ES Journal - 2016

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

  1. ok, that makes sense as I've seen some good systems without a stop loss feature...I'd rather just trade options off of S&P signals and deal with it that way...
     
    #811     Mar 7, 2016
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  2. romik

    romik

    Of course a retracement can take place at any random time, yet daily price action is quite strong, check out daily short term averages. Perhaps that is the reason for this pussy footing lower, upside train hasn't reached it's destination yet. I do wonder whether they are gunning that gap in Naz at 5k.
     
    #812     Mar 7, 2016
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  3. Yes, 1984 area...I felt going into this week at the minimum we'd get back to that 1970 area...

    The afterhours market is basically where everything has been happening since early January...I've gotten used to it and, at times, I find the trading far more logical and "predictable" than some of these recent RTH sessions.
     
    #813     Mar 7, 2016
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  4. microstructure standard deviation.. going parabolic up. By the way thats what the above systems use.
     
    #814     Mar 7, 2016
  5. I don't disagree...I've been in major conflict with trading past few sessions...Captured part of the move off of that 2/11 low (I felt that it was widely anticipated and similar to 9/28), but did get fooled by the 2/29 sell-off (very similar to end of last October)...Since then, market has been doing its best to shake everyone off (what else is new)...

    One thing that I did notice today was that NQ and FANGS were surprisingly weak, especially in light of the squeeze show in IWM and the strong close in ES...Notice that NQ bottomed around 2/8 so it was signaling the market that those lows were probably worth buying.
     
    #815     Mar 7, 2016
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  6. long 1991 3716.png

    Post script.. It's almost as if social media is monitored, as soon as I post long 1991 it collapses.
     
    Last edited: Mar 7, 2016
    #816     Mar 7, 2016
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  7. CBC

    CBC

    Thanks for posting that equity curve Spectre. It did look a short time frame. I'm guessing that it is a long strategy. Mbey do it over a long time-frame an isolate the reasons it might have a few declines on the curve. I've seen some curves have a moving averages on the curve itself. I don't know if Ninjatrader has this function tho.

    Kommissar which options are you using to trade s&p? I use weekly ES options..... I only buy calls tho. Not a big fan of selling.
     
    #817     Mar 7, 2016
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  8. I do some ES options in the overnight markets...Usually at what I determine the best S/R levels...I trade SPY puts/calls usually about 1-2 months out during the day...Occasionally, I will go out a few months if I want to make a bet on something bigger happening...Obviously SPY options have alot of pitfalls with overnight gaps and such.

    Yeah I don't sell the ES futs options either...I like the gamma with the near term expirations and just use them as a surrogate for the ES (since I really don't enjoy spending the entire night watching a futures position).
     
    #818     Mar 7, 2016
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  9. CBC

    CBC

    Ok, I've never really looked into spy however lots of people here talk about and trade it.

    So r u day-trading those Spy options? When I first started trading, I traded straddles 1 month out.

    Es spat out some good support trades last Wed, Thurs during RTH. Which uz more than likely talked about on this thread.
     
    #819     Mar 8, 2016
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  10. Yes, some of the SPY options I daytrade, others I will hold for swing trades, etc...but really I prefer the ES futs options over all of them...

    Agreed, that there were several good RTH support trades...the 1966-68 level last week was a good one for a run higher...
     
    #820     Mar 8, 2016
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