CL Redux

Discussion in 'Journals' started by schizo, Oct 9, 2009.

  1. I've always been attracted to the "Averaging Down" strategy, especially with Martingale... However, with the backtesting of outlyer events (i.e. Black Swans), which validated the writings of Taleb and confirmed the outcomes of Victor Niederhoffer and LTCM, I had to force myself away from this Highly Addictive methodology.

    In short, it works wonderfully... until it doesn't. And when it doesn't work, it's VERY PAINFUL...

    ... just my 2 cents from my experience.

    Walt
     
    #13071     Nov 23, 2010
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    #13072     Nov 23, 2010
  3. dejavu8

    dejavu8

    i never average down at non-reversal zone, and never average down with Martingale for CL, this might be the main difference between my method and regular average down. i always use this to accumulate larger size position in reversal zone to get better profit in order to increase trading efficiency.
     
    #13073     Nov 23, 2010
  4. Just for my own clarity is it cool to post limit orders like I did yesterday evening? With real time trades if I don't have time to post I just don't post.
     
    #13074     Nov 23, 2010
  5. Picaso

    Picaso

    So far so good! [​IMG] :D

    ----

    RA, nobody is questioning the way <i>you</i> post your trades.

    ---

    That cow is what I'd call a black swan! ROFLMAO
     
    #13075     Nov 23, 2010
  6. absolutely!
    I think its the old 'ok finished trading for the day, As usual, made my 180 ticks" posts that people object too, lol.
     
    #13076     Nov 23, 2010
  7. dejavu8

    dejavu8

    nice to see any post regarding to good trades, no matter real-time or not. for longer time frame swing trader, it's easy to post real time, but for others, it's not that easy to post real time.
     
    #13077     Nov 23, 2010
  8. Picaso

    Picaso

    Dejavu, if it's difficult for you to post real-time because you trade in a very short time-frame, then post <i>in advance</i>, as in "will fade a test of 80.00, 10 tick target, will average down" or something like that. If you just want to post your P&L that's fine too, but there's another thread for that. This one is for (near) real-time trades.

    I'm with you 100% on the siestas, though. :D

    Also, in your defense: Rule number 6) of Schizo's thread: Don't preach how others should trade and refrain from condescension of any kind.
     
    #13078     Nov 23, 2010
  9. Fair enough... btw, what's your "uncle point" - how much drawdown before you book the unrealized loss? For example, earlier this morning you entered about 7 long trades from 80.73 down to 80.33, then the market reversed and gave you a nice profit. However, if the market was in a nose dive due to some geopolitical event (i.e. North Korea), where would you look to say "that's enough pain, I'm now getting out"?

    Please understand, I'm in awe of your "intestinal fortitude"... I wish I had the guts/bravery to average down while taking heat. I'm just too afraid of losing 6 months of gains in one trading sequence... :confused: :confused:

     
    #13079     Nov 23, 2010
  10. dejavu8

    dejavu8

    thanks for the comments, just back from a nap, and took a four cars fading jump...i wish i could post something in advance but my system offers many level reversal zone which is not an accurate figure.

    it's not a fixed figure but i guess it's about 10k which is about my three days profit now. to be honest, i don't think it could happen once a year...
     
    #13080     Nov 23, 2010