ES/NQ Trading - looking for solutions

Discussion in 'Index Futures' started by syswizard, Mar 29, 2019.

  1. NQurious

    NQurious

    Has it ever occurred to you that you too could choose to place your buy orders where you currently place your sell stops, and your sell orders where you currently place your buy orders? Trade like an algo.
     
    #121     Mar 31, 2019
  2. Basically this reverses my strategy....interesting.
     
    #122     Mar 31, 2019
  3. NQurious

    NQurious

    This is where back testing is your friend (even if a “visual” strategy as you asserted as a reason not to test).

    Take note of where you typically enter, note how often price retraces to your entry, and how often to your stop and then reverses in your favor. Determine when you should be buying at those levels where others are getting stopped out of longs or entering short on sell stops, and vice versa.
     
    #123     Mar 31, 2019
  4. OK Guys, I constructed this cool spreadsheet that tracks every trade according to the problems identified as follows:
    Hesitating Getting In
    Ignoring Signals In
    Hesitating Getting Out
    Ignoring Signals Out
    Didn't Flatten bad trade
    Stop Loss too tight
    Stop Loss too Wide
    Lost Concentration
    Entered When No Trend
    Sold Into Support
    Bot Into Resistance
    Entered into Choppy Conditions
    Revenge Trade
    Wrong Bet Size
    Exit Winner Too Early
    Perfect Trade

    At the end of the day, it tallys each problem item and computes what percent of the trades this occurred at.
    It allows for multiple problems per trade by entering a percentage instead of 1.0
    For instance: 0.7 Bot Into Resistance 0.3 Entered into Choppy Conditions

    Those percentages are then maintained by day in a separate sheet.
    The dailies are then tallied by month and then year-to-date.
    What say ye ?
     
    #124     Apr 1, 2019
    bone likes this.
  5. are you talking manual trading or automated trading ?
    What is the risk reward ratio?
    Do you use support or resistance or just indicators?
    How many trades do you take in the RTH?
    Do your stops get hit more or do you reach your take profit target price more.
    how many signals does your trading rules generate in the RTH?
    What is the maximum points and minimum points for your trades?
    is it a rules based strategy, if so how many rules do you have before your confirm the trade.
     
    #125     Apr 2, 2019
  6. Manual. Automated would generate too many trades and be costly in commish.
    Don't know...my stops keep me from losing my shirt.
    Just indicators, but after a day like today, I need to consider using pullback logic to enter a trade.
    Way too many poor entry with the indicators.
    30-40 trades; 120-150 contracts
    the former
    Usually 2-4 points.
    1) trade must be in the direction of the Trend
    2) SMI (stochastic momentum index) must be negative or moving to negative for short trades and vise versa
    3) PVO (proprietary price-volume indicator) must have crossed the zero line
    Works great in swinging markets....not so much in markets like today....and yesterday.
     
    Last edited: Apr 2, 2019
    #126     Apr 2, 2019
  7. Overtrading, IMO.

    You see. That's the thing.

    If you want success in day trading, you need consistency. This means your system needs to adapt. Today is a pretty common day for the ES so if your system doesn't work well on such days, you have a job to do.

    In fact, the recent volatility is not typical for the US stock indices.

    Yesterday you could have bought the Open and sold the Close. One single trade (see above).
     
    #127     Apr 2, 2019
    AAAintheBeltway likes this.
  8. Agreed.
    I broke my rules and kept trying to short the afternoon rally. BOY WAS THAT DUMB. See, one of my big problems is my short bias. At the end of the day, I went short, but cut my profits short instead of letting them run. For some reason, I am averse to a trailing stop (yet another problem !). Yet if I had used it in late day, I would have been up on the day instead of down.
    I was short at 2870 (late, I know !) and if I had covered at 2866 that would have been $800 on a 4 lot.

    I disagree.....there was no volatility today....at all....until near the close. I just love volatility.
    I recently had a closing trade on that made nearly $500 in 11 seconds.....and the market was moving super fast.
    It was quite a rush.
    Note: those long from 1 pm today didn't do that well unless they closed their positions at 15:51. Otherwise, half their profits were gone "puff" in the late down move.
    BTW: Thanks for the feedback.
     
    #128     Apr 2, 2019
  9. tiddlywinks

    tiddlywinks

     
    #129     Apr 2, 2019
  10. You misread.

    What I said is that today (Tuesday) is a more common day for ES historically than what we've seen recently. The volatility that picked up in the late part of 2018 and continued for a while into 2019 is not normal.

    If you want a consistently volatile market, you might want to look into something else than ES.

    Steve has consistently pointed towards HSI. I don't know that market at all. Some people like crude oil. I don't know much about that either.

    I know ES and ES only. :)
     
    #130     Apr 3, 2019