ES Journal - 2013

Discussion in 'Journals' started by Trvlwanderer, Jan 3, 2013.

  1. gmst

    gmst

    Thanks buddy.
     
    #1351     Feb 14, 2013
  2. Yes, got busy and it ran the wrong way on me so I had to wait for it come back.
     
    #1352     Feb 14, 2013
  3. gmst

    gmst

    regarding your 2-4 tick scalp trades,

    1) for how long you have been doing them?
    2) do you have backtested history for such kinds of trades for a long time period? if yes, how far back have you tested these kinds of trades.

    Reason I ask is because I have tried to construct such 4 tick profit strategies, and they work exceedingly well (go up in a straight line and will have 20 consecutive wins) but then say 1.5yrs ago, there will be periods when there will be 3-4 big losses and in 1 month, I will lose 3-4 months of PL. So, now I try to construct strategies with a win:loss of at least 0.5:1.
     
    #1353     Feb 14, 2013
  4. Anyone care to join me for the overnight ramp job.
     
    #1354     Feb 14, 2013
  5. gmst

    gmst

    one illustration of a 4 tick strategy in 2012.

    couple big losses but still nicely profitable for the whole year

    [​IMG]
     
    #1355     Feb 14, 2013
  6. gmst

    gmst

    same 4 tick profit target strategy for 2010, 2011 and 2012.

    What a smooth and nice performance in 2010 and again in 2012, but 2011 screwed it like anything.

    Admittedly your strategy could be way better than what I have been able to gobble up together. But I have only find those kinds of strategies consistent across time period, where profit target is generally a multiple of stop loss. or at least the ratio of Profit/Stop > 0.5.

    Glad to hear your views.

    [​IMG]
     
    #1356     Feb 14, 2013
  7. ammo

    ammo

    avg 14 75, reduce 18 75(-4)
     
    #1357     Feb 14, 2013
  8. My chart for 2/15:
     
    #1358     Feb 14, 2013
  9. Looks a lot like my chart as well. :)
     
    #1359     Feb 15, 2013
  10. trans again providing the heat for shorts.
     
    #1360     Feb 15, 2013