Andy's Spread Trading Journal

Discussion in 'Journals' started by Jordan_Andy, Nov 19, 2004.

  1. Andy, would you consider the following technique kind of like a TTE only for a spreads line chart?

    Following a RH, the closing prices of the next 2 days are lower than the closing price on the day of the RH. However, on the 3 day the closing price is higher than the previous day's. Would this justify an entry prior to the taking out of the RH? It seems to me that this is kind of like a TTE, only with closing prices... What do you think? Thanks!
     
    #131     Sep 27, 2005
  2. You are right with your calculation of the risk. But the risk and the stop are actually two different things. Sometimes I am placing the stop very close to my entry but I have to calculate more risk. Keep in mind stops are not possible for spreads this is why you can not calculate it precise.

    Regards

    Andy
     
    #132     Sep 27, 2005
  3. I totaly agree on the TTE for spreads.

    Happy trading

    Andy
     
    #133     Sep 27, 2005
  4. So basically, even though the RISK IS $850/SPREAD, to be safe you add additional $150/SPREAD to arrive at $1000?

    As far as Money/Risk Management goes. Do you implement anything similar to a Risk/Reward analysis in your trading plan? Something like a 1:3, risk/reward ratio...

    Thanks!
     
    #134     Sep 27, 2005
  5. right Bastiat8 !

    I want to see a ratio of at least 3:1 most of the time and I like to trade in more then only one lot. Best for me is to have 3 lots. One as soon as I get some profits. Second for my final target and the last one for trailing a stop.

    Andy
     
    #135     Sep 28, 2005
  6. Trade

    My time stop got hit on the KW - S spread and I got out today at -192 3/4 with 2 lots. I did already take some profits on 9/27 at -190 3/4.

    Hyp. profit is $1,188 - $150 commission = $1,038.

    Hyp. account now at $42,788.

    We will see if the exit was too fast. But I had to stay with my trading plan, didn't I?

    :)

    Have a nice weekend,

    Andy
     
    #136     Sep 30, 2005
  7. Trade

    I did enter the following trades:

    4 x LHG6 - LHZ5 on 10/5 at 2.80; risk is $650.

    9 x BOZ5 - BON6 on 10/5 at -0.51, risk is $350.

    Let's see what we get :)

    Happy trading

    Andy
     
    #137     Oct 13, 2005
  8. there was an article this week about the strong correlation between CAD/JPY and CL, have you noticed this as well?
     
    #138     Oct 13, 2005
  9. No, I am not really into all the energies. Much too complicated for me :)

    Andy
     
    #139     Oct 13, 2005
  10. can you route your orders electronically or do you have to phone them in? this is a fascinating read. not to mention quite profitable!
     
    #140     Oct 13, 2005