3:1 risk / reward. How do you personally use stops

Discussion in 'Strategy Building' started by TRADERCJ, Nov 16, 2006.

  1. It doesn't sound quite right. I mean, suppose someone has devised a strategy, and he is very content with it (say, the losses are cut very short). However, over the long run, the strategy loses money consistently. Would you still recommend that person to continue to use this strategy on the basis that it makes that person "feel good"? I remember reading a quote in the "New Market Wizards": "Everyone gets what he wants out of the markets". What that quote meant is, if someone is happy to lose, he will lose, and if someone wants to make money, he'll make money.
     
    #11     Nov 16, 2006
  2. I think I mentioned, "Find an edge." By this I mean, developing a trading system and after testing it over a period of time, trade it if it has positive expectancy. Look at the tested data and the drawdawns. Abandoning a system is difficult because you just do not know if it is a temporary drawdawn, like in the past, or a reflection of a real change in the market's dynamic. Eh trading is more about art than science, sometimes. But I am still comfortable with the scientific approach of testing .
     
    #12     Nov 16, 2006
  3. OK, I think we are on the same page, although it'd still reiterate that placing a stop at the price where the buy/sell was triggered creates an illusory "zero-risk"/"big-time-profit" perception.
     
    #13     Nov 16, 2006
  4. TRADERCJ

    TRADERCJ

    Thanks for all the replies. they were very good.

    The main reason I move my stock to break even as quickly as possible is for capital preservation. Since it is, and needs to be beaten into everyone's head, about protecting you capital.

    It is also tough to watch a positive trade turn negative and stop you out. I guess I am not confident enough in my trades yet.
     
    #14     Nov 16, 2006
  5. We are feinitely on the same page. I was not arguing that it should be done. Just that for some, psychologically, it is the way to trade. I don't do it anymore. For day trades, momentum and flair are more important than for swing trades.
     
    #15     Nov 16, 2006
  6. for my position trading i usually use a stop which increases by 0.5 ticks for every 1 tick that the price increases by.
     
    #16     Nov 16, 2006
  7. gov

    gov

    I did this very thing back a few (3?) years ago--after decimalization--and it worked really well for me. I remember I used either .25 or maybe .32 in my favor, then the stop shifted to break even. This really helped my bottom line as I recall. Also, mentally it allows you to relax and listen to what the chart is saying, yielding more in profits. Amount should be tied to the current volatility as someone mentioned, I suppose.

    Remember, you can always re-enter if the setup is again valid.
     
    #17     Nov 16, 2006
  8. Very, very true.
     
    #18     Nov 16, 2006
  9. billp

    billp

    1 question. After you are profitable, only will you implement the below? Thanks

     
    #19     Nov 17, 2006
  10. There are a few things to track that might help this.

    1. What is the maximum a winning trade goes in your favor without ever hitting your original stop, no matter where you actually exited. From this I found that some winners are very large and to be worrying about breakeven stops was the least of my issues (i.e. need to stay in those occasional large gainers).

    2. The maximum a losing trade moved in your favor. Most of my losers don't get to .5 the size of my stop. This tells me that if a trade is at 1 to 1 size of stop that the trade is likely to go to over 2 to 1.

    3. The size of your average winner and loser.

    It might seem that you are preserving capital by moving your stop to breakeven, but it could be that you are just getting taken out of somewhat troublesome trades BEFORE they have a chance to give you profit. Over the long haul this will take away capital, even though in the moment a breakeven stop might seem like it is protecting you.
     
    #20     Nov 18, 2006