ES Trend Following

Discussion in 'Journals' started by Bombardier, Sep 8, 2011.

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  1. Here is the updated performance plot.

    [​IMG]
     
    #201     Jul 13, 2012
  2. vinc

    vinc

    great performance, great patience , great journal ..
    keep posting please..

    congrats :)
     
    #202     Jul 13, 2012
  3. Many thanks, vinc, will gladly do.

    @Humpy: Have you been able to capture the move? Although we went lower at first, your scenario posted earlier materialized.
     
    #203     Jul 13, 2012
  4. Bombardier,

    For the current time that you've been trading (9/9/11 - 7/13/12) You seem to be outperforming a buy and hold thus far by around 6,000 dollars excluding all expenses. I think I'm impressed, but I'm still fairly new to all of this. Do you find that to be a significantly high enough excess profit to warrant actively managing futures or will you need to improve this?
     
    #204     Jul 13, 2012
  5. That's an interesting remark, chrisjs87. Let me run through it quickly:

    Code:
    Market      First Quote   Close 07/13/12   Points   USD         %
                1180.25       1352.00          171.75   $8,587.50   14.55
    
    Bombardier  First Trade                    Points   USD         %
                1180.25                        295.50   $14,775.00  25.04
    
    This is neglecting commissions and potential roll-over slippage or fee. The percentage was calculated using the actual market value of one contract (Quote x 50). So your calculation is about right. To answer your question, I assume that this excessive alpha is quite respectable in the hedge fund industry, though, I might be wrong. In terms of money the work is definitely worth it as I was able to circumvent adverse downmoves by going short. It is also soothing to have some control over my money and not be at mercy of the market. Note that there have been a few months of pause in between in which I may or may not have continued to outperform. I welcome any feedback with ideas that can help everyone here squeeze more out of a trend. Unfortunately, I still give back a LOT of profits with which I've learned to live. But there might be a way to actually secure them at the right time.
     
    #205     Jul 14, 2012
  6. you will make money hand over fist if you can maintain this risk reward profile..good job
     
    #206     Jul 14, 2012
  7. That was a weird move. Thankfully it created a striking needle to adjust my new stop to. I moved it higher to 1338.25, nearly eliminating my risk for this long trade.
     
    #207     Jul 17, 2012
  8. Adjusted stop to 1351.50.
     
    #208     Jul 18, 2012
  9. take a look at 63.5 level, seems to be a key level longer term although 56.5 is a little bit stronger. just a thought.
     
    #209     Jul 18, 2012
  10. vinc

    vinc

    does the guy look like he needs help?? imagine 15 other guys coming here saying consider this or that - that would distract him, wouldn't it?? not only does he have to concentrate on his own set up but also he would have to deal with countless pieces of 'advice' from people whose successes hasn't been proved / like yours if you don't mind/..
    there are millions of losing traders out there - how about 'helping' them?
    he's doing better than fine but with a little help of 'advisers' given enough time to shape him he will start to lose in no time..
    why waste a good journal?
    and one more thing - your level is not a 'thought' but just another guess which you want to test by means of his own money..
     
    #210     Jul 19, 2012
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