Elite Trader's Gambler's Anonymous ETGA

Discussion in 'Journals' started by ElectricSavant, Apr 18, 2005.

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  1. lar,

    Thank you for reading. Are there any conclusions from your years that you have drawn?..positive or negative? I understand that I am asking for you to share publically, but you can generalize if you must.

    Trading is my life's work and I am highest during research and development. The boring work of trade execution is not enough.

    I feel you are a friend lar...good trading to you.

    Michael B.


     
    #361     May 21, 2005
  2. lar

    lar

    ES,


    I can only speak for my own results and conclusions... you may very well end up with different ones.

    Here are a few of my lessons learned:

    1) One has to position themselves in the flow of prices to make money and in doing so must ultimately predict "something". (IV collapse or reversion to the mean or expansion or market direction or extent of a move or breadth of range or Gaussian model is correct ... et al. Something has to be predicted.)

    2) Without risk, there is no reward. Riskless positions are mostly not worth the powder and in fact bleed cash out of the account d/t vig and other contest costs for retail traders.

    3) Over hedging may be an attempt to "not lose" instead of "to win". That is a losing stratigy in a minus sum game.

    4) You don't need to predict market direction to make money.


    I hope you find this helpful and that you receive it in the spirit it is offered.

    Peace and gtty,

    Lar
     
    #362     May 22, 2005
  3. Lar,

    #1 is hard for me to admit.

    #2 trading is gambling then. (the lower the "gambling meter" the lower the yield. Perhaps, Its the tiny little adjustments that can eek out a living)

    #3 time is not on our side. This thread has taught me that and I agree.

    #4 this keeps me going...(but I still have lesson #1 to deal with)

    Thanks Lar. You are wise indeed, and the spirit of your post is refreshing and from what I believe to be, from a balanced, humble trader who has done a lot of work.

    Michael B.


     
    #363     May 22, 2005
  4. Ranges:


    PAIR..........1Y........5Y

    AUD/JPY.....962......3014
    AUD/USD....1215.....3232
    CHF/JPY......619.....3278
    EUR/AUD....1373.....3542
    EUR/CHF.....600......1572
    EUR/GBP.....567......1521
    EUR/JPY.....1150.....5267
    EUR/USD....1774.....5442
    GBP/CHF....1879.....9065
    GBP/JPY.....1644.....7005
    GBP/USD....1912.....5873
    NZD/USD....1459.....3569
    USD/CAD....2105.....4476
    USD/CHF....1658.....7042
    USD/JPY.....1221.....3352

    Michael B.
     
    #364     May 22, 2005
  5. Preliminary Visions:
    • Start with the "1Y dwstart", but with the "5Y dw trade size".
    • "Inner Grid" trading double the trade size (in the beginning just fill the pool to find the deck or the grid parameters, then engage the double trade size or single trade size option) Keep in mind, we have wide grids and this is a "big" pool. Don't despair read the next bullet, we have "faure time increments" to take out those "dwgrids early" and reset them.
    • Use the "faure time increment" to take off profitable open trades waiting for targets at strategic times of the day/night, then replace them at the current price with the "dw 1Y spacing". Now read this carefuly, we would need to "check in" on the positions by viewing the activity tab on the platform to search executions in the long sub account and the short sub account. So why not "check in" at the best times to replace the "dwtrades" and/or to exit early the profitable "dw trades" at this chosen "faure time increment" ?

    Michael B.

    What are the "strategic times"? And I would envision only once or twice daily, "check ins", to keep labor low.
     
    #365     May 22, 2005
  6. My gawd Electric!

    I don't know if I can keep this straight, without printing it out!

    Let see:

    You are attempting to trade less, by putting on wider grids measured the "dwway" which captures the long and short term range. You vary your trade size based on a generalization and conclusions drawn from comparisons of 1Y ranges and 5Y ranges and then you transfer this thought to support and resistance grid breaches.

    then...

    You are attempting to capture "time and volatility" with Mr. faure's concept.

    and...

    You want to trade twice a day to keep labor at bay.

    Wifey
     
    #366     May 22, 2005
  7. It's this simple:
    • At 17:00 est "check in" glance at the activity tab and replace trades (no early profit taking here)
    • When waking in the AM est time zone..no exact time..."check in again" take some profit early and reset the trade, and replace any trades...

    thats all...thats it....this is not an exact science, but we have tuned it considerably (estimated labor 1/2 hr per day).

    Michael B.

    Over-tuning will only increase profits temporarily and only a small percent, which will be lost eventually. The key is to set up the car loose like the Nascar Professional Race Car Driver, "Cale Yaroborough", used to do.



     
    #367     May 22, 2005
  8. Today's Trades (Sunday)

    New Tab : Rules for Cash & Carry
     
    #368     May 22, 2005
  9. ES,

    I haven't been following your thread, but I see you're still hard at it. Could you give me a quick summary of what you've learned, thus far?
     
    #369     May 22, 2005
  10. oh dear,

    I guess you are allowed to put me at task, since I have asked everyone here the same.

    What is sticking in my mind just now is to overcome flow one must apply accelerations. It is not simply to pull on the end of the "candlestick rope" and expect it to be 4 times longer. It can be, but if you sized your trades incorrectly, you could be at the "end of your rope", before stretching it :)

    I believe you can play flow against range. Or as I have said Flow>Capacity. I believe this.

    I have learned to take a look at trading in a cumulative way and think outside of the box.

    I have reinforced my belief that I am a trader and I need to be around other traders. This Journal has been a true breakout for me, and I am ready for the next plateau.

    I have identified the way I like to trade. Slow and Steady. Thats my grail KJ...The strategics of balance and planning fascinate me. I want to trade like a hedge fund.

    I recommend to everybody, do not hesitate to start your Journal. The traders here can help you, and even some of the flames are for good reasons. If you must be shocked, to be able to see the trees in the forest, then so be it.

    KJ, independent thought, observation skills, passion for trading and persistence is a common trait among us traders. I hope to be able to continue. I hope you read all of this and the opening thread too...

    Thanks for your post KJ...and check in from time to time...


    Respectfully,
    Michael B.



     
    #370     May 22, 2005
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