Day-Trading 2.0 for small traders

Discussion in 'Trading' started by jjrvat, Jan 5, 2008.

Thread Status:
Not open for further replies.
  1. amitman

    amitman

    I'm already trading JJvrat's method with a few modifications of my own but I'd still like to see his next posts on stops and timeframes.
     
    #371     Apr 30, 2008
  2. jjrvat

    jjrvat

    Thank you very much for your kind words, emails and PMs....

    I've been very busy the last weeks but I am back and I am happy to continue with my posts as soon as I reorganize the last comments in this thread...

    jjrvat
     
    #372     May 1, 2008
  3. Ok I have a question.

    Say price is under the WMA240 so you're going to be going short.

    Are you only supposed to be shorting when WMA240 is sloping DOWN, or can you still short if WMA240 is sloping up but the price happens to still be below it?

    Here I'll draw a pic:

    (and I present the worst charts ever posted on ET)

    Ok so when the 240WMA is falling, obviously you are supposed to short:

    [​IMG]


    But what about when price is under 240WMA but 240WMA is still going up (bleeding off excess momentum or whatever), can you still short in this situation? (cuz this exact thing is happening right now in the NQ)

    [​IMG]
     
    #373     May 2, 2008
  4. Here's an example of it actually happening:

    (btw ignore my other MAs... I'm using OEC and it doesn't have HMA :( :( :( and I can't find a suitable replacement. Right now I'm using the blue one which is LSMA(10))

    [​IMG]
     
    #374     May 2, 2008
  5. Last question for a while i swear:

    When you guys are identifying HH, HL, LL, and LH, are you referring to the PRICE making HHs and HLs or are you referring to the HMA making the HHs and HLs?

    I've seen both on the examples posted here, and sometimes the HL for example refers to the reading of the HMA, despite the fact that the PRICE actually went lower than before.
     
    #375     May 2, 2008
  6. Im sure someone else will confirm this but in your example you should be looking for th e 240 WMA to still be heading down as a rule ( you could ignore that but it would be reducing your % of winning as such ) as far as the HH Hl / LH LL then price is almighty, the MA, whichever it may be is only a visual tool to help you see things a bit clearer (jjrvat, please correct me if Im wrong)
     
    #376     May 2, 2008
  7. Here's a real example of what I'm talking about:

    [​IMG]
     
    #377     May 2, 2008
  8. jjrvat

    jjrvat

    maninjapan

    ….as far as the HH Hl / LH LL then price is almighty, the MA, whichever it may be is only a visual tool to help you see things a bit clearer …

    Yes.

    The importance of H/L analysis is also given by the fact that you are delimiting your trading field. There are thousands of different setups for trading but if you don’t limit your boundaries to something objective, consistent and sustainable in time you will be lost in the market.

    IronFist

    Say price is under the WMA240 so you're going to be going short.
    Are you only supposed to be shorting when WMA240 is sloping DOWN, or can you still short if WMA240 is sloping up but the price happens to still be below it?


    First the long WMA is just a visual aid for macro direction so yes you can take a trade against it but with the tradeoff of losing consistency and as maninjapan pointed out “reducing your % of winning”.

    Second, your 240 wma is not right. There is a problem (very common with OEC) with your chart (the pre opening data (12hours before) is distorting your 240 WMA. From 10 AM your chart time the 240 wma should have been red …

    When you guys are identifying HH, HL, LL, and LH, are you referring to the PRICE making HHs and HLs or are you referring to the HMA making the HHs and HLs? I've seen both on the examples posted here, and sometimes the HL for example refers to the reading of the HMA, despite the fact that the PRICE actually went lower than before.

    Usually price, but if you are “scalping” fast chart and instruments you may use a smoothed MA for extra security. With experience and screen time you can only use price.

    Here's a real example of what I'm talking about …

    First, did you know that there was a pivot point at 1970.75?

    Second, your chart is a really “risky” trade according to price analysis because is not respecting macro direction (way below 240 WMA plus is below S1 pivot point …meaning SHORTS). That’s why not taking into account macro direction reduce consistency and increase risk…. Btw that was a valid trade if you were trading pivot points and using H/L waves for price analysis but not exactly the best trade in a consistent PBP.

    In the next post I am going to use yesterday NQ example and IronFist trading trigger (as posted in his thread) to restart the discussion on this thread

    jjvrat
     
    #378     May 3, 2008
  9. jjrvat

    jjrvat

    Ironfist NQ example

    This is a good example on the implications of price analysis, indicators and perspective in a simple trading system. I will only focus on the factors that are relevant to this thread…

    The original system

    “The only indicator I'm using is a 60EMA. Go long when the price goes above it, go short when the price goes below it.” IronFist

    A PBP example based on this trigger

    Timeframe

    1. 500 Volume Bars. The original post was 1 min chart but for obvious reasons, volume charts will reduce a lot of whipsaws when trading a moving average as a trigger.

    Direction Indicators (Macro direction):
    1. 240 WMA: As a visual aid for macro direction. Price and slope above/ below
    2. Daily Pivot Points: To visualize if the market is going to keep moving in one direction or its going to change and also for potential profit/stop targets

    Price Analysis Indicators (Wave analysis and current direction):
    1. PRICE: For wave analysis. Blue/Brown dots indicates if price made highs or lows in the last 5 bars

    Indicators for triggers, exits and failures (Timing)

    1. A 55 WMA: Go long when the slope goes up; go short when the slope goes down. I did that to further reduce unnecessary whipsaws. For the sake of the analysis bars are colored according to this condition.

    Summary yesterday US MORNING

    Blue arrows: 3 perfect entries all winners = Macro direction ok (red 240 WMA slope) and Wave analysis OK (HH/LL)

    1st Trade: Max profit range 66 ticks / Drawdown to the max profit range 1 tick / max time in the market +/- 24 mins
    2nd Trade: Max profit range 10 ticks / Drawdown to the max profit range 1 tick / time in the market +/- 2 mins 30 secs
    3rd Trade: Max profit range 18 ticks / Drawdown to the max profit range 2 ticks / time in the market +/- 27 mins

    Orange arrows = 9 valid potential trades but not according to the trigger. All of them had at least 4 ticks max profit range

    Red arrows = Reversals but very advanced trades. Observe the first 2 highlighted circles both at pivot points and how the red bars after the reversal green bar failed to break the pivot and make lower lows and compare with the last highlighted circle (also at the pivot) in which this didn’t happen (and therefore the downtrend continued).

    I leave you with the chart and I’ll post my comments on it later.

    jjrvat

    [​IMG]
     
    #379     May 3, 2008
  10. Red? OEC doesnt let you change the color of MAs based on slope. I assume you mean sloping downward.

    Anyway, perhaps that problem is the reason my experience w this system yesterday was a catastrophic failure. I also blame it on me not having an HMA :)

    No. Actually is there a good explanation of pivot points somewhere? I'm not really familiar with them or how they're used.
     
    #380     May 3, 2008
Thread Status:
Not open for further replies.