I don't understand

Discussion in 'Automated Trading' started by BuySellSideTrader2020, Nov 13, 2018.

  1. qlai

    qlai

    You need to explain this. Time in trade IS part of risk.
     
    #41     Nov 15, 2018
    tommcginnis and IAS_LLC like this.
  2. tommcginnis

    tommcginnis

    But if your risk is capped with a stop_loss, Time_in_trade increases your exposure probability, but not your stated $$-risk.

    (It's very annoying, isn't it? To have something like 5 different everyday uses for the single word "risk"? Cracks me up....)
     
    #42     Nov 15, 2018
    schweiz likes this.
  3. qlai

    qlai

    Oh, of course, the stop loss. No overnight/session/technology risks there. Sleep well :)
     
    #43     Nov 15, 2018
    tommcginnis likes this.
  4. schweiz

    schweiz

    I trade average 2-3 times a day the ES. When I enter a trade I put a stop at 3 points. When a certain level is reached I move my stop to entry price. At that moment there is no risk anymore as I will get out roughly where I got in.
    If the trade continues to go in the good direction I take big profits and although I am for a long time in that trade, there is no risk anymore. Risk is not related 1:1 with length of time.

    My loss is always limited at 3 points no matter how long I stay in the trade. Of course accidents can happen, but that problem occurs also for short time holdings. I never had any accident as my biggest loss intraday was always smaller then 4 points all in, over the last decade no matter the holding times (that can go from 5 minutes to over 6 hours).

    Watch at the chart (this is a hypothetical trade):

    red square is the initial 3 points risk
    green square is the zero risk area after moving the stop to entry

    2018-11-15 15_05_30-ES 12-18 (60 Min)  15_11_2018.jpg
     
    Last edited: Nov 15, 2018
    #44     Nov 15, 2018
    birdman likes this.
  5. IAS_LLC

    IAS_LLC

    Volatility of returns on the underlying increases with time frame, i think thats what they're getting at. You're saying your risk is capped because you are actively managing it (thats a good thing)...but so is the guy who is trading on a much shorter time frame. I'd argue that his risk is less because his frequency of risk management is much higher.....overuse of leverage can negate this advantage.

    Its almost like a Nyquist sampling type of thing... if your not sampling at a high enough frequency, you are are aliasing the price action
     
    Last edited: Nov 15, 2018
    #45     Nov 15, 2018
    Sprout and d08 like this.
  6. schweiz

    schweiz

    Trading is a total concept, not just a trading system with indicators. Most people don’t realize this.

    Just a few things that can have a huge impact on the final return and the risks taken:

    · What is the optimal timeframe to trade in?
    · How much capital you will use?
    · Will you compound or not? And till what level?
    · What leverage?
    · Which products?
    · How to use a stop?

    I posted in past already an extensive posting about this. I daytrade the ES intraday with a margin of $1,650 per contract, and I can never go broke personally, even if I wipe out my account 5 times in a row. I can even trade with a $1,250 margin per contract without any problems.
     
    #46     Nov 15, 2018
  7. qlai

    qlai

    Ok,
    So I assumed that when you compared 'big" vs "small" you meant intra-day vs multi-day.
     
    #47     Nov 15, 2018
  8. schweiz

    schweiz

    Shorter timeframes need closer stops. Closer stops will be hit more often. So the stops are, in relation to the potential profit, causing much more damage.
    In $$$$ I have less risk. And my profits are calculated in $$$.
     
    #48     Nov 15, 2018
  9. IAS_LLC

    IAS_LLC

    No ones saying your going to go broke (although statistically, you will ;) ) .

    You made a statement that smaller time frames have higher risk than longer time frames, and later caveated it by saying you actively manage risk, which caps your exposure. Your implication is that you can't actively manage risk on short time frames....which is not true. If management technique and leverage are the same, and only the time frame differs... risk is LESS on a shorter time frame due to less absolute volatility in the underlying.
     
    #49     Nov 15, 2018
    Sprout likes this.
  10. schweiz

    schweiz

    No, I was speaking about what the OP posted. He is doing HFT intraday.
     
    #50     Nov 15, 2018