ES Journal - 2016

Discussion in 'Journals' started by Buy1Sell2, Dec 24, 2015.

  1. Buy1Sell2

    Buy1Sell2

    Staying short for now.
     
    #1801     Aug 1, 2016
  2. tiddlywinks

    tiddlywinks

    Buy1Sell2 said:
    Short 2159.75 Initial stop. 2185.25. 4 times margin.



    What does 4 times margin mean?

    ES minimum requirement (for holding overnight) is $4620, and is set by the exchange. Your broker may impose higher requirements, but the exchange minimum is generally universal, and applicable to all accounts, at any brokerage. Day trading margin is a different animal and is not pertinent, and is not being discussed in this scope.

    Are you saying YOUR OWN PERSONAL METRIC imposes 4620x4 or $18480 per contract you hold?
     
    Last edited: Aug 1, 2016
    #1802     Aug 1, 2016
    Buy1Sell2 likes this.
  3. Buy1Sell2

    Buy1Sell2

    I have 27k of the trading account behind each position. This would be 1/4 of the total value of the contract
     
    #1803     Aug 2, 2016
  4. Buy1Sell2

    Buy1Sell2

    I pay no attention to margin requirements of exchange. Their minimums are a fool's game.
     
    #1804     Aug 2, 2016
  5. tiddlywinks

    tiddlywinks

    Thanks for answering.
    Can't say I agree with the logic, but that's ok. To me, a more appropriate, and dynamic to the market calculation would be to use the 7% equity futures price limit fixing. So instead of tying up big(ish) chunks for money for unspecified periods of time with 540 points of wiggle room with your underlying 27K, cap it at the 7% price limit, which today is about 150 points. Of course, the price limits (other than overnight) apply only to the downside, so when short, you'd have to calculate the 7% upside yourself. Your metric is then either the amount necessary to cover the 7% price limit, or the exchange margin, whichever is greater. I mean really. If the market went 7% limit AGAINST you IN A SINGLE SESSION, why would you want MORE wiggle room. Meh, more fool me. You've called most other traders around the world fools, in your last post.

    Link to the CME Price Limit Guide... http://www.cmegroup.com/trading/equity-index/price-limit-guide.html
    Trade On!
     
    Last edited: Aug 2, 2016
    #1805     Aug 2, 2016
    Buy1Sell2 likes this.
  6. Pekelo

    Pekelo

    There was a fake outbreak above 2175 yesterday but only lasted an hour. And today we finally had a decent breakdown below 2159. It is recovering right now, but this former support should be resistance and a good spot to short...
     
    #1806     Aug 2, 2016
    Buy1Sell2 and FreakofNature like this.
  7. Handle123

    Handle123

    I often wonder if there is a correlation between ES and Oats, when one is up the other is up, one is down the other is down. But I can't seem to get a early signal to trade the other.
     
    #1807     Aug 2, 2016
    Buy1Sell2 likes this.
  8. That comes up to about 4 1/2% risk on your margin capital in your last trade. Is that your usual risk per trade?
     
    #1808     Aug 3, 2016
    Buy1Sell2 likes this.
  9. Buy1Sell2

    Buy1Sell2

    Risk is calculated on Total Liquid Net Worth-not on amt in trading acct
     
    #1809     Aug 3, 2016
  10. Buy1Sell2

    Buy1Sell2

    Risk is never more than 2 pct of TLNW
     
    #1810     Aug 3, 2016