End Of A Retail's Day Trading Experiment?

Discussion in 'Trading' started by ironchef, Oct 28, 2024.

  1. Time of day is an interesting metric, too. Doesn't seem like a random distribution to me...

    Maybe coupled with another metric or too it could help navigate the day better...?

    upload_2024-11-10_13-47-53.png

    upload_2024-11-10_13-48-11.png
     
    #181     Nov 10, 2024
  2. ironchef

    ironchef

    Here are two I tried: One algo was similar to an algo used by a gentleman on ET day trading options. It uses a point system going back a few days based on the behavior of price movement, up day, down day, flat day... option movements... Based on the scores, going long, short, etc. Another I invented based on up, down, flat, pre market, post market, news.... option movements.... Both good brain exercises to stave off dementia but not good enough to earn a living day trading.

    Anyway, staring at the screen and click based on gut feels produced better outcome. i.e., "random" trades, but with strict risk management actually worked better. :banghead:
     
    #182     Nov 10, 2024
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  3. ironchef

    ironchef

    :thumbsup::thumbsup::thumbsup:
     
    #183     Nov 10, 2024
  4. ironchef

    ironchef

    I am going to frame this.

    Very hard to do especially when I am losing. :banghead:
     
    #184     Nov 10, 2024
  5. ironchef

    ironchef

    What can I do with this info?
     
    #185     Nov 10, 2024
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  6. Ricky Roma

    Ricky Roma

    From that info, one can deduce that price will break either yesterday's high or yesterday's low (or both) on 90% of occasions.
     
    #186     Nov 11, 2024
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  7. Sekiyo

    Sekiyo

    upload_2024-11-11_15-24-3.png
     
    #187     Nov 11, 2024
    Ricky Roma likes this.
  8. Ricky Roma

    Ricky Roma

    #188     Nov 11, 2024
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  9. Sekiyo

    Sekiyo

    That's for QQQ (NQ RTH)
     
    #189     Nov 11, 2024
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  10. Ricky Roma

    Ricky Roma

    One way to use these stats -

    Line 1
    ... O < C is an UP day (47% of days..bit surprising given this crazy bull run...but I don't know your sample size of course).
    So...24% of the day's daily range is likely to be BELOW the open and 76% ABOVE. If we use say ADR(20) for an average daily range, we can aim for BUYS after price falls roughly 1/4 of ADR(20) and aim for a full ADR(20) to the upside (taking profit at stages).

    BUT..of course...we don't know in advance that the Close will be above the Open. So we need to combine with other stats in the table.
     
    #190     Nov 11, 2024
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