ES Journal Archive (2011)

Discussion in 'Journals' started by Buy1Sell2, Jan 3, 2011.

Thread Status:
Not open for further replies.
  1. marceck

    marceck

    I have ongoing debates with that, from tick chart, range chart to volume charts to plain old time charts. I like range charts in the overnight session. Tick charts are something I try on and off, but what bothers is that multiple small traders can fill up a candle. I'm back to plain old time charts after all these years.
     
    #9881     Aug 11, 2011
  2. Hooti

    Hooti



    If I might ask, what time frame do you use in more typical or 'dull' markets?
     
    #9882     Aug 11, 2011
  3. I personally use the same 1,000 tick chart in all market conditions. If tapes are uber slow, I'll also use a faster setting than that to "look inside" for precision entries. But that's hardly the case, now and for quite some time to come.

    choice of charts is a very personal decision... I firmly believe they all work about equal over the course of time. Just settle on a setting that shows you what you need to see thru all market conditions, and turn focus towards other tasks.
     
    #9883     Aug 11, 2011
  4. marceck

    marceck

    What data feed do you use? And are you happy with it?
     
    #9884     Aug 11, 2011
  5. Hooti

    Hooti

    Thanks
     
    #9885     Aug 11, 2011
  6. Yesterday I picked off +38 points cumulative in the afternoon using straight entries and targted exits for the most part.

    Today I tried to get cute and build positions into trend swings. Initial short 1138 became short from 1135+ and then blended at 1133 on two tries this morning with stout size. Tried to avoid heavy chop. Got nailed at par stops before filling the expected gap 1123 soon after... without me.

    Longs from 1130+ were blended to 1134 on stout size, again. Stopped out at 1133.75 final pullback before soaring to 1150+ as expected and predicted.

    One more time for good measure? Blended long at 1160 this afternoon stopped in the final pullback before expected gap fill at 1170+

    Same denominator for all three: initial entries short and then long and then long ALL held initial stops, all worked deep in favor, all got stopped because of adding size choice I made.

    Hence the lesson RElearned that trading straight in & out with ES works much better, much easier than trying to average in positions and hold blended stops.

    In the same manner I booked +38pts yesterday, I was actually in enough trades to book at least +50 points today from the initial entries only.

    Moral of the story? Single entry, reduced size to control risk in these very noisy tapes and exit aggressively when profit objectives are met. The two-way action even when price goes directional is something to behold... unlike the days in 2008 that went more straightline in directional swings with much less counter-move pullbacks.
     
    #9886     Aug 11, 2011
  7. marceck

    marceck

    Agree, 2008 was forced liquidation, this was all algos. And frankly, I like computers, they are technical. I have gotten burned so many times trying to find rhyme or reason between US close and Hong Kong, for instance, that I now only wait for the big guns.
     
    #9887     Aug 11, 2011
  8. Back in 2008, TF trading was huge money... these days it is destroyed. I've had automated stops rejected by NT because the fill and reverse -10 ticks happened so fast, NT couldn't execute automated.

    Yesterday I filled a TF long and had it slam -3pts against the entry before I could manually place the -1pt stop.

    Far as methodical trading goes, TF is pixie dust.

    The ES is gold right now, but it takes more patience = more discipline and crisp execution on entry and exit. I spent the whole day out-thinking myself, trying to ride market direction and being in the right direction each time... yet chopped out.

    Tomorrow onward it's purely points-collecting mode on reduced trade size for me. This ain't 2008, and it took me long enough to grasp that fact.
     
    #9888     Aug 11, 2011
  9. marceck

    marceck

    NQ was very clean as well. I tend to use it at the open, more than ES.
    NQ stopped dead in its tracts at 50% August, BTW.
    TF scares the heck out of me. I never trade it.
     
    #9889     Aug 11, 2011
  10. Buy1Sell2

    Buy1Sell2

    08-09-11 10:21 AM

    08-08-11 09:08 AM
    08-05-11 08:29 AM
    08-03-11 08:36 PM
    08-03-11 07:43 AM
    08-02-11 08:38 AM
    08-01-11 10:12 AM
    07-28-11 07:11 PM
    07-26-11 08:42 AM
    07-20-11 07:23 AM
    07-14-11 06:19 PM
    07-11-11 08:29 AM
    07-08-11 07:51 AM
    06-30-11 09:47 AM

    Currently short the Sep ES contract at 1314.50. Stop is 1372.50 6/30/11.
    --Maintaining short here. Stop remains the same.7/8/11.
    --Maintaining short here 7/11/11. Stop remains the same
    --Maintaining short here 7/14/11. Stop remains the same (outside the noise)
    --Maintaining short here 7/20/11. Stop remains the same
    --Stop remains the same 7/26/11
    --Stop continues here 7/28/11
    --Don't see a reason yet to change stop 8/01/11. Staying short
    --Will be looking very soon to lower the protective buy stop. Keeping it the same today however. 8/02/11.
    --Staying short here with the same stop. 8/03/11.
    --Stop lowered to 1361.75 8/03/11
    --Continuing with same stop here. I believe this bounce is short covering only at this point. 8/05/11
    --Staying short. Same stop 8/08/11
    --Stop lowered to 1271.00 8/09/11
    --No change in position 8/11/11
     
    #9890     Aug 11, 2011
Thread Status:
Not open for further replies.