herd, imho.

sever30 2010.11.27 22:08 #8

MetaDriver:

Principles = Distinguishing between trend and flat. preferably in advance.

Signs = grail.

What if we get away from the task of "recognising" a trend from a flat, or a flat from a trend?

At least it works like this: if there is a trend, the trend "part" of the TS earns, while the flat part works at 0 and vice versa, if there is a flat, the flat part earns, while the trend part works at 0.

The FLET formula A flat indicator. How can you trust

sever30 2010.11.27 22:09 #9

tara:
sever30, I tried so hard to get you to continue the thread about indirect trading and you jumped out. Take your time going down the hill to the herd, imho.

I remember her... will definitely continue, soon...

Alexey Subbotin 2010.11.27 22:11 #10

sever30:

What if we get away from the task of "recognising" a trend from a flat, or a flat from a trend?

Even if it works like this: if there is a trend, the trend "part" of the TS earns, the flat part works at 0 and vice versa at a flat, the flat part earns, while the trend part works at 0.

Then there is no sense in combining them. Each part is a grail. And since we now have two of them, one - to choose from - can be profitable for the suckers)))

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