es profit on 1/4 point can it be done?

Discussion in 'Order Execution' started by saxon22, Oct 4, 2006.

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  1. mwahal

    mwahal

  2. nkhoi

    nkhoi

    #142     Oct 13, 2006
  3. What do you guys think of the following book: Mastering the Trade by John Carter?

    How useful would it be for scalping ES?
     
    #143     Oct 16, 2006

  4. It is not that I am good at it, but from observing the charts/tape it seems that it is much easier to get "lucky" hitting a fill for 1/4 or 1/2 point than for 3 or 4 points. Basically if you go with the trend the probability of a fill at 1/4 or even 1/2 is much grater in my opinion than for 3 or 4 points and happens more frequently.

    I am not playing for a better move, because there might not be a better move at that particular moment. Many times the tick will go up a 1/4 or 1/2 point and then reverse for 1/4 or 1/4 point before shaking off the noise and continuing with the trend.

    I disagree that this type of trading is less profitable provided one can catch most of those 1/4 and 1/2 fills. (I agree that is a BIG if). As opposed to break outs, there are hundreds of opportunities for scalping the ES for small gains of 1/4, 1/2 point. The missing part is execution and size.
    Execution - very high % of winning trades.
    Size - large size of 100 to 200 lot to make it worthwhile.

    As for suckers and slow hands. Iam surely not the pro and I would NEVER try to implement my strategy right of the bat. I will probably be better of using Trader28's approach which is both simple and effective to pick $$$ from the market. However, I will keep my scheme in the back of my head for distant future trading shenanigans.
     
    #144     Oct 16, 2006
  5. being a retail trader, 1/4 point scalping won't work for you for reasons already stated. Try it out on a simulated system that takes into account actual bid/ask hits and do tell us how it works.
     
    #145     Oct 16, 2006
  6. It would be very helpful. And I'm glad that you decided to ask yourself about those losses, you were beginning to worry me when you told us that they didn't matter.

    It seems you're going down a better path than you were previously, good for you.

    Don-
     
    #146     Oct 16, 2006
  7. Tums

    Tums

    in reality, you will need a 3/4 pt move to scalp your 1/4.

    say, the market is trading at 1330.00.
    you can't just buy at 1330.00. Nobody will sell it to you.
    you have to bid 1330.25.

    ok, you have bought at 1330.25,
    the market moves to 1330.50, and you want to sell at 1330.50.

    well, nobody wants to buy it from you. The bid is at 1330.25.

    you will have to wait until the market is trading at 1330.75 before you can sell it at 1330.50

    do you get it?
     
    #147     Oct 17, 2006
  8. Exactly, add brokerage fees and your risk/slippage is $42.50+ to make a lousy $7.50

    But nobody wants to hear the math, it's easier to believe in the easter bunny
     
    #148     Oct 17, 2006
  9. Tums

    Tums

    free money for grabs !
    [​IMG]
     
    #149     Oct 17, 2006
  10. WD40

    WD40

    #150     Oct 18, 2006
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