Journal XburbX - My Plan

Discussion in 'Journals' started by xburbx, Jul 20, 2012.

  1. NoDoji

    NoDoji

    Having run a business that way for many years, I can relate to that! When you close a big deal and net a big profit you feel that you've "turned a corner" and the business is finally starting to take off. But if all the critical factors to running a profitable business over the long haul are still missing, nothing's changed fundamentally and the business is unlikely to thrive.

    When I started trading, I had a strong of significant profitable trades. At that time I had no researched and tested plan, no way of adapting to changing environments. I didn't even realize it was possible to develop a trading business plan that could predict with surprising accuracy the average profit one could expect each week or month, regardless of the outcome of individual trades.

    Back then the important thing for me was to avoid losing trades. This might mean holding through a 5-figure drawdown on a trade in order to eventually escape with a 3-figure profit. I happened to get lucky, because then I was buying dips in an overall bull trend environment. Price ALWAYS came back, I believed.

    When the market officially turned from bull to bear, I gave everything back (and a lot more), because I had no properly tested trading plan and therefore had no idea how to exercise proper risk management.

    Successful trading is based on statistical probabilities combined with risk:reward ratios. One or the other can be negative, and you can still be successful, but both can't be negative.

    Once you have a plan that defines your setups, entry techniques, and management rules, and you know from applying these rules to price action spanning varying market conditions (trend, strong trend, wide range, narrow range, bull and bear) that the overall result is positive after accounting for commissions and average slippage, individual trade outcomes are no longer important. The major stresses you experience are the result of hardware or software malfunctions, not whether to trade and how to manage the trade, because those factors are fully defined for you in advance.

    If I traded based on what I felt price was going to do next, I'd be a consistently losing trader. Despite ample experience with the net profitability of my trading plan, I'd estimate that about 80% of the setups feel like they'll never hit my profit target when I put on the trade at the hard right edge.

    All you have to do to experience this is scroll a chart to the hard right edge just before a major price move and ask yourself if an entry there feels like you're about to take candy from a baby. On Friday morning just before the market opens, my trading plan tells me to place a buy stop @ 1462.75 to position long the ES with a 6-tick stop loss and a minimum profit target of 1466.00. Does that feel like a trade that's very likely to succeed?
     
    #371     Sep 16, 2012
  2. Redneck

    Redneck

    I'll be go to hell– You go play golf / take a nap – and look what happens :p

    Food for thought – as you know how anal I am


    ==========================

    Oh and for anyone wondering;

    You're witnessing a trader’s mindset being developed

    It’s a good thing :)


    RN
     
    #372     Sep 16, 2012
  3. xburbx

    xburbx

    Thanks NODOJI for your insight. I certainly respect the road you traveled as I have read it many times. I give a lot of thought to very few people's posts on ET and you are certainly one of them. I remember in posts when you were in that position where you would trade and hope. Obviously that's a long ways in the past.

    RN - Go figure. Maybe if I start golfing and napping full time I can make millions trading in a month :) Just kidding. You are right in the fact that you are pointing out that the mind relaxing leads to better things when it's under a stressed environment most of the week. I'll even go as far as saying the time away from the markets should be mandatory in the plan. It's hard to do because I like them so much, but the mental stride taken wouldn't have happened with out it. I shot like hell this weekend, but I had fun.
     
    #373     Sep 16, 2012
  4. Redneck

    Redneck

    All Day..., Every Day

    win..., lose..., or draw


    RN
     
    #374     Sep 17, 2012
  5. xburbx

    xburbx

    WRR
     
    #375     Sep 17, 2012
  6. Great thread XB.

    Was curious if you have given any consideration to proper position sizing in your risk management?

    Here's where I am going with this:

    It's my understanding your setup involves identifying an area on the chart/s that provides for a "join the trend" entry on a pullback... an area that you have deduced where price should resume in the direction of the overall prevailing trend in your primary time frame... correct?

    It's also my understanding that you have also identified the area on the chart/s where you have deemed you will be proven wrong and exit the trade... should price hit this designated area once in the trade... correct?

    Finally- it's my understanding that you have determined that in order to mitigate risk- your stop loss will be set at a very tight range... I believe originally you had stated it was $ .04-$ .08 but now I believe it is $ .06 from entry to stop loss location?

    Assuming I am on the same page here with the above... AND assuming your setup has an edge with high probability of success-- it is no doubt very safe to assume the following:

    - You have had scans produce numerous potential candidates for your setup... yet the majority have never come within the actual threshold parameters you have in your plan to warrant an entry... due to the precisely tight location on the chart you have identified relative to the stop loss location.

    - Of these numerous potential candidates that never qualified for a trigger entry-- a very high % of them no doubt came within a few cents of your trigger location... only to stop and resume the course of the prevailing trend... albeit with you not on board.

    - Of the candidates that did qualify for an entry and which you were stopped out-- a certain % quickly reversed direction after a few cents passed your stop loss location and proceeded to resume the course of the prevailing trend... albeit with you not on board due to being stopped out.

    I would propose to you that if you were to incorporate a position sizing/risk management system based on a fixed $ amount (1R) that you are willing to risk on EVERY trade... combined with an expansion of the entry "zone" where it is deemed as having a high probability of success... combined with some "wiggle" room expansion on stop loss location---- your profitability would increase... your opportunities would increase... and your win/loss ratio would improve.

    By keeping your risk the same on each trade-- it allows you to have flexibility in the distance between your entry and your stop loss- since whatever this differential is-- you are entering on a position size that if proven wrong will keep your risk $ amount static. Your stop distance should never remain static. Your trading position size should never remain static. Your dollar amount should never remain static. The single most important factor to keep you in the game is to make sure you are risking the same amount each and every trade... all the while in setups that offer at least a 1:2 risk to reward. So if you are willing to risk $ 100... on one particular stock based on the chart you may deduce that at entry to stop loss the distance is $ .20... that would allow for 500 shares. On another stock you may deduce the distance is $ .25... that would allow 400 share. On another it could be $ .10... that would allow 1000 shares... and so on. Each stock has its own volatility... its own unique average true range-- the last thing you want is going in with a static stop loss distance.. as you will get whipsawed way too often. Your history shows no true consistency from the posts I've read. I contend this is due to your stop loss thesis... which if fine tuned to the suggestions above, would vastly improve your results.

    Consider-- why does price turn? It simply comes down to supply and demand. And supply and demand does not simply exist within a $.04-$ .08 price range. It exists within "zones"... high probability areas on the chart. The above will allow you to capture many more moves... predicated of course that your system has an edge.

    Good luck to you and looking forward to your response.

    (RN - you too... great words of wisdom Ive seen from you-- so feel free to critique my suggestions!_
     
    #376     Sep 17, 2012
  7. I cannot stress the importance of a trade plan enough.

    For those who are reading this thread and still not quite sure where to begin-- a plan should include the following:

    Mission statement
    Goals and objectives
    General trading rules
    Stock specific rules
    Trading environment info (platform info/broker info/internet info etc)
    Pre-market routine
    During-market routine
    Post-market routine
    Order placement criteria
    Supply/demand zone rules
    Trend rules
    Entry criteria
    Exit and Stop Criteria
    Chart layout info and tasks
    Stock screen info
    Relative strength/weakness rules
    Strategy filters (what type of markets to use what strategies)
    The Strategies themselves with rules/chart examples etc
    Appendix with any odds enhancers/candlestick info/pattern info etc applicable
    Continuing education info
    Website info that you utilize
    To Do List and Notes
     
    #377     Sep 17, 2012
  8. Redneck

    Redneck

    I Thank You for the Very Kind Words Sir

    You have provided ample food for thought - but I think I'll defer to XB

    :)

    RN
     
    #378     Sep 18, 2012
  9. xburbx

    xburbx

    I will respond to the message today. Until then wrr
     
    #379     Sep 18, 2012
  10. Redneck

    Redneck

    All Day..., Every Day

    win..., lose..., or draw

    RN
     
    #380     Sep 18, 2012