Andy's Spread Trading Journal

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

  1. All my stops and entries are based on the close. If my stop get hit at the close I exit the next day via market on close order.

    I have to admit this is sometimes hard to do but after trading spreads for a while I can say at the end it doesn't matter as long as you try to be consistent.

    Sometimes you get even the chance to stay longer in the trade. This happened for example with my W-W trade. My stop got hit and my plan was to exit the next day via MOC order. But the spread moved up nicely the next day so decided to stay in.

    Happy trading

    Andy
     
    #261     Nov 30, 2006
  2. Interesting..
    Why not a market on opening order?
    Any particular reason for the MOC order?
    Don't you find you get some lousy fills with MOC?

    So no legging in/out?? Just stay consistent?
    But sometimes you have to use your judgement...
     
    #262     Nov 30, 2006
  3. Right, I did not answer the dropping one side of a losing trade question...sorry.

    When you drop one side of a losing spread you become an outright futures trader, right? And it only makes sense if you would take this outright futures trade independend of what happend to your spread trade.

    I have tried it several times and it always ended with a much larger loss. :)

    I also like the close much better then the open. But at the end it doesn't matter as long as you stay with the same entry method.


    Regards,
    Andy
     
    #263     Nov 30, 2006
  4. Trade

    I got rid of my FC-LC trade after the spread reached my stop at 12,950 on Friday. Because I am exiting MOC the next day I got out at $13,330.

    Hyp. Profit on this trade is $825 - $60 commission = $765.

    Hyp. account is now at $62, 592 (including all the trades where I am still holding a possition).

    Happy trading...

    Andy Jordan
     
    #264     Dec 5, 2006
  5. Hi Guys,

    I am going to stop my trading on the 15th of December. I will start looking at the charts again on the 8th of January next year. I am really looking forward to get away from the markets for a while. I know, I will come back highly motivated!

    I am not sure if I am going to enter any new trade in the next week. Probably not. I don't want to hold any position and I will be flat by the end of next week.

    Right now, I am analyzing 2006. I try to find out what have I done right and what have I done wrong.

    I will come up with some numbers and comments during the next few days.

    Happy trading
    Andy Jordan
     
    #265     Dec 7, 2006
  6. Started my foray into spread trading lol.

    A few days ago I sold the Pound/Euro spread at .6411 with the pound looking like it was topping off and the Euro holding steady.

    Right now spread is at .6337 and might close out at end of day unless pound starts falling further into PM session....
     
    #266     Dec 7, 2006
  7. Oh Oh, currencies spread...this is tough!

    Andy
     
    #267     Dec 7, 2006
  8. Trade

    I got out of my LH-LH spread after my stop got hit with my last 4 contracts at 2.8.

    Hyp. profit on this trade is $1,440 - commission of $240 = $1,200.

    Hyp. account now at $63,112.

    Happy trading
    Andy
     
    #268     Dec 7, 2006
  9. Spread still hovering around 6340 so gonna hold on. Pound still looks like it could fall further and Euro might move higher narrowing the spread.
     
    #269     Dec 7, 2006
  10. Hi Andy! What is the best way to enter or exit the spread trades?

    Andy: I think there is no “best way” to enter or exit spread trades, there is only “your way”. Let me explain:

    I personally enter on the close via Market on Close (MOC) order or at the open on the next day (I always wait at least 5 - 10 minutes on the open because the market can be very wild in the first few minutes of the trading day). Most buying and selling is at the open and at the close, especially in thin markets. When you use a limit order you can enter anytime you want, but you might have the problem of not getting filled.

    If you are a trader from Australia, for example, you will find it very inconvenient to enter around the close because this would mean you would have to stay up all night, or you would have to give the responsibility to your broker. If entering at the close is not comfortable for you, just enter the next day. Enter around the open if you want (I recommend to wait some time at the open till the markets slows down) or enter the next day via MOC order.

    In the long run it doesn’t matter. It is more important that you feel comfortable with the timing of your entry and exit.
     
    #270     Dec 11, 2006