Experienced trader feedback wanted - doubling positions when in a loss

Discussion in 'Strategy Building' started by silvermotion, Jul 31, 2007.



  1. the murrey math is a guaranteed failure? Most of the traders ive seen trading the murrey math the way it is taught are doing better than i am :)

    could you please explain your point of view on the matter (or anyone else please)
     
    #61     Aug 3, 2007
  2. What ever happened to what's his name? You know that fellow that would always double down on losers. Had great recovery posts! Haven't heard much from him lately. What was his name?
    Kind of reminded me of the fellow who didn't use stops. What was his name? Oh well..........
     
    #62     Aug 3, 2007
  3. #63     Aug 3, 2007
  4. There's a guy named Saxon22 who is saying that he does a technique similar to this ... adding to losses and getting out when the aggregate PnL moves 1 or 2 pts (trading ES) in his favor.

    Haven't heard from him recently though ...

    JJ
     
    #64     Aug 3, 2007
  5. I've looked at this in model in the past in depth and it really is a matter of odds. You can make it work almost all the time to the point where you might only get burned once a year or two or more. I would say you would need at least a 1/4 million dollar account with $500 intraday margins so you can put on 500 ES positions worst case scenario. And if you look at increasing positions by 1.5 times instead of doubling every 2 pts. ES moves against you, you will be able to last longer. Granted your net average price will be a little further away from current price each time you add but historically this works because the sharper and quicker the price move, the more it tends to spring back.

    I gave up looking at it since I don't have that kind of money. But this thread got me thinking about it again and I'm curious. Can anyone do a quick backtest on ES data and tell me if ES has EVER had a 24 point move without retracing at least 6 points somewhere during that move? If the answer is no, then you could feasibly never have a drawdown. Of course if a big move happens near end of day before a retrace can occur, you'd have to get out at the close for a big loss otherwise you'd have a margin call...
     
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    #65     Aug 4, 2007
  6. GTS

    GTS

    On Friday didnt ES go from around 1472 to 1437 without a 6 pt retrace (a larger then 24 pt move)
     
    #66     Aug 4, 2007
  7. for anyone trading with 500k capital, it would make more sense to swing trade, instead of pure gambling with doubling down.. buy & hold for your gains.. with using proper risk management.. makes more sense if you got what it takes to begin with.
     
    #67     Aug 4, 2007
  8. A money management "technique" that leads to complete disaster.

    It's the devil.

    Anek
     
    #68     Aug 4, 2007

  9. My system is somewhat similar but has more twists and turns, one being countertrend trading. Let's just say, I made my share of $$$$$ last week. :D :D :D
     
    #69     Aug 4, 2007
  10. with the swings we had last week i believe everybody and their dog made money
     
    #70     Aug 7, 2007