Breakout Trading - Smart Play or Fool's Game?

Discussion in 'Trading' started by Money Trust, May 19, 2015.

Breakout Trading - Smart Play or Fool's Game?

Poll closed Jul 7, 2015.
  1. Yes

    11 vote(s)
    78.6%
  2. No

    3 vote(s)
    21.4%
  1. DrEvil

    DrEvil

    There is good money to be made trading breakouts. BTW I am talking about daily bars and/or weekly bars. I have no idea how breakouts fare on intraday charts as that's just not my bag.

    Breakouts drive traders crazy with all the fakeouts, retraces only rarely taking off. They run the buy stops then pull the rug out from under you. In the long run, it doesn't look like they are worth the effort as others have pointed out. For a long time I saw breakouts like most others do. Today I see them differently and I am extremely thankfull that I do.

    Good trading.
     
    #31     May 24, 2015
    i960 likes this.
  2. Redneck

    Redneck

    Thank You Sir :)




    The very term B/O holds the connotation that price is breaking out of something - typically a range me thinks (even a TL B/O can be classified as a RBO - the range being the diagonal channel made by the TL and the TL's doppelganger)


    Ranges could (can) be built off price..., volume..., or time (sometimes even a combination of these - which though rarer - is also more important (telling) imo

    And..., said ranges can be oriented horizontally..., diagonally..., even in the form of a shape (triangle / flag/ ect)


    What would you prefer we use to identify a / the range Sir

    What are common characteristics that would define the range built off your answer to directly above


    I ask in order to bring commonality and clarity to our discussion

    (me talking about a red GMC Pickup..., while you're thinking gunmetal Porsche 918 Spyder - serves neither of us)

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

    I could easily defend that a P/B - is a form of a range B/O..., or FBO trade - no matter if the PB oriented diagonally or horizontally :)


    Happy Memorial Day Sir

    RN
     
    #32     May 24, 2015
    achilles28 likes this.
  3. achilles28

    achilles28

    And a happy Memorial Day to you, RN :)

    Okay. This has got me thinking. Thanks for clarifying and providing direction.

    First, I would say diagonal and classical TA patterns (triangles, wedges) are a good edge in themselves, and yes, definitely BO oriented...

    My sticking point is horizontal breakouts. Breakouts from V bottoms or ^ tops. Which ones rip, and which ones don't? I get the importance of time and volume. All other things being equal, one would assume an untested top or bottom would have more contracts placed at that top or bottom the longer it 'holds'....making an eventual break more likely to run. Volume would be a more direct measure of that same phenomenon quantified exactly. Whereas >time is a looser approximation. However, going back to your original post, which I should read again, you mentioned the weaker breakouts run stops......and here I am focusing on stop-running and weaving it into the qualities of a successful BO (time and volume). So perhaps my thinking is off. It must be, because I am no BO master.

    I agree that PB's are a form of a BO. In my experience, the risk:reward profile on a PB BO is far better then a trend extreme BO. So I prefer to take my chance on a pullback, then on a trend extreme....
     
    #33     May 25, 2015
  4. Autodidact

    Autodidact

    It's suggested to have a position before price attempts to break out, otherwise you are vulnerable to all the fakeouts before any true breakout and you cannot exactly use an intelligent trail-stop to ride it.

    Easier said than done, the above requires many years of price action expertise under your belt, but it's the best way to attack breakout-trading. When price is about to break-out, if you had no position in your instrument of choice, you basically an inferior trader looking to chase, and that's not exactly how it should be done.
     
    #34     May 25, 2015
    achilles28 likes this.
  5. i960

    i960

    IMO I would say these are perfect examples of a fool's game. Triangles and wedges are prime fakeout/smackdown territory these days due to their sheer obviousness and the fact that they'll just be used to collect more liquidity before the real move happens.

    I tend to use footprint charts for more detail along these bottoms along with other factors like where is price relative to where price has traded (balance). If it's out of "fair value" there's a good chance it'll be heading back to fair value unless there's a freight train behind it and/or a new one is about to show up. Additionally I look to see how far down (or up) this bottom (or top) is from the last one. Fibs surprisingly come in useful here but one can usually eyeball it. Sometimes there is no recent previous leg up or down to go off of but volume can help paint a picture of how/why price got there (think stops being run, liquidity being filled for a reversal back).

    Couple of examples using footprint charts (no position in Brent, but a 1 lot in 6E [ignore the funky colors, SC changed stuff in a recent version]):

    coil_20150525.png

    Quite a bit of aggressive selling happened down there (left side of bars are 'hit-the-bid' volume) but it only made a few ticks headway before finally reversing back. Plenty of good entry points. It should be made clear that this of course doesn't always work out but there's probably a higher likelihood of a reversal here than further breakdown. Also pay attention to the stops being cut through in the previous bars pushing price down and remember there's resting limit bid orders being filled here on the way down.

    6e_20150525.png

    Mainly look for volume to paint a picture of resistance at the level. I don't even pay attention to time other than session changes (Asia->Europe->US). Also consider overall context:

    coil_20150525.1.png

    For all we know price might reverse again here but a >50% retrace is a pretty strong indicator of a rejection at those levels. The entire reason price even went down here may have simply been an opportunity to fill liquidity on the bid side. Who knows, but there was obvious support found.
     
    #35     May 25, 2015
    achilles28 likes this.
  6. pinfire

    pinfire

    I like these breakout and retrace strategy but when it goes wrong then it becomes difficult to manage those negative trades. I am trying to mix it with range trading because sometimes the price stuck in a range instead of breaking out.
     
    #36     May 25, 2015
  7. Redneck

    Redneck

    AD

    Let's think through this and see if we can figure it out



    I've seen many make this statement no doubt

    Not only is this a real concern - but....

    Before the BO..., there is a range

    Shouldn't the trader be trading the range - hence exiting (targeting near) the other side of the range

    And being range trading is one type of entry / trade - that is completely separate from a BO entry / trade

    Why do those who state the above - not acknowledge this

    How do they know the one type of entry / trade (range) is going to morph into a BO trade

    How do they know this particular thrust back to the other side of the range is going to / will result in - a BO


    Truth is they likely don't - rather they just want to hear their self make noise / tell the rest of us how good they are / what we should be doing

    Recall readers - I said no bullshitting each other here

    So anyone wishing to refute what I said above - knock yourself out


    How do we know the "when price is about to break out"


    Is the trader really inferior..., or is it rather that the trader is "handicapped" - since, if they are to get in a trade - it necessary for them to jump in on the actual BO - which may then fail

    I pose these questions / issues - not as a challenge to you..., or your trading abilities Sir

    Rather as real concerns that must be thought through / worked out - before a viable BO strategy can be formulated

    How should it be done?

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

    Aside;

    My conservation with A28 -> I really desire to pick this topic apart and discuss
    (likely to the chagrin of A28 :) )


    But we all trade differently..., we all see it differently - and no one way - is the only way

    I'd like all of us.., that are willing - to share - hell who knows - we may dig up something totally new - we've never thought of


    Like I said before

    and

    These are my only two guidelines for this particular conservation - all else is free game imo

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


    A28 - let's address your post after this one worked out - too much on the plate at any one time - we get headed off in too many directions and nothing get accomplished Sir

    RN
     
    #37     May 25, 2015
  8. romik

    romik

    There is no edge in breakouts, but even if they do offer a 50/50 outcome, that doesn't make them a "fool's game". If you compare buying a breakout opposed to buying support expecting a breakout, the former is based on fact whereas the latter on expectation. IMO both offer similar odds of an eventual true breakout to take place.
     
    #38     May 25, 2015
  9. Redneck

    Redneck

    You speaking for all of us - or you specifically

    :)

    RN
     
    #39     May 25, 2015
  10. romik

    romik

    IMO of course. Average reward has to be a multiple of an average risk to make it pay.
     
    #40     May 25, 2015