Best Way To Deal With A Large Drawdown

Discussion in 'Risk Management' started by Fundlord, May 9, 2015.

Best Way To Deal With Drawdowns

  1. Step back from trading, re-evaluate and change strategy

    30.6%
  2. Continue strategy but reduce size

    51.0%
  3. Take a break from trading all together for a while

    12.2%
  4. Try win it all back on one or two well timed trades

    6.1%
  1. Redneck

    Redneck


    Certainly willing to respond.., but out of respect to the OP - he needs to agree

    This would be way O/T..., and imo..., I've already disrupted his thread way too much

    Otherwise we can can take it to another thread / PM / carrier pigeon - or whatever works

    OP - what say you

    RN
     
    #91     May 15, 2015
  2. Fundlord

    Fundlord

    Im all for people providing value, go ahead.
     
    #92     May 15, 2015
  3. RN you have a good reputation on the board, but I can't take you serious at all if you say that drawdowns are not neccessary, should be avoided and the goal is to only make money.

    sure that's the ideal scenario. but it's far from reality, really.

    So, you make constant winnings and never have a drawdown? Great! I'll give you all my chips, just tell me your bank adress and I'll wire the funds to you. Thanks.
     
    #93     May 15, 2015
    lawrence-lugar likes this.
  4. Turveyd

    Turveyd

    I suspect he's a fraud and that's exactly what he is after sadly, why else slow a fake P&L like that.
     
    #94     May 15, 2015
  5. Redneck

    Redneck

    Then by all means - don't

    I really don't care

    RN
     
    #95     May 15, 2015
  6. Redneck

    Redneck

    Thanks FL

    I respond later this evening

    As for my response providing any value - who knows..., and only each reader can determine

    RN
     
    #96     May 15, 2015
  7. Redneck

    Redneck

    I am keenly interested not only on my own psychology;

    Keeping my head on straight / ego in check / opinion in check / unbiased / centered / flexible/ detached / focused / respectful of risk (not scared of it - rather respectful)/ clear on my goals..., intentions..., actions / completely accepting of the uncertainty / remaining relaxed

    But also in the psychology contained within the mkt (which I willingly and unabashedly exploit)

    imo -> behavior and psychology are synonymous

    Also imo -> trading is 3 to 5% technical..., 95 to 97% psychological

    These day I spend exponentially more time / energy..., and money on me..., than I do my trading tools



    We're human - not robots

    Traders, by nature, are ubber competitive - no real competitor likes losing

    But losing is a necessary..., and normal - part of trading

    Just something to ponder - it doesn't pay to shield our self from any aspect of this business


    mkt (rather inner our self) will pick up on these hidden jewels and proceed to beat us over the head with it / them

    mkt by its nature - exposes and lays bare all or our deficiencies / weaknesses / insecurities - then affords us the perfect environment for us to abuse our self mercilessly and unceasingly with them



    These are all necessary skills - good


    Feelings are not necessarily factual based - need the facts to back up the feelings

    You also need to understand why you feel this way



    News flash - you will lose money..., I lose money..., all traders lose money

    Fact of trading

    ==============

    Another - yet separate - fact;

    One can have a methodology that produces way less winners that losers - yet still be profitable overall

    =================

    Last fact on this (for now)

    There are more ways to make money trading than I can count - each of us must find / create our own..., and for it to be successful - it must match our own unique personality



    Pick an approach that interests you - master it

    One (of the many) pitfalls in this business - way too many options available and people have a hard time focusing

    Oh this didn't work..., so let me try that one..., damn that didn't work - now I'll try the one over there

    Same occurs (all too often) with indicators




    Learned the language yet - or at least beginning to

    Also - picked up on any repeatable behavior that could be exploited (notice I specifically did not say repeatable patterns..., rather repeatable behavior)

    There will be much more chart watching - get used to it





    Hope is a piss poor technique

    Coin flip is a 50 / 50 proposition (assuming everything involved in each flip is the exact same... and equal..., and the coin weighted equally)


    Mkt / Trading's #1 rule..., overriding all else - uncertainty reigns supreme


    Every trade I place is an even money bet - that is my mindset


    None of the above is likely helpful - rather it simply a view into the reality of things..., and my mindset



    The way over simplistic answer is - yes

    The more involved answer

    I trade price..., volume..., and time - more specifically I trade behavior

    A chart is graphical representation of the T&S (not the dome) - the charts I use are broken into time segments (typically..., but incorrectly..., called Time Frame Charts)

    I use multiple of these - one for trading..., couple higher for overall orientation .., one lower for microscopic view

    So yes - I trade off charts

    ------

    Trend lines (all be they diagonal or horizontal)

    Price behavior creates historical data

    I use trend lines to objectively contextualize this historical data

    Side note = context is not a forecaster - rather context is used as a means to measure / gauge current behavior..., as a means to orient us..., and as a means to frame up each trade (stop loss / profit target / trade direction)

    Anyway

    Yes, I use trend lines

    The etc - I have no clue on (ambiguity and trading simply and absolutely - do not mix)


    I trade FB;

    1.) Because I am a stock trader (I am not an options / bond/ futures / forex / commodities - or any other kind of trader)

    2.) FB's PA / volume / liquidity - marries up well with my personality - at some point I'm certain this will change - at that time I'll move on to a different stock (I keep a basket of potentials in the waiting for very thing)


    I absolutely know that PA is PA..., and behavior is behavior - no matter the instrument

    I also absolutely know that there are many instrument / markets I cannot trade - their behavior..., and my personality would be like trying to mix oil and water - it ain't happening


    NQ - I could trade - simply because I've been exposed to it enough while working with J..., Slugar..., and JS

    FX - no clue if I could

    CL - I could trade

    ES - no clue

    Options - not near smart enough

    Bonds - no clue

    The list of no clues..., or can'ts is quite lengthy

    Fortunately the list of stocks I can..., is also quite lengthy

    hth Sir

    RN
     
    #97     May 15, 2015
    Fundlord likes this.
  8. barcadia

    barcadia

    #98     May 16, 2015
  9. "It was over a 30 or so trades losing 20 trades at 2 percent each and winning 10 at 1-2 percent each. Usually my win rate is much higher"


    If that's the case, then the flaw in your system is trade size. You have to expect certain periods of underperformance where your losers far out number your winners and it seems you didn't account for that. You probably have had some success previously and that's lulled you into a false sense of confidence.

    It's all good when you have 20 winners and 10 losers and both wins and losses are around 2%, but when that ratio flips you have to be able to survive that. Especially because it's possible that downturns where losers out number winners can last quite a long time.

    If you still believe in your system and everything that made it work in the past still holds true today, the best solution is to reduce trade size and increase your number of occurrences. In time you'll recover what you've lost and go on to a new high water mark.
     
    #99     May 17, 2015
  10. Turveyd

    Turveyd



    Obviously always better to be trading smaller amounts while losing, but larger while winning but...........

    As you don't now when you will get a string of losers or winners and your generally playing for winners, this makes above totally stupid.

    And if you reduce size after a few losers, it just takes longer to make it back.

    I trade near the limit of my 50:1 margin, which i reduced that way my lot size follows my account size closely.
     
    #100     May 17, 2015
    lawrence-lugar likes this.