Day-Trading 2.0 for small traders

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

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  1. [​IMG]

    Even works with standard 20, 50 and 200 day moving averages on the daily chart.
     
    #461     May 16, 2008
  2. What happened to Jjrvat? He has not been around for quite some time.
     
    #462     May 17, 2008
  3. jjrvat

    jjrvat

    amitman,
    Nice posts on entry types. All of them are valid and as I always say (Order of Analysis) and as u pointed out it will depend on the instrument and timeframe you are using. The decision to choose a particular trigger is dependent on the other factors of your PBP not the other way around.

    IronFist,

    I'm confused how you arrived at your drawdown values for each trade. Can you please explain that?
    The entries on that chart were the close of a green/red bar according to valid price analysis. So the drawdown is the # of ticks price moved above/below that bar before hitting the max profit range.

    If you can stomach that initial drop of 19 ticks ($95 per YM contract) (meanwhile the fastMA is staying positive) you will eventually be rewarded with a profit.In this situation is it better to just let yourself be stopped out and then reenter when the price comes back up to the level of the open of the second green candle?
    In my opinion, your problem is not in the trigger but in other factors on your PBP (timeframe, instrument, time, etc). It seems that you are subordinating your trading plan to a particular trigger which in my experience is a recipe for disaster.

    TheRumpledOne,
    Thanks for sharing that article on Trading Psychology,

    Floyd Roberts,
    Busy… but I will post the next set of developing a PBP posts within the following few days…

    jjrvat
     
    #463     May 17, 2008
  4. jjrvat

    jjrvat

    Developing a price based trading plan (PBP) #5

    TIME – The Forgotten

    From the 1st developing a PBP post: (http://www.elitetrader.com/vb/showt...loping+a+price+based+trading+plan#post1849757)

    “There are many variables in a consistent and sustainable price based trading plan (PBP): the most important are timeframe, time, risk, instrument and capital. All of them have their unique implications, yet they all are mutually interdependent. The success or the failure of a trading plan is given by how consistent these unique implications and their interrelations are in your own trading plan. Finding the equilibrium between these macro interrelations is the key for a successful PBP.
    However, these interrelations must never interfere or blur basic price analysis; on the contrary they are adaptive variables that have to be used to facilitate trading….”
    [/u][/color]

    Time is one of the most important macro variables in a PBP and still is usually forgotten in the analysis. Time is less important in very long timeframes but if you are day trading or “scalping” I will dare to say that choosing the right time to trade is as important as price analysis itself.Why time is so important? Because it may affect almost all of your PBP variables (risk, instrument, capital, etc) and also your triggers, stops, profit targets, etc, etc.

    What is the difference for your PBP of trading the Swiss Franc during TOKIO lunch time or at peak European morning times minutes after Swiss Consumer Climate news or during the last 2 hours of US trading?
    Why your drawdowns are very small with the ES during the European hours or the FesX, Fdax after European peak hours in comparison with “normal” times?
    Are the GGC, QM or FGBL trading ranges the same during different trading hours? … stops, time exits, profit targets, etc? What about stocks in European or US markets?

    As any other variable in a PBP, a small trader should find his/her own trading time. Aiming for 5 ticks a day scalping the YM with a very fast timeframe when you have 4 major news coming and a possible change of interest rate that the whole world is watching it’s not going to give you any edge. There is exactly where psychology interrelates with the time variable. Greed and lack of discipline usually tempt small traders to go for a fast instrument in a fast timeframe in a very wild and fast time for trading.

    I’ll continue in my next post

    jjrvat
     
    #464     May 17, 2008
  5. Hi Jjrvat,

    Good to see you back. I believe you missed my question. I will repost it. Do you use an indicator such as RSI, Stochastics, Fibonacci, etc to determine when to enter a trade or do you rely entirely on the MA's? What indicator do you think is the best to get a sense of when to enter a trade? Thank you.

    Floyd
     
    #465     May 17, 2008
  6. [​IMG]


    Developing a price based trading plan (PBP)

    Timeframe: H1 bars

    Direction Indicators (Macro direction):

    Price above/below 00 / 50


    Price Analysis Indicators (Wave analysis and current direction):

    H1 candle color


    Indicators for triggers, exits and failures (Timing):

    If candle is green and price is moving up to the 00/50 line, go long at the line.

    If candle is red and price is moving down to the 00/50 line, go short at the line.

    This is purely for quickly scalping 5 pips due to volatility at the 00 and 50 levels and the average hourly range. Lots of stop running occurs at these levels.
     
    #466     May 17, 2008
  7. TheRumpledOne,

    When you say 00/50, are you referring to a moving average? Please explain what the 00/50 line is?

    Thank you,

    Floyd


     
    #467     May 17, 2008
  8. August

    August

    It's a Forex chart and I think he means the price (i.e 180.00 is the 00 level and 180.50 is the 50 level then 190.00 would be the 00 again.

    My question would be what stop would one set because all markets jump around a lot around key levels and it seems like you'd need a big stop for even your 5 tick grab.

    Thanks.
     
    #468     May 17, 2008
  9. August

    August

    Floyd - scan through the thread because this has been covered and the simple answer is - it's something you figure out on your own. Even a page or two ago someone suggested three types of entries. At the top of this page, the OP commented that it depends on a lot of factors. Earlier in the thread, the OP shows an entry at preset prices just to prove his point that this is a variable factor.
     
    #469     May 17, 2008
  10. amitman

    amitman

    Well said August
     
    #470     May 17, 2008
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