Damir's Trading Journal

Discussion in 'Journals' started by damir00, Feb 19, 2003.

  1. I'm newer to the YMs than you!

    With stocks I trade 2500 per lot on most of the really cheap ones, just because my broker has a commission structure that encourages that size. I just to trade those little ones in 5000 share lots.

    Size depends on how much money I have as well as how I might feel about the vehicle. In the bull market when I had a lot my sizes got pretty big. I was culling 50K a day in profits for a while. I lost all that money and I'm slowly building up again.

    In higher priced stocks I will do 1K or 2K and occasionally 500sh if it's a stock over $100, but a lot of factors will influence that. What I want is the leverage, so when I get a point, I'm making 1K or 2K on the trade and that seems to make it worthwhile. On the downside, I can tie up too much of my money if the market goes against me and I don't bail. I find it very hard to close a losing position, and I'm hoping to improve that about my trading.

    One thing I like about the YMs is that they might be able to provide a very steady source of income, through bad and good times, unlike the stocks and options. This can make up for their lower return.

    Ah, as I'm typing I see I closed my last long position with a 10 point loss. That means I ended up with 27 points to the positive for the day today.

    That was an order I just kept live. I could have gotten more but I'm happy to not be concerned over the weekend.

     
    #711     Sep 5, 2003
  2. If you guys don't mind, I would be interested in knowing what kind of size you all play. Maybe get some insights into the best way to play larger size. I think the YM isn't liquid enough to scalp even 10 contracts without 2-3 pt slippage

    -FastTrader
     
    #712     Sep 5, 2003
  3. You may be newer but I'm sure you've executed more YM trades than myself. I trade part-time so I don't get as much exposure to the market as the full-time traders.

    I stick to my 1K sh lots on stocks regardless of price. I stay away from the cheaper stocks since they don't have enough range. A stock has to have a minimum $1 Range for me to consider trading it. Actually, I don't even see it if it doesn't have a $1 Range. Most of my stocks are in the $35-65 range; pricewise.

    -FastTrader
     
    #713     Sep 5, 2003
  4. I think what I did in the past was increase the size of trades as my net worth increased, but kept the percentage of the trade versus the portfolio value the same. So I might have been trading 5000 shares at a time in the bull market, while I'd be trading a smaller size now. This wasn't consciously figured out with math but just something I kind of did automatically, so the risk wouldn't be a huge percentage of the portfolio size.

    I think I've been trading these things for a week but I didn't have trades every day, so only three days experience trading them. What happened after hours was really interesting. The YMs went from under 9500 to 9520 very fast near to 4:15PM.

    Something to keep in mind.

    By the way, I will not be discussing trade size on any specific trades that I'm doing from now on, but I think I've given you all the detail I can about some of the variables, other than my confidence in the stock itself, that go into the size for me. Hope that helped.

     
    #714     Sep 5, 2003
  5. damir00

    damir00 Guest

    when i do the monthly summarizes with account gain %, those are a based on an individual position size of 1 contract using a $40k account. so today, for instance, at the peak there were 6 "contracts" open (1+1+2+2). overnight margin on YM is $2.7k per so if all positions had been taken overnight that would have used a little over 1/3 of the buying power. during the day the margin goes down by half, so assuming the case of closing EOD and adding another batch of 6 the 1/3 number would still be in effect.
     
    #715     Sep 5, 2003
  6. On the matter of the reporting, if you have traded six contracts, you post the total points for every contract and if I have three trades for six, I'll just be posting the points of three trades, not six contracts. Confusing isn't it?

    Speaking of confusing, I don't understand about the margin at all. I'm hopeless. Pls explain more when you can.

     
    #716     Sep 5, 2003
  7. According to the IB website, here are the Margin req. for YM:
    Intraday Initial: 1350
    Intraday Maintenance: 1000
    Overnight Initial: 2700
    Overnight Maintenance: 2000

    I'm a little confused on Margin req. myself, but since I never fully use margin, I don't pay much attention to all the specifics. But, here's how I think it works:

    For intra-day trading, you need a minimum of $1350 in your account to open a position on 1 YM contract. The intraday maintenance is how much your account should be valued to hold or maintain that position. So, lets say your account only has $1350 in it. You buy 1 YM contract. Now, IB will liquidate that position when the value drops below the intraday maintenance. So, IB would sell your YM when it goes down by 70 pts bringing your account value to $1K.

    Same theory applies for overnights, except with different values.

    Someone who's more knowledgable on Margin; please correct me if I'm wrong.

    Regards,

    -FastTrader
     
    #717     Sep 6, 2003
  8. taodr

    taodr

    I think IB wants a minimum of $2000 in a account for any mini contract.
     
    #718     Sep 6, 2003
  9. Yea, I was just using it for explaining how I think Margin works.

    -FastTrader
     
    #719     Sep 6, 2003
  10. overnight orders:

    Short YM 9570
    Long YM 9436
     
    #720     Sep 7, 2003