Moving avg. crossovers and target price

Discussion in 'Risk Management' started by DublAK2, Mar 20, 2022.

  1. DublAK2

    DublAK2

    I only started retail trading this year (what a year to begin!). I'm buying long on a couple positions after this 4 day rally and hoping it sticks. For the moment I'm keeping my strategy to buying certain EMA crossovers since a crossover is the most tangible thing to see and not so subjective as patterns.

    Anyway, I'm reading about 2:1, reward:risk management, but the target price for a crossover is not so clear to me since there is not really a resistance level or pattern to see. The hope is that crossovers are the start of a trend, and typically the exit is a MA crossunder or a MA line changing direction. The exit isn't a specific price. Am I right?

    How do I keep the risk to reward 2:1 if I don't see a ceiling? Just pick the most recent high? Do I not apply the 2:1 rule to crossovers?
     
    murray t turtle likes this.
  2. Handle123

    Handle123

    Back testing is only way to find out if this method works, sample size of at least 3000. If you want to play with the big dogs, you need the answers before the questions.
     
    smallfil likes this.
  3. maxinger

    maxinger

    I don't use MA (and all other indicators).
    Because the market moves in
    various shapes / manner / fashion / speed / acceleration ...


    target price.
    let's say you enter with 3 lots (or multiples of it).

    1st lot - target decent profit say RR of 2:1

    last lot - hold it for a long period of time because the market could move massively.
    Do have a stop in place

    mid lot - target profit somewhere in between

    the ceiling could be real/false/pseudo/fake.
    it could be as hard as a rock, or as soft as jelly.
    it could be pierced easily/uneasily.
     
    Last edited: Mar 20, 2022
    tomorton likes this.
  4. easymon1

    easymon1

    Hope.
    What timeframe charts do you like to trade?
    Have you at least looked at a dozen charts and counted the number of winners vs losers?
    You want to know how many Don't work. Best Hope you find out for a couple hours work rather than a couple $grand. If you like what you see after a dozen examples go get another 88. Run your numbers. Take screenshots of each one of the examples that you use in your study.
    If you do that you'll already be part of a slim minority of hopeful traders. More stats, less hope.

    If the setup is good, good. If the setup is bad and you know it, good. If you hope your idea works? Let us know...

    Here's some ideas for
    8 targets in trading
    https://elitetrader.com/et/threads/...t-right-here-baby.335635/page-20#post-5358043
     
    Last edited: Mar 20, 2022
  5. smallfil

    smallfil

    Moving averages are lagging indicators following the trend. I believe it is best used as a trading system for the long haul. That said, it is not effective in range bound, trading ranges where whiplashes happen too often if you were to use it. Stick to it only when the stock or index you are trading is trending. That should enhance profitability. You should backtest any trading system you intend to risk your monies on. Otherwise, how do you know if you have even an edge (positive expectation) or no edge (negative expectation)? Just my 2 cents.
     
    murray t turtle likes this.
  6. notagain

    notagain

    Moving average envelope, the width of the daily average true range.
     
  7. DublAK2

    DublAK2

    Im looking at daily sticks
     
  8. easymon1

    easymon1

    What's your path forward?
    [​IMG] [​IMG]
     
  9. Peter8519

    Peter8519

    Here the analysis of tracking the number of days a stock that stays above 50MA.
    Example of the scanning result.
    Ticker,Date/Time,Start Date,Days >50MA
    A,2/22/2021,9/28/2020,101
    A,2/24/2021,2/24/2021,1
    A,3/2/2021,3/1/2021,2
    A,3/15/2021,3/15/2021,1
    A,5/17/2021,3/26/2021,36
    A,9/27/2021,5/19/2021,91
    A,11/22/2021,11/16/2021,5
    A,12/8/2021,12/8/2021,1
    A,12/13/2021,12/10/2021,2

    2019, 2020 and 2021 frequency distribution for each period e.g. 1-5days, 6-10days etc.
    Days above 50MA,2019,2020,2021
    5,23486,23849,25905
    10,4590,4146,5003
    15,2532,2367,2757
    20,1881,1587,1930
    25,1403,1227,1293
    30,1115,1254,1153
    35,900,1132,1159
    40,899,862,922
    45,858,834,886
    50,503,815,773
    55,470,518,909
    60,382,469,768
    65,304,345,374
    70,316,353,388
    75,348,458,436
    80,304,307,394
    85,249,257,294
    90,146,237,208
    95,93,326,287
    100,85,202,184
    > 100,335,495,911

    All data are in csv format. Just cut and paste into Excel.
    From the above analysis, >50% of stock that cross above 50MA do not stay above for more than 5 days. It pays to be patient.
     
  10. tomorton

    tomorton

    The time point at which a crossover occurs has no relation to the price level at that point. This makes them very poor entry signals. On the other hand, most entry signals perform poorly, when traders should really be dissecting the strength of the trend, not the strength of the entry signal.

    More important than recognition of entry signals should be recognition of "stay-out" signals.

    As for profit targets in a trade these are mostly mirages. Occasionally a lost traveller in a desert wanders towards a mirage and there is indeed water somewhere over that way, but the mirage had nothing to do with it.

    In a trend-following strategy, the reason to get out is when the trend weakens. This allows you to avoid a reversal but preserve the maximum capital for a re-entry, as continuation of the trend is more probable than reversal into the opposite trend.

    If you insist on entry on a MA crossover do no do not wait for the opposite MA crossover as your exit signal. This will focus your trading into a buy at the top, exit at the bottom exercise.
     
    #10     Mar 21, 2022