Emini Fading System

Discussion in 'Journals' started by buddhabless, Dec 6, 2007.

  1. oops forgot the attachement
     
    #71     Mar 15, 2008
  2. Sorry guys but no RoadMap for tomorrow. I'll provide one for Tuesday..
     
    #72     Mar 17, 2008
  3. Fed day tomorrow so it is going to be another wild day. Here is a RoapMap for tomorrow. Becareful out there.
     
    #73     Mar 18, 2008
  4. Nice journal. Not verbose and right to the point.

    Perhaps I missed it, but can you explain how you scale out of an ES trade that goes in your favor (please include trailing stop method). Thank you very much.
     
    #74     Mar 18, 2008
  5. Thanks Allen. I used simple volatility for trialling stops. As for exits, I used VWAP lines for partial out exits. There are so many methods out there for exits. The key is to find one that you like and stick to it.
     
    #75     Mar 18, 2008
  6. Ok folks. Here are the results for today. Big Ben was on board today so volatility is expected. Anyway, system have 3 winners and 3 losers. The current environment is news driven so becareful out there. Once the market calm down the winning % of this system should improve.
     
    #76     Mar 18, 2008
  7. I'm sorry, I don't understand all the buzzwords and acronyms. Can you simply explain your exit strategy?
     
    #77     Mar 18, 2008
  8. Allen,

    Here is a pic of the ER short today at 671.1. It show the VWAP Bands I use for exits. I partial out at those lines.
     
    #78     Mar 18, 2008
  9. Here is the RoadMap for tomorrow guys.
     
    #79     Mar 18, 2008
  10. Well today is pretty good. System resulted in 5winners and 2 losers. I missed the ER short in the morning because I woke up late. But was able to make it up later on in the day.

    Bud
     
    #80     Mar 20, 2008