5min/1h TrendFollowing on ESTX50, SMI, & GBL

Discussion in 'Journals' started by KS96, Aug 23, 2006.

  1. I'd leave 5 at 5 and bring the 1hr down to 30.I was interested why you used the hour as most don't,hence the question.
     
    #151     Sep 4, 2006
  2. KS96

    KS96

    1h is down to 30min since this morning. I did some testing during the weekend. I don't expect much of an improvement though.

    How do you know that most don't use 1h?
     
    #152     Sep 4, 2006
  3. KS96

    KS96

    OK, things aren't moving. I am bracketing my positions and taking the rest of the day off. Will post summary of closed trades tonight. Cheers.
     
    #153     Sep 4, 2006
  4. secxces

    secxces

    KS96,

    I just wanted to followup on my last post. Your goals are very realistic and attainable. Personally, I would shoot for a little more. My average profitable trade, based upon removing the highest and lowest of the last 10 trades and figuring the average the remaining 8, results in a 9.4% Return, with a risk of 3.6%, and a max draw down of 1.6%. I dont use a set parameter for stops (ex: 25 pips or 20 pips) instead I put my stop 2 ticks above the previous sup/res. I average 2 trades perday, with a 82.62% win/loss ratio over the last 7 months. Most profit is derived from pyramiding and hedging. These arent the greatest numbers, but they are by far the worst.

    The whole reasoning for the above mentioning was just to give you another view at drawdown and money managment. To make $5000 and give back $4000 is a little detrimental to my approach. But again, I do trade fx, I make no assumptions in your markets. This is one of the reasons I read your journal as Im thinking of breaking into these markets aswell.

    Good to hear. I have a feeling you will have a significant improvement overall. One other thing I wanted to mention, and by no means am I trying to over complicate things, but have you ever thought of adding the 1 min charts? I sound like a broken record sometimes, but I beleive strongly in triple screen analysis. The one minute would be typically used to identify a breakout in the direction of your already analyzed possible entry. But sometimes some seen this as redundent.

    One last thing, Have you ever considered using H4 instead of daily. You might gain that extra edge for earlier entrys.

    U.S. Holidays, go to the nearest beach, find the nearest beach bar thats up and up, order a crown n ginger ale, and enjoy the sun. Thats what im on my way to do now. LOL.

    - secXces

     
    #154     Sep 4, 2006
  5. KS96

    KS96

    Can't shoot for a little more. Can't get the 5% target yet. I am averaging 4.2% in the last 6 months.

    Your stats are impressive.

    I don't use fixed stops either.
    Most of my profits are from pyramiding as well. When the trend sticks, I add more and more.

    What I meant by the +5k-4k example is:
    After you'd made $1000,
    if you put all wins together they total $5000 and losses total $4000; wins-losses interleaved. My drawdown is <20% thanks to the mix of the 3 contracts. When stocks don't work, bonds do. Or the other way around. When noise in a trend kicks me out in ESTX50, it may not kick me out in SMI. The mix works ok.

    The long-term chart (30min now) serves as a daily as well. So you can say I am on a triple screen more or less.

    1min on ESTX50 & SMI is dirty. Too much noise, my methods break down.

    Good for you! I went to a nice restaurant.
    Cheers!
     
    #155     Sep 4, 2006
  6. KS96

    KS96

    ESTX50 out @ 3841, -4 pts.
     
    #156     Sep 4, 2006
  7. KS96

    KS96

    Trades closed on Mon 4/Sep/06:
    ---------------------------------
    ESTX50: -4 pts, 1 RT.
    SMI: +9 pts, 2 RTs.
    GBL: no trades closed.

    Sleeping overnight:
    -------------------
    1 GBL long from 117.92
    2 GBL (Dec06 contracts) long from 117.61 + 117.68
     
    #157     Sep 4, 2006
  8. KS96

    KS96

    GBL (Dec06) stopped out 1 @ 117.65, +4 pts
     
    #158     Sep 5, 2006
  9. KS96

    KS96

    ESTX50 short 1 @ 3839
     
    #159     Sep 5, 2006
  10. KS96

    KS96

    ESTX50 out @ 3833, +6 pts
     
    #160     Sep 5, 2006