How do you avoid getting shaken out ?

Discussion in 'Trading' started by Sekiyo, Oct 27, 2024.

  1. Sekiyo

    Sekiyo

    I am using Price Action. Supports and Resistances.

    I have discretionary exposure with VWAP but I've never found meaningful tricks around it.
    But I might toy with it now that I can do amateurish backtesting with tradingview.
    Never thought about implied vol (SPY IV ? VIX) to design day trading strategies.

    Now you make me curious :D
     
    Last edited: Oct 27, 2024
    #31     Oct 27, 2024
  2. Hmmmm where oh where have I seen that 12345 ABC pattern before????. :)
     
    #32     Oct 27, 2024
    HawaiianIceberg likes this.
  3. Sekiyo

    Sekiyo

    Tea leaves ? This is just a caricature :D

    upload_2024-10-27_21-12-51.png
     
    #33     Oct 27, 2024
  4. Real Money

    Real Money

    What I do is use an indexation algo. All you need is a normalization script. You normalize the mag7 IVs, sum it up, and divide by 7. Then I take it's negative so that it moves with the index.

    It's just basic indexation. Just like if you were to you take the top holdings of an etf to create an index out of them. You're trying to get on top of the vol market, so a vol index is the right tool. The VIX is not as good for a number of reasons.
     
    Last edited: Oct 27, 2024
    #34     Oct 27, 2024
    Sekiyo likes this.
  5. Sekiyo

    Sekiyo

    Alright. It's a bit over my head but I see what you mean.
    This sounds like real trading compared to my PA, Support and Resistance stuffs xD

    I'll try it out and see what I can do with it.
    Sounds really interesting.

    Why the MAG7 and not the SPY's TOP10 ?

    Thanks for sharing.
     
    #35     Oct 27, 2024
  6. Real Money

    Real Money

    It's because the options are being traded on the names with "excess returns" and those are all the high(est) beta names. The S&P 500 includes the financial sector while Nasdaq is the top 100 non-financial. You can look at any sector or index vols, its just that the mag7 are the most influential.
     
    #36     Oct 27, 2024
    Sekiyo likes this.
  7. Good Morning Sekiyo,

    You have to keep trying and see what works for you. That is all you can do
     
    #37     Oct 27, 2024
    Sekiyo likes this.
  8. jinxu

    jinxu

    Are you a swing trader or day trader?
    I'm asking because you're posting daily charts but you said you are doing the Topstep combine.
    I wouldn't know how you would expect to win that in less then 30 days being a swing trader unless you get a really good setup within 30 days.
     
    #38     Oct 27, 2024
    Sekiyo likes this.
  9. Sekiyo

    Sekiyo

    I’ll do swing when I’ll have a 9 figures account.
    Currently day trading. It’s just a chart among others.
     
    #39     Oct 27, 2024
  10. Real Money

    Real Money

    This is a picture of it, using thinkScript. Vols - Copy.png
     
    #40     Oct 28, 2024
    Sekiyo likes this.