Anyone using ATR for trade decisions for NQ

Discussion in 'Index Futures' started by Jdesey, Jul 10, 2017.

  1. %%
    Good;
    + keep looking , for more, i do 2
     
    #11     Jul 12, 2017
  2. dealmaker

    dealmaker

    Linda Bradford Raschke recommends 3 ATR stops ( not specific to NQ). When using wide stops remember to adjust your position size.
     
    #12     Jul 12, 2017
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  3. Jdesey

    Jdesey

    I just cannot go there... 3X would be at least 12 points on average... ATR can run from a low of 2.5 to a high of 9...seems to run around 4-6 most of the time... I just couldn't stomach a 12-18 point stop.... I am comfortable at 5-7,,,that's $100-$140 loss allowed per trade per contract
     
    #13     Jul 12, 2017
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  4. %% DM;
    i think she uses Keltner channels more than that, but dont really know.And not sure if she uses ex or simple Keltner channels. Good points.
     
    #14     Jul 12, 2017
  5. Jdesey

    Jdesey

    The only thing I am really sure of,,,and keep in mind this is for me and my trading, might not be for everyone.. is a stop, I mean a hard stop in the computer as a stop-limit order at a 5-7 point loss for NQ, 5 can be too tight sometimes and 7 does keep me in more trades...

    the exit is still a work in progress...example trade yesterday.. ATR was 5 when I went into trade.. I pulled 15 points with a 5 point stop.. awesome... but if I said 2X ATR then I make 10 points... ARRGH!!! what to do
     
    Last edited: Jul 12, 2017
    #15     Jul 12, 2017
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  6. Xela

    Xela


    Easy answer: monitor 300 consecutive trades each way and see whether or not the profit difference between whatever the two things are that you're monitoring is statistically significant (it usually is, one way or the other).

    You need to know the answer to that "what to do", and know it confidently.

    I use constant-volume bars, not timed bars, but a 7-tick stop sounds just slightly on the tight side, to me, for NQ 3-minute bars? That's "instinct only" talking, there, and I may be wrong.
     
    #16     Jul 12, 2017
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  7. Jdesey

    Jdesey

    ok,,, good advice...
     
    #17     Jul 13, 2017
  8. Jdesey

    Jdesey

    for today... I went with a target profit of 2X the current 3 minute average of ATR... It worked well.. I like this cause it gives me some structure and rules for my exit...
     
    #18     Jul 13, 2017
    nakachalet likes this.
  9. @Jdesey
    @murray t turtle

    hi jdesey, murray t turtle:

    got any stats to share with us
    eager beavers or even some
    old captured pix would help too.
    thx jdesey.
     
    #19     Jul 13, 2017
  10. may i ask without malice, Jdsesey and all other professional traders and
    long terms consistently profitable traders of all sorts and all levels from
    all across the boards including those trading in the pits and exchanges?

    why do you set a target profit of 2 times,
    or for that matter, 3 times, 4 times et al....?


    do you some how know ahead of time, what
    that market for that particular trading session,
    is going to the pivots, then turn up or turn down,

    like some of my buddies so very often
    foretell in their Fib charts.... but that too,
    at its best, whatever wave.... is only an approximation of
    where the turnaround should be, ought to be
    or more often than not...

    so you wisely ascribe a 2x, 3x 4x profit target
    level.... to maximize your envisioned profit
    for that particular trade....?

    is that what is in your mind and in your methodology
    of getting out at that particular price level....?

    invite many long term seasonally adjusted
    consistently profitable traders' most valued
    opi, whether or not in agreement with the
    aforementioned is immaterial at best....

    cause each of us who have been around long enough
    always have our own concealed preferences
    to get it and to get out, whether or not that particular
    setup is 90%, 80%, 70% or even 60% completed
    already on screen....

    have a great last trading day of this week, everyone.

    SHABBAT SHALOM.
     
    #20     Jul 13, 2017
    murray t turtle likes this.