AllenZ's Journal

Discussion in 'Journals' started by AllenZ, Oct 1, 2002.

  1. AllenZ

    AllenZ

    For October:

    44 trades
    12 stopped flat
    16 wins
    16 losses

    Month Net +42 without commission.
    +$630 after commission per contract. (4.80 RT)
    25% projected monthly return based on 2% risk per trade.
    Daily average +3.2 without commission.

    I would like the daily average to be closer to 4-5 points as it was prior to this weeks little drawdown. I have 10 days left so we will see where things are by the end of the month.

    AllenZ
     
    #111     Oct 17, 2002
  2. BSAM

    BSAM

    Hmmmmm........
    I've been thinking along those same lines. Hope things get better next week. This week's been real stupid.:(

    BSAM
     
    #112     Oct 17, 2002
  3. Allen when you say you risk 2% per play -- how many NQ pts is that? I also noticed that you used the word "based"; do you personaly risk more or less than 2%?

    TIA
    Commisso
     
    #113     Oct 17, 2002
  4. AllenZ

    AllenZ

    Well, based on my recent statistics the average stop taken is about 4.5 points. $90 per contract so 2% risk means trading about 1 contract for every $4500.

    My risk varies based on account size since I live off of my trading I take out money from this account all the time, even when in drawdown. I try to keep my risk in the 1-3% area per trade.

    Remember this is based on average stop taken and not on initial stop. I will sometimes start with a 10-12 point stop, but I rarely take full stops I just like to set them where they are supposed to be upon entry, then adjust as the trade develops.

    AllenZ
     
    #114     Oct 17, 2002
  5. I think this is a very important concept that is difficult for newbies. Many, if not most who post here, start with too small a stop. Then they seem to regard it as a character flaw if they don't take the full stop. Give the trade room to work, but if it is clearly not working, get out.

    Perhaps you can expand on what cause you to narrow the original stop?
     
    #115     Oct 17, 2002
  6. AllenZ

    AllenZ

    There are several things that will make me narrow the stop:

    1. If the trade begins to move in my favor I will generally narrow the stop. At 75% of the target I will move the stop to breakeven.

    2. I may narrow the stop if in the trade longer than 30minutes. To do this I will generally use the prior 30min bar or 15min bar to adjust the stop.

    The basic thing is that I have come to notice how most trades play out and if I start to see things that should not be occurring or a lack of things that should I will narrow the stop.

    These things wont make me get out of the trade, but I will narrow the stop. I don't claim to be smart enough to know when to get out of a trade ahead of the target or stop, but I do know when I should reduce my risk exposure and when a trade is acting irregular that is all I try to do.

    AllenZ
     
    #116     Oct 17, 2002
  7. AllenZ

    AllenZ

    OK, I can admit it, today I just stunk up the joint. I made a couple of errors early in the day which definitely hurt. I have a history of struggling on Options Expiration but I continue to trade them because I think it may just be a "mental thing".

    I will also say that this week frustrated me to no end and I was probably reaching a little on Friday "swinging to hard" to put it in baseball terms. Even though I have done this for a long time ( traded successfully ) I still have the occasional let down day, happens to us all from time to time.

    It happens, I will move on, but this weeks performance was the result of a difficult market intraday and my Friday breakdown. Both my fault, one for not adjusting properly to a difficult market, and two for letting things get away from me Friday. I don't make excuses and I take all the blame, this week I stunk, market or not.

    Trades

    Trade 1 - Long 9:41 933 (927) Exit 929 (935) -4 / 10 minutes
    Trade 2 - Short 10:08 932 (939) Exit 939 (930) -7 / 24 minutes
    Trade 3 - Short 11:23 953 (953) Exit 946 (945) +7/ 43 minutes
    Trade 4 - Short 13:05 944 (943) Exit 948 (950) -4 / 18 minutes
    Trade 5 - Long 14:11 953 (955) Exit 950 (948) -3 / 10 minutes
    Trade 6 - Short 14:30 948 (948) Exit 954 (954) -6 / 10 minutes

    Day Net* -17
    Week Net -22
    Month Net +27

    *without commission

    I wont cover the trade entries. I mistimed the shorts and pretty much misread the strength of the market. Just a bad day, I have them, I get over them. WATCH OUT NEXT WEEK!!!!!!!

    My best weeks tend to come after down weeks.

    For those curious about the errors I mentioned, the first trade should not have been made, I wait for pivots to enter and made an anticipatory entry based on recent market pattern. In hindsight I just either should have waited for the pivot or passed on the entry. Error #2, the second trade of the day should have been a long instead of a short, I misread some data and by the time I saw it ( and someone in the room pointed it out ) it was a bit late. That is what is frustrating, take the -11 from the first two mistakes ( or poor execution of plan ) and turn them into 1 trade for +8 and the day is positive. Since you cant do that, you take the errors in stride and move on. That is why there are 250+ trading days instead of just 1 a year.


    AllenZ
     
    #117     Oct 19, 2002
  8. AllenZ

    AllenZ

    At least today was a better trading environment than any day I can think of last week. today I was skeptical about the rally having legs past last weeks high and definitely not a move over last months high. As in most bear market rallies the strength makes you think at times " is this for real" but we have seen so many come and go and we will be so far up from the bottom by the time most of us are convinced that when one ( bottom )is finally put it in it makes you wonder if the debate is even worth having. Anyway a decent day that could have been more if not for my skepticism about buying strength into extended moves.

    Trades

    Trade 1 - Short 10:03 946 (955) Exit 947 (940) -1 /25 minutes
    Trade 2 - Long 11:01 946 (939) Exit 959 (959) +13 /51 minutes
    Trade 3 - Short 13:43 972 (980) Exit 977 (970) -5 /27 minutes
    Trade 4 - Short 14:27 978 (984) Exit 978 (975) flat /45 minutes

    Day Net* +7
    Week Net +7
    Month Net +34

    *without commission

    Trade 1 - 30min range break.
    Trade 2 - 15/30 minute pivot and failed range break entry
    Trade 3 - 30 minute down pivot off resistance
    Trade 4 - 5 minute down pivot re entry of prior trade.


    Got a little "short" happy late in the day despite the strength I just got no long setup and saw more potential on the downside. Still ended up with a solid day.

    AllenZ
     
    #118     Oct 21, 2002
  9. AllenZ

    AllenZ

    today was the kind of day I like and generally excel at. But I have to admit the afternoon session threw me a bit after a wonderful morning. I had a brilliant trading plan coming into the day and executed it perfectly. I took a long lunch and came back with a flawed plan for the afternoon. today was an inside range day and afternoon breakout/breakdowns tend to react poorly in such situations. Gave back the morning gains in the afternoon and called it a day.

    Trades

    Trade 1 - 10:09 Long 963 (954) Exit 972 (973) +9 / 22 minutes
    Trade 2 - 10:56 Short 977 (983) Exit 971 (971) +6 / 15 minutes
    Trade 3 - 11:31 Long 968 (962) Exit 964 (970) -4 / 14 minutes
    Trade 4 - 13:15 Long 973 (965) Exit 965 (973) -8 / 20 minutes
    Trade 5 - 14:07 Short 958 (963) Exit 961 (955) -3 / 25 minutes

    Day Net flat
    Week Net +7
    Month Net +34

    Trade 1 - 30 minute breakout
    Trade 2 - Short off resistance, pivot entry
    Trade 3 - Retracement long, 50% entry
    Trade 4 - 60 minute IRB break
    Trade 5 - 120 minute IRB break

    Last 2 trades really threw me as I was torn between taking or fading them. Decided to go with the breakout, and obvious mistake in hindsight and I paid the price. IRB's are always trade triggers for me the only question is to play or fade them. I chose wrong, the right choice would have given me a +25 point day, what a difference 1 trade can make.

    AllenZ
     
    #119     Oct 22, 2002
  10. AllenZ,

    what kind of breakout is a IRB break?
     
    #120     Oct 23, 2002