Research method
Trend following
Trend following is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Signal
- Input
- Rule inputs, market state and execution constraints
- Horizon
- The system holding period
- Best use
- Make entry, exit and abstention rules testable as one procedure.
- Input: Rule inputs, market state and execution constraints.
- Output: signal.
- Use boundary: Make entry, exit and abstention rules testable as one procedure.
The graph8
How the method is built, and where it has been read
Depends on
Often reviewed together
Pre-trade checklist4 readings
Often reviewed together
Dow Theory4 readings
Often reviewed together
Diversification4 readings
Often reviewed together
Price channel5 readings
Often reviewed together
Mean reversion5 readings
Often reviewed together
Trading psychology process7 readings
Often reviewed together
Moving-average crossover11 readings
Often reviewed together
Mechanical trading system16 readings
Read in the archive24 of 168 readings
1982Six-category classification as a trend and pyramiding case study1982A bounded-risk entry separates a forecast from a trend1984Critiquing reward bias, single-scale charts, and exact-turn forecasts1986A Marshall Wave book is assembled one confirmed stance at a time1987Operator gut check when two systems conflict1988Simple systems over optimized complexity1988Reaction length as a trend integrity test1988Visual trend rules need one testable procedure1988Audit trend and breakout rules sold without tests1989Evaluating an always-in-the-market moving-average crossover1989A close-only volatility reverse bound to average true range1989Evaluating always-in parabolic SAR trailing stops1989Audit signals against elasticity regimes1989Weekly high and low averages as stop-and-reverse levels1990Fair-value gaps and a copper moving-average channel1990Diversify markets, not systems, to cut trend-system variance1990When wave counts fail the exclusion test1990Price-weighted construction distorts breadth, support, and trend1990Constructing hybrid trend and option-income rules1991Filtered rally magnitude as a bull-regime breakout1991Independent formula timers kept as a testable combination1992Ranking futures trend tendency against a random walk1992Weekly 4 percent close reversal case study1992Channel-height ratios for equity trend evaluation
This registry entry describes a research method. It is not investment advice and does not make a performance claim.