ES Journal Archive (2006 - 2008)

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

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  1. Averaging down and averaging up, as with all approaches to position sizing, are tools, and in the wrong hands, both can destroy an account.

    The main problem with averaging down, even if one uses stops, is underexposure on the inevitable big winners and full exposure on the inevitable losers (the same problem with limit orders, btw).

    I keep my position sizes the same 95% of the time and use market orders, so I am guaranteed a fill.

    I WILL average up on strong trend days, especially late afternoons, and those tend to be my best days by far. I do much better averaging up on trend days up than trend days down.
     
    #24281     Nov 20, 2007
  2. volente_00

    volente_00

    It's really just a matter of how precise you pick your entries. If history shows you have a high % chance of being right on the trade on the original position then you should just go all in on the first attempt.

    What bothers me about averaging down is if you are wrong on the first lot, by adding you are trying to put off taking the loss in hope of a direction change. If you go long and it moves against you a certain amount, then by adding more you are trading against the short term trend.

    The other reason I don't like averaging is because if you are right and it moves back in the money then you are rewarding a negative behavior. If this happens enough, where do you draw the line with regards to exiting the trade if you are wrong multiple times ?

    now if you nornally trade a 10 lot with a 2 point stop, I see nothing wrong with buying 5 and then adding 5 as long as your risk parameter stays the same. But to me it undermines ones self confidence if you just bite at the trade, which means your lack conviction and perhaps should not be in it at all.
     
    #24282     Nov 20, 2007
  3. very good point.. do what works for you. I only use market orders on the higher timeframes... on the smaller I am all limit. When you use market orders you will have to give up some of your profit in order to wait for confirmation entry. Its a toss up.. less % winners and larger targets or higher % winners but smaller targets.

    You are also are getting better R:R on your addon, which if you have an edge will work itself out over many trades. I only do this because I have many thousand trades backtested as well as traded live and I know its an advantage to add on with certain setups.
     
    #24283     Nov 20, 2007
  4. Bingo! Trends should be exploited, not contested.
     
    #24284     Nov 20, 2007
  5. days like this are traders dream.....geeeez...congrats to those who prospered as i lined up list of to do`s today after a quick morning long that gave me 1/2 my normal quota.

    i actually planned taking the rest of the week off but after seeing todays action,i cancelled tomorrows commitment.........which means i`m sure we`ll see a gap n grind day.:(
     
    #24285     Nov 20, 2007
  6. Sponger

    Sponger

     
    #24286     Nov 20, 2007
  7. I would like a feedback from those who are currently using a DOM as their trading platform. Currently, I'm looking into these following products:

    <li>AT
    <li>NinjaTrader
    <li>Trade Navigator
    <li>Button Trader

    Perhaps you know something better?
     
    #24287     Nov 20, 2007
  8. you can average, as long as your unrealized loss doesn't exceed one of:

    1) daily income
    2) weekly income
    3) monthly income

    calculate what you make on average per day.. its easy to come back from a daily loss, but imagine how long 1 position loss going against you a months amount will take....well a month..

    a hard stop could be a weekly loss. A weeks loss can be relatively easy to come back from... but a months loss can be demoralizing, especially if you need the income.

    you don't want to be fighting a uphill battle, if your losses exceed the longer timeframes..
     
    #24288     Nov 20, 2007
  9. No offense, but why would you even want to hold on to a loser that long? You must be a real idiot to risk a whole month's "income".
     
    #24289     Nov 20, 2007
  10. notice it tracking..the line..
     
    #24290     Nov 20, 2007
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