Baruch's Forex System Journal

Discussion in 'Journals' started by Baruch, Mar 11, 2004.

Thread Status:
Not open for further replies.
  1. I better like 30 min chart, and 1 min for entry. I am more short-term, I suppose?
    Short on ES? Now?
     
    #421     Mar 22, 2004
  2. Drawdown is 10-15 pips - depending on the market.

    Profit taking strategy? That's the problem - it's very difficult to decide, when the time is right for taking profit. A new cross, trailing stop, trend line - you name it, but there's no simple solution.
     
    #422     Mar 22, 2004
  3. 1 min on forex?
    Thats just noise to me.

    Our time frame for holding seems similar though.

    I just covered second half of pound trade. 183.50.
    Stoke!

    Jay
     
    #423     Mar 22, 2004
  4. Hi Baruch

    Here are some suggestions to your current system with this thread.

    Perhaps you don't have to spend any time in analysing news in order to improve the timing of entries. (As you may not place an order against a 100% clear signal if the current market direction is against your interpretation of the latest news.) Instead, use stop entry with a breakout approach to catch an early trend.

    Consider to try a pullback approach (whether with a stop entry) to improve overall risk/reward ratio. Test whether a directional approach to improve profit volume by placing proper trailing stops.

    Most likely, a combination of multiple contracts and profit targets should be effective to improve risk/reward ratio.

    :confused:
     
    #424     Mar 22, 2004
  5. Almost exactly what I do.

    Jay
     
    #425     Mar 22, 2004
  6. Noise? Yes, maybe. But I call it details. I think it works fine together with a 30 min chart. But I also use 5 and 10 min.
     
    #426     Mar 22, 2004
  7. I think you need to prepare the worst case for what would be the maximum loss after a maximum number of losing trades.

    Consider to trade 2 contracts, of which 1 contract will be exited at a fixed profit target say 20pips.

    :confused:
     
    #427     Mar 22, 2004
  8. OK, it's good ideas. But what is a proper trailing stop? 20 or 40 pips away? 20 pips? You are stopped out very often - and the moves goes on, without you. 40 pips? You don't want to say goodbye to 40 pips. If you do it 2 or 3 times a day, it's 80-120 pips...
     
    #428     Mar 22, 2004
  9. There are no proof that fixed profit targets should work better than a trailing stop. Why should they? With a trailing stop you let the market decide the exit- it should know better than yourself when to take profit, I suppose.
    And how should I know to decide what the profit target should be?
     
    #429     Mar 22, 2004
  10. We need to understand first the purposes of stops. A trailing stop can be used for profit protection, limiting loss, SAR, etc. that could be too complicate for us to handle today. Moving stops too early to a breakeven level is required mainly because we don't have a high probability conviction of market directions (until one day we can improve it greatly).

    I would say we could't define stops unless we can finalise our design of systems, because whether the system is a trend, breakout, pullback, range would have quite different stops in terms of pips. I'm afraid the best performance would be pullback approach.

    No wonder some say a good system consists of 20% weighting on entry, 30% on exit, and 50% on money management.

    :confused:
     
    #430     Mar 22, 2004
Thread Status:
Not open for further replies.