The E-mini Adventures of Brutus

Discussion in 'Journals' started by Brutus, Aug 12, 2002.

  1. With all respect, I must disagree with the previous post.

    Generally, there is 2 ways to trade. 1) Have a strict, objective and well tested system or 2)use alot of indicators and gut feel and instinct. If you choose 2, choose your risk level and use it strictly. Also, If 2) is not working for you, dont wait tell all your money is gone to.

    As far as someone telling you that you are making the wrong decisions on specific trades, I dont understand the logic. Every trader has to find their own style and comfort level that works for them. As far as placing stops above the high or below the low of the day, I find that to be an effective level to place stops. I know that some of the most successful traders use a method like that with much success.

    I would suggest finding a system that works (easy to say, hard to do) and then sticking to it.

    Good luck and feel free to email me
     
    #31     Aug 17, 2002
  2. me too, but could you please tell me how to do this ?? or do you mean to put stops above what appears to be the high or below what appears to be the low of the day...

    :) trading
     
    #32     Aug 18, 2002
  3. "me too, but could you please tell me how to do this ?? or do you mean to put stops above what appears to be the high or below what appears to be the low of the day..."

    I mean to say, using the current days high or low at the time placing the stop. I think you can go between .25 and 1.5 above the highs or below the lows in the ES and be effective. Some people use 2 days high/low and some only use the high/low of the last hour. I think the best relative high/low depends on the time of day. Overnight highs and lows are meaningless. Highs and lows made in the first 2 hours are critical.
     
    #33     Aug 18, 2002
  4. cta trader,

    ok, i see. but i am posting comments on someone who is trying to trade 1 contract NQ with a risk of 4-5 pionts (this may appear plain stupid in your eyes ?)...so he has to learn how to trade in a 1-3min timeframe in relation to 5min + 15min...every timeframe higher than this is too far away...it is like learning how to drive a fast car over a unknown country road at night...

    :) trading
     
    #34     Aug 18, 2002
  5. m_c_a98

    m_c_a98

    I think its too hard to catch the main trend move of the day(or a good portion of it) with very tight stops. There is simply too much gyration and noise in the market, although last week did have less of this noise.
    You end up churning and burning which might have a negative pyschological impact on discretionary traders. I had to develop strict stop management rules that I actually coded into an API interface. For example, even with a +4 profit in NQ my stop is still 2 points below breakeven. Without the software I always cut my profit to soon and jumping the gun, even though I have hard fast rules.

    Step one: get concrete rules for all aspects of your trade.
    Step two: execute it. For me this is almost impossible pyschologically without computer automation.

    good luck.
     
    #35     Aug 18, 2002
  6. "cta trader,

    ok, i see. but i am posting comments on someone who is trying to trade 1 contract NQ with a risk of 4-5 pionts (this may appear plain stupid in your eyes ?)...so he has to learn how to trade in a 1-3min timeframe in relation to 5min + 15min...every timeframe higher than this is too far away...it is like learning how to drive a fast car over a unknown country road at night..."

    I thought that in an early post in this thread, it was stated that he placed a stop above the high of the day and the next post was critcal of that decision. I was just saying that in my experience, it is a good idea.

    I know people who are profitable on short time frames like those listed, but not many. I think you either need years of full time trading experience or an objective system (preferably auto-executed) to be profitable on such a short time frame. For our groups trading we have decided to complete our autoX programs (we are very close) before trading such short term programs again.

    your thoughts are appreciated
     
    #36     Aug 18, 2002
  7. hi cta trader,

    in general i agree with this...but i believe that the markets are "fractal", means that several tradable pattern that occur in market motion occur and are tradable in every timeframe...if you trade, lets say bull- and bearflags on 1min, its the same as to trade them on 60min or on a daily chart, only the risk-reward-profile in $ amount is different, thats all IMO. so, if you can not afford to risk $1000 or $2000 on a trade, you have no choice, you must stick to 1min. IMO the problem is not to be profitable, but to make enough profits on $cash basis, to make a living with that :)

    :) trading
     
    #37     Aug 19, 2002
  8. hello hardcash

    Quote

    "in general i agree with this...but i believe that the markets are "fractal", means that several tradable pattern that occur in market motion occur and are tradable in every timeframe...if you trade, lets say bull- and bearflags on 1min, its the same as to trade them on 60min or on a daily chart, only the risk-reward-profile in $ amount is different, thats all IMO. so, if you can not afford to risk $1000 or $2000 on a trade, you have no choice, you must stick to 1min. IMO the problem is not to be profitable, but to make enough profits on $cash basis, to make a living with that "

    The only question I have is that a trader should not assume a method that works on one time frame will work on all time frames. I have tested many patterns on many markets and various time frames including candlesticks. What I have found is that many well known patterns don't work in the way they are supposed to. Many bullish candlestick patterns are actually bearish and many patterns that work on some markets dont work on others. Also, markets can react in radically different ways on different time frames. For example, the S&P may on average, trend well on a 5 minute chart, not trend on daily and trend well on a weekly chart. Using the same methods on all those time frames is a recipe for disaster.

    My only point is test before you trade.

    Regards
     
    #38     Aug 19, 2002
  9. Brutus

    Brutus

    I blew up today :(

    Quitting for a while.

    Brutus
     
    #39     Aug 19, 2002
  10. This is an interesting concept. If markets are truly fractal in nature, then one cna minimize risk or at least total dollar exposure by trading on very short time frames. While this concept is partially true, in that average range of one minute bars will be less than longer time frame bars and thus one can use smaller stops, the bigger concept is flawed. A one minute bar is almost totally noise compared to a 60 minute or daily bar. As the signal to noise ratio of data gets worse, it becomes more difficult to use effective strategies such as pattern recognition. Trends become meaningless.

    My contention is that as time frames become very small, ie. one minute bars, the skill required to trade them increases greatly. I have never seen a wining system based on one minute bars. Perhaps one exists, but I think you inevitably have to trade with great speed and discretion, qualities that most newboes lack. In attempting to minimize risk by going to one minute bars, many newbies are actually putting themselves into a very difficult trading environment.
     
    #40     Aug 19, 2002