ES first 30 mins

Discussion in 'Index Futures' started by Jdesey, Jun 20, 2017.

  1. Sprout

    Sprout

    Carryover creates a meaningful context for the start of the next day.

    RTH has different characteristics and behavior than extended hours.

    A lot of it depends on how one annotates charts and logs the day.

    The activity trains perception.

    The activity can be based on just observing price movement or a combination of price and volume. One has complete market information, the other does not.

    The short channel was set at the end of the prior day by starting with a C turn at 12:55. It confirmed the new short at 1:10. Up until confirmation, the trend could still be long. The dominant short continued at 6:30 the next day until 7am then the long trend segment started with a C turn.

    A C turn is when the Dominant price direction and volume changes to it's opposite.

    Carryover 6-19 to 6-20.jpeg
     
    Last edited: Jun 21, 2017
    #31     Jun 21, 2017
  2. 2weels

    2weels

    Off topic, apologies, but how long after you first started did you develop that winning strategy?
     
    #32     Jun 22, 2017
  3. jnbadger

    jnbadger

    Many years, but it doesn't need to take that long. I was stubborn and wanted to figure it out, and then I gave in and started asking questions everywhere. But I can't talk much about it, since it was developed after talking quite a bit via PM between myself and a popular member of this forum. It ended up being a hybrid of his method and what I was already thinking.

    I've also have developed an addiction to back testing. I honestly think trading is pretty boring, and just a job. But the quest for new ideas gets me excited.

    I could be pretty happy just trading the first 15 minutes, but I would feel like I was missing out if I didn't employ the second strategy.

    Some guys say you should trade all day if your method works. But my stats tell me when to stop.
     
    #33     Jun 22, 2017
    motif and BlackRiverRider like this.
  4. I`d add, a better perspective would be, that the first 30 min of the entry, should show if your right or wrong.
     
    #34     Jun 22, 2017
  5. %%
    I seldom trade then JD; unless they are giving me a big Christmas present/present$ in my swing/position trade....You most likely noticed a ES/SPY reversal from about 8;45-9;10 Chicago time?? NOT a prediction...........................................................................................
     
    #35     Jun 23, 2017
  6. Jdesey

    Jdesey

    today was yet ANOTHER day that staying out of that first trade saved me a 2 point stop out. I looked at my journal, and it is really obvious. Occasionally I miss a winner, there was one this week, but it is like 1 out of 10 trading days.
     
    #36     Jun 23, 2017
  7. HolyMoly

    HolyMoly

    I love the first 30 minutes of the day. It's normally the time I close most of my stock trades from the previous day. There are so many highs and lows for the day that are met in the first 30 minutes.
     
    #37     Jun 24, 2017
  8. punisher

    punisher

    Since I know how you trade (more or less) I think that waiting out makes sense in your case. One of the reasons I say that is because of your low R:R ratio (not in general, but to take the risk during that time). The other reason is that overnight indexes trade in correlation to other products and once RTH starts it may be irrelevant what was going on before RTH. So your signals might not be correct. Just my $0.02
     
    #38     Jun 24, 2017
  9. truber

    truber

    As much as I hate to admit it, you are probably right. I think mostly I'm just not smart enough to find the edge. But then again maybe there is no edge to be found. But I keep looking...
     
    #39     Jun 24, 2017
  10. Mtrader

    Mtrader

    I daytrade for many years and I'm consistent profitable. I don't use risk management, unless putting a stop at 3 points ES is called risk management. Always go in full 100%, never in steps.
    So as I don't use risk management I cannot make money, because according to you the only edge is risk management.

    I make money. I am doing something that is impossible according to you. But reality proofs that you are wrong.
     
    #40     Jun 24, 2017
    jl1575 and dartmus like this.