Anyone using ATR for trade decisions for NQ

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

  1. Jdesey

    Jdesey

    well, I guess the best way for me to answer is to first tell you what I used to do. I had no defined exit on trades, stop loss was not a problem, but exit at profit was. I cannot tell you how many darn trades would go to profit and then my failure to take profits would result in a break even trade, or worse a loss.

    so, shortly after adopting a MUST have stop loss on every trade, I added in a MUST HAVE limit sell at profit. for the ES that was 3,4 or 5 points...but usually 3

    so, for the NQ I am working on the same issue.... for me I have to have the bracket orders... so I have my entry, exit at loss, and exit at profit all executed at same time.. this has changed my trading for the better..

    2X, 3X, 100X I guess the amount is not really the issue...for me it is having a defined exit

    hope that helps
     
    #21     Jul 13, 2017
    johnnyrock, themickey and nakachalet like this.
  2. @Jdesey

    that is really advance stuff there,
    thx for sharing.

    usually, when a trade is in my favor,
    I would affix my eye on it, like sticky rice.... LOL
    I would also move my stingy stoploss from
    4-6 tics, yes 4-6 tics, NOT 4-6 POINTS, to
    whatever the second highest bar to the right is,
    to protect initial profit, whenever it materializes, then; watch
    the volume, the speed bars are formed etc to see,
    if price is moving for or against me.

    but I could not leave the profit to the statistical
    formulation of 2x, 3x or 4x.... in this respect, I would
    say that i trust my own eyes and experiences
    much more than leaving it to 2x, 3x....

    many would not agree, but that is alright.

    SHABBAT SHALOM, everyone.


    ET trader did not know what the market would give up_004.png

    ET trader did not know what the market would give up_005.png
     
    Last edited: Jul 14, 2017
    #22     Jul 14, 2017
  3. another short clip to augment
    the only old fool like myself
    who often leaves himself open to no
    definitive profit target of
    2x, 3x, 4x etc.

    the clip has no commercial value of
    any kind, no educational intent of any
    sort either. it is posted just for fun
    and entertainment only.

    https://www.screencast.com/t/bCcMUAcnLi
     
    #23     Jul 14, 2017
    Jdesey likes this.
  4. A wise decision,
    respectable position and
    defendable logic, indeed.

    Many many, too many as a matter
    of fact, are just writing and showing
    after the facts, lines and what not,

    to argue and augment their points;

    very few rarely dare to show their
    trading screens for others to see
    and follow their processes on entering
    and exiting a position, whatever the
    position maybe, many not willing to
    even show in sim, either.

    I am just talking out loud meaning
    no one malice or anything of that sort.
    Just stating what is obvious in the market place.

    Buyers beware.
     
    #24     Jul 14, 2017
  5. Naka; no i dont know, so i study trends.

    I like , to risk $3 to make $8 or more...................... if market gives it. And i dont know if NQ will give me that; that's a cash market ratio i got from IBD. And MODERN TRADER magazine does NOT KnoW if NG uptrends in AUG; but they are forecasting it -usually right.

    Dont know if this helps daytrading; know it can help for longer trends.Shalom, shalom.
     
    #25     Jul 14, 2017
    nakachalet likes this.
  6. Great post about ATR @eganon69!

    The only thing I want to add is as an intraday equities trader, I use ATR(14) on 1 day time frame the day before to scan for potential stocks I want to trade. I divide ATR by price focus on stocks that have an average range of 3%-5% movement for the day. More than 5% is too volatile for my style and less than 3% is not enough movement to make it worth my time. Once I'm within my intraday time frame, I do not use ATR as a deciding factor for entry.

    @OP, you said you "cannot stomach 3x ATR loss". It sounds like you bring a lot of emotion to the trading table. That's a guaranteed recipe for failure. You MUST remove all emotion. If 3x ATR doesn't work, it's because you've studied every NQ chart for the past 2 years AT LEAST and decided objectively that 3x ATR stop is inferior to another number. It should not be based on what you can or cannot stomach. You need objective data. After you log your data in excel, you will have confidence in your strategy, and this will help you stick to your strategy regardless of how good or bad things appear to be. You might find 1x ATR to be best or 5x ATR. You won't know unless you do the work. Just because 1x or 3x ATR worked for you today, yesterday, tomorrow, and last week doesn't mean anything. The sample size is way too small to give you any confidence.

    I guarantee if you study 2 years of chart history, you'll find patterns other than ATR that will help with your trading. Then study another 2 years of charts on another instrument. An another. The more charts you examine, the more you'll learn and the less emotion you'll bring to your trading.

    Famous Quotes by J Welles Wilder Jr., the inventor of ATR and many other popular technical indicators:

    1. "Letting your emotions override your plan or system is the biggest cause of failure."
    2. "Some traders are born with an innate discipline. Most have to learn it the hard way."
    3. "If you can't deal with emotion, get out of trading."
     
    #26     Jul 15, 2017
  7. very good obs and ponts
    thx much.

    may I ask another trading question,
    million of traders would be willing to practically
    give up everything for....

    for example,

    within the 3 minute bar formation, or 10 min
    or 15 min, or 122 tics
    or whatever time frame....

    if there is some way that a trader can more often than not,
    predict.... if and when the next bar formulates, it will
    more likely than not.... go higher or lower than the
    present bar....

    is there such a possibility, a remote statistical possibility,
    CONSISTENTLY greater than 50-50 chance happening, or

    is there anyone, any trader or any entity possessing such
    tools of trade already, a Holy Grail of sort....?
     
    Last edited: Jul 16, 2017
    #27     Jul 16, 2017
    murray t turtle likes this.
  8. %%
    Yes; but i use monthly charts+ daily charts much more than 3 minutes or 5 minutes. Matter of fact the turtles made millions with[a] big leverage BIG TRENDS[c]low/little hit rate /win rate.

    Even though they [turtles] had 10 days limit updays LOL....Since they made so many millions/billions with low/little hit / win rate, look @ other stuff,2.Spending too much time on 3 minute chart sounds like a good way for me/most to lose money so i dont; Crabel Capital Management LLC may do it that way- few do. Safe to say nobody with a truthful nickname like turtle does......[ Not likely any turtle uses 3 minute charts much LOL.LOL:cool::D:thumbsdown::thumbsup:] Thanks for the question.
     
    #28     Jul 19, 2017
  9. Xela

    Xela

    #29     Jul 19, 2017
    murray t turtle likes this.
  10. speedo

    speedo

    I'm with Zela on the stops issue. I place it below/above entry pivot as it represents most recent S/R. If it fails, I no longer want to be in the trade. I have no way of knowing future volatility but I do know where support and resistance is.
     
    #30     Jul 19, 2017
    Xela and dealmaker like this.