ES Plunge -4000 contract to wipe out all the stops

Discussion in 'Index Futures' started by TimtheEnchanter, Nov 13, 2020.

  1. Bad_Badness

    Bad_Badness

    So 7 point round trip? Sounds good. I'll take 2.5-3.5 of those please. What's next?
     
    #11     Nov 14, 2020
  2. NoahA

    NoahA

    First we have to get the facts straight. There indeed was a huge sell order that ate up all the bids on the way down. The following is a one second chart. plunge.png

    As we can see, it happened in one second, and very quickly retraced back up, then slowly back down again to test the low before making new highs.

    For the OP, in my opinion, this does happen every now and then, and sometimes it leads to continued selling, and other times you get shaken out like this, only to see it go higher. It seems predatory, but who is to say that this isn't a result of some breaking news? When news hits, it acts exactly the same, only that the selling continues.

    For practical purposes, you can either have a wide stop, and accept that sometimes you stay in and it doesn't affect you, other times you take a bigger loss, or you have a tight stop, and suffer the consequences every now and then. With trading, everything happens every now and then, and every action/strategy has pros and cons. The trick is to be consistent with your tactics.
     
    #12     Nov 14, 2020
    TimtheEnchanter and They like this.
  3. maxinger

    maxinger

    strange ...
    from my chart (600 volume chart) , there is no spike during that said time frame.
    es.png
     
    #13     Nov 14, 2020
  4. NoahA

    NoahA

    Wrong time frame. After the 3554 low on the spike, it never traded lower. Your chart shows a low at 51 and 48, so doesn't match up at all
     
    #14     Nov 14, 2020
  5. maxinger

    maxinger

    our charts didn't match.

    anyway, let's rest the matter.
     
    #15     Nov 14, 2020
  6. Well, perhaps it was not the algo bots as they seldom trade that size. Most likely a hedge fund or institution but I could be wrong. It is my understanding that algo bot scale in and out 1-2 lots 1000 times maybe but not like this, all at once. I was merely observing it in AB's trading room who was caught in this slippage of 3.5 points. If you did not see it in your chart, it make no difference - I saw it!
     
    #16     Nov 15, 2020