ES Journal Archive (2006 - 2008)

Discussion in 'Journals' started by Buy1Sell2, Mar 2, 2006.

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  1. MB what's your position? 1478 looks doable this afternoon. Just waiting for an entry signal on this pullback
     
    #18381     Aug 30, 2007
  2. volente_00

    volente_00




    rule of 10 is your friend
     
    #18382     Aug 30, 2007
  3. volente_00

    volente_00


    63 to 78 ??


    sell off is on low volume




    63 looks good
     
    #18383     Aug 30, 2007
  4. Here is a chart showing a simple Mean Reversion system using Bollinger Bands (set to 2.5, not 2.0) and the 3 Day Average of the Bollinger Band Width ("BBW").

    Basically when the BBW is above 1/2 of its 3 Day Average (0, 0.16, makes it 0.008 in this case) you fade the move that it is currently making.

    See annottated chart for details.

    Something like this is actually much more along the lines of Saxon22 is attempting to do with his trades which fade the current trend direction.

    As you can see from the chart it had two busted moves out of 9 (about to be 10 total) trades, so he would have to set stops and honor them.

    If anyone wants to pursue the concept further lookup everything John Bollinger, google'em, go to his website, buy his books, etc., study, experiment and apply the volatility mean reversion technique.

    I don't bother with counter-trend trades anymore, so it's no sweat ...

    JJ
     
    #18384     Aug 30, 2007
  5. pkts

    pkts

    What does everyone make of this strength? I'm short based on my gut (good idea huh) and in the green. That nerve gas story comes out and we don't sell off at all...remember the days when that would shoot the market down? Objectively I'd say we are going up up up. But who wants to be long going in to the long weekend...especially with chances for terrorism.

    Is today's action anything more than window dressing for funds?
     
    #18385     Aug 30, 2007
  6. 1471.50-1452.50= 19

    1458.50+ 19= 1477.50.

    R1 is 1476.75
     
    #18386     Aug 30, 2007
  7. i dont post too many intra day trades.

    but,

    I personally guarantee the sept ES will close higher today than its current price of 1463.

    149PM EST

    blackguard
     
    #18387     Aug 30, 2007
  8. volente_00

    volente_00

    I'm with ^



    :)


    go T day
     
    #18388     Aug 30, 2007
  9. long signal on first pullback was 60
    long signal on 2nd pullback was 62
    ....taking the signals... is the HARD part....
    ....let's see if we can stay above trendline now....
     
    #18389     Aug 30, 2007
  10. how bout a financial guarantee... :0)

     
    #18390     Aug 30, 2007
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