Frosty's e-mini journal

Discussion in 'Journals' started by frostengine, Jun 14, 2006.

  1. Well, starting tomorrow I am trading a different method based on observations I have made over past few weeks. I would like to backtest the method to know if it is even any good, but its sort of too complicated to backtest. the best I have been able to do is backtest it using charts from past few days. Very small sample, but I think it has some promise.

    I have written out a very detailed trading plan, with step by step criteria for both entry and exits. I am going to trade ONLY this method tomorrow and see how I do.

    If I either go down by more than 100 dollars, or up by 150 dollars, I will then switch to simulation mode for the remainder of the day.

    The method is designed to limit losses, at most a trade should never loose more than 10 pts, more like 5 pts or so on average. Winners will be in the neighborhood of 7 pts on average, although significantly bigger winners can happen. The system should produce no more than about 10 trades at MOST per day.

    NO MATTER what I am sticking to this plan tomorrow, for better or worse.

    The smart thing would be to try it out on simulation FIRST, but I figure nothing is like the real thing. As I said though, if I drop below 100 dollars I will then switch to simulation for remainder of the day.

    Funny thing is, the method seems to do much better in the afternoon, which is when I generally struggle the most.
     
    #231     Jun 28, 2006
  2. 4re

    4re

    Frost,
    Glad to hear that you are considering simulation. I don't think it is wise to trade a new system using real money first. You should always backtest and simulate. Too many things can get in the way of testing a new method. That is your warning. The second warning is this. Tomorrow is the FOMC announcment that is going to make the afternoon crazy. You can lose money very fast if you don't know what you are doing. Think about simulation the rest of this week anyway. I promise you there is nothing wrong with preserving capital. Sometimes the best way to make money is to hang on to what you already have.

    Regards,
    4re
     
    #232     Jun 28, 2006
  3. Here is a screenshot of my new method. I just coded a quick paintbar in medved quote tracker to display my entries. These are only the entries, not the exits or stops. The red bars is where I would go short, green where I would go long on todays data. The bar where you see the signal, you would go long IMEDIATELY, so your actual entry price woudl be close to the open of the following bar. I generally dont post screenshots, but I figure I might get better freedback by showing my actual entries on the chart.

    All comments apreciated.
     
    #233     Jun 28, 2006
  4. BTW, that chart I just posted is on a volume chart, the actual one I will be using will be a 40 tick chart, but the signals are very close.

    It seems to give decent signals, at least its a game plan to follow.. hopefully it works out ok..
     
    #234     Jun 28, 2006
  5. boro45

    boro45

    Frosty,

    Glad to see that you're putting together a system with clear cut entries.

    May I suggest that you look at longer term tick charts, 144 and 233 are really good. The 40T chart is gonna be pretty fast and may give you more signals than you want as evidenced by the many long signals all together at the end of the day.
     
    #235     Jun 28, 2006
  6. boro,

    I know, but I like having a lot of entries.... I get too bored if I only make 1 or 2 trades in a day, I need a few more to stop me from taking imaginary signals just to keep busy ;) My overtrading habit is something I'll tackle next I suppose..
     
    #236     Jun 28, 2006
  7. :p

    just wondering ... how old are you?
     
    #237     Jun 29, 2006
  8. jimmy,

    Not that it should make a difference, but i'm 23.
     
    #238     Jun 29, 2006
  9. It shouldn't make a difference, but in this case, it does. And I'd actually pegged at somewhere between 21-24.

    You want to scalp the emini's, overtrading with this "new" method you have, and you want to "succeed" in a year because then you're getting married and are going to be starting a family.


    The whole precept is lame.

    Later,

    Jimmy Jam
     
    #239     Jun 29, 2006
  10. jimmy,

    I only give myself another year, I have been trading 2 years, about one of them in futures.. I am only giving myself another year if I cant become profitable by then, then trading isnt for me and I have to worry about more important things such as my family. I do not see what is wrong with this situation. I am trying what I love and if I am still failing in a year it just isnt for me.
     
    #240     Jun 29, 2006