JT's ES Trades

Discussion in 'Journals' started by torntech.com, Aug 26, 2002.

  1. Hey JT,

    Normally a good broker give you that information ( by E-mail)
    BEFORE that day is arrived !
    Otherwise i think the service off that broker is not up to date.
    I am trading from Belgium and a good website for daytraders
    is located there especially for the Futures but it's only in Dutch.
    I am also in a chatroom where you also get that information or news,new tools and so on information to stay up to date.
    Remember to more you know the better it is.

    For interested people i give the sitelink here :
    http://www.daytraderplaza.com/index.php

    See You

    :)
     
    #71     Sep 13, 2002
  2. Nice site @ daytraderplaza. I wish I could understand Dutch. "Donderdag 12 september is roll-over dag voor de futures. " that I understood.

    I use IB. I can't recall that they sent me any info.

    /JT
     
    #72     Sep 13, 2002
  3. Scalper? I'm not sure yet, but I think that things are evolving in that direction for me. At the moment I'm not really thinking about how many trades I do, as long as I got a good "feeling", and are in sync with the market.

    /JT
     
    #73     Sep 13, 2002
  4. Torn,

    Like someone said in another ground, if you are making a market with 5 contracts, you're probably trading the wrong month.
     
    #74     Sep 13, 2002
  5. Code:
    Day	Trade #	Type	B/S	Time	Price	B/S	Time	Price	Quant.	Gross	Net	Time held
    												
    13-Sep			SLD	12:38	924.50	BOT	12:39	924.00	1	10.00	5.20	0:00:14
    			SLD	13:35	926.50	BOT	13:36	926.00	1	10.00	5.20	0:00:35
    			BOT	13:38	926.00	SLD	13:40	927.00	1	20.00	15.20	0:01:30
    			SLD	13:44	927.50	BOT	13:45	927.00	1	10.00	5.20	0:00:57
    			SLD	13:47	925.50	BOT	13:52	924.00	1	30.00	25.20	0:04:55
    			SLD	13:53	924.00	BOT	13:53	923.50	1	10.00	5.20	0:00:14
    			SLD	13:54	924.50	BOT	13:54	923.50	1	20.00	15.20	0:00:26
    			SLD	13:56	923.50	BOT	14:01	923.50	1	0.00	-4.80	0:05:19
    			BOT	14:03	924.50	SLD	14:05	925.00	1	10.00	5.20	0:02:27
    			SLD	14:10	924.50	BOT	14:15	924.00	1	10.00	5.20	0:05:06
    			SLD	14:19	922.50	BOT	14:20	921.50	1	20.00	15.20	0:00:38
    			BOT	14:20	922.00	SLD	14:21	922.50	1	10.00	5.20	0:00:24
    			SLD	14:23	921.50	BOT	14:28	920.50	1	20.00	15.20	0:05:03
    			BOT	14:28	920.50	SLD	14:29	920.00	1	-10.00	-14.80	0:01:47
    			SLD	14:30	920.00	BOT	14:32	921.00	1	-20.00	-24.80	0:02:28
    			SLD	14:34	921.50	BOT	14:40	924.50	1	-60.00	-64.80	0:05:28
    			BOT	14:42	924.00	SLD	14:44	924.50	1	10.00	5.20	0:01:25
    			SLD	14:44	925.50	BOT	14:45	925.00	1	10.00	5.20	0:00:46
    			BOT	14:45	924.50	SLD	14:47	925.00	1	10.00	5.20	0:01:52
    			SLD	14:50	923.50	BOT	14:55	922.50	1	20.00	15.20	0:04:33
    			SLD	14:57	922.00	BOT	14:57	921.50	1	10.00	5.20	0:00:54
    			SLD	14:58	921.00	BOT	15:02	926.50	1	-110.00	-114.80	0:04:34
    			SLD	15:18	924.50	BOT	15:23	926.50	1	-40.00	-44.80	0:05:02
    			BOT	15:32	927.50	SLD	15:40	928.50	1	20.00	15.20	0:07:50
    												
    	Total								24	20	-95.2	0:02:41
    
    All losers came after 1/2 trading session. 13 straight winners from open. Didn't manage to cut my losses short today.

    /JT
     
    #75     Sep 13, 2002
  6. x-or

    x-or

    I looked into your numbers. Your stats are :
    % = 74
    Average Win = 0.87
    Average Loss = -2.17
    Average Hodling Time Win = 3:30
    Average Hodling Time Loss = 6:17

    Gross Profit = 75.0
    Commision = 806.4
    Net Profit = -731.4

    Your % is very good but doesn't serve you much. You should focus on you P/L ratio instead. May be :
    - use hard stops (to limit your max loss & decrease your av. loss). Your % will decrease a bit but not too much if your stop value is well chosen (you should have a good idea). Don't worry, ave win will grow with time.
    - average points/holding time for losers are well above those for winners : let your winner run a little longer (about 1'00 or 2'00 more is enough to increase the ave. win by a few 0.1 pts).
    - decrease the number of your trades (quality over quantity). You'll pay less in commision. And it helps keeping your % high.

    Another thought :
    If you have made only 10 trades max daily (as you chose doing it at first), you were net positive (+233.5) and with 4 trades max you were (+169.6)

    Ok, that's only about 20 $ a day but... you have room for improvement.

    It reminds me something I read in an old post : "first of all, you have to prepare yourself emotionally for a small win.. "
    http://www.elitetrader.com/vb/showthread.php?s=&postid=36277

    Hope it helps.

    Good luck.
     
    #76     Sep 14, 2002
  7. Hi x-or,

    Thank you for the time to go thorough some (all) of my trades and your advice. This is by far the best reply to my journal to date.

    1. Hard stops. I reviewed my trading from friday, and noticed that if I would have used a 1.0 or 1.5 pts stop loss, I would have been better off. Early during trading the 1.0 pt was fine, since trading was pretty smooth. Later on things were more "choppy" and the 1.5 pt stop was a better selection.

    2. Target. During Thursday/Friday I settled for a 0.5 pt target. However again reviewing my trading, on almost every trade it would have been possible to make atleast another 0.5 pt.

    3. Number of trades. You are absolutely right. I'm not sure why. Could it be because I'm getting tired or is it because trading is getting choppy late during the day? I'm not sure. Will try to limit number of trades, but right now this is not my top priority.

    I'm not concerned if I only do 20$ per day. Even with a 2000$ account that's actually 1%. If I could do that day in and day out I would be satisfied. However in order to deal with larger occasional drawdowns, I probably need to make a little bit more than that per day.

    Once again, x-or, thanks. It really helped/forced me to think things through.

    /JT

    Entry: Mostly intuitive. If the future drops/rises like 1 or 2 points in a short time (< 1 minute) I might get in on the opposite side.

    Price: Most times I place my buy long orders at bid, and wait to be filled (and the reversed). However if there is a large momentum I might like to get filled right away.

    Exit: Stop-loss 1.5 pts. Place order quickly, so I will be first in line (to be filled) as soon as possible.

    Profit target: 1 pts, unless there is a big momentum in my direction. Place order quickly, so I will be first in line (to be filled) as soon as possible.
     
    #77     Sep 16, 2002
  8. x-or

    x-or

    I'm glad you appreciate my thoughts. I consider myself not more than just an ex-still-newbie that just got out of the learning curve.

    About hard stops : Personnaly I use them as an 'emergency exit'. In fact, I'm often out before they get hit. The point I want to make : if you have enough discipline you can use wider stop but not necessarly wait for them to be touched.

    I was absolutely sure about your second point : Even if 50% of those 0.5 pts trades could go further, that is where the money is made.

    And about your third point. I just wanted to point out that with a good daily management, we can turn from negative to positive.
    One example is on your last friday : at one point your were up 100$ and you ended up -100 $. I made this mistake a lot of times because :
    - When I was up 100 $, I thought that I could make more (greed + overconfidence)
    - I couldn't stop trading (ego satisfaction)

    On friday I ended net +6 €. Nothing to be proud of ! That 's what reminds me the Qwiktrade's quote.
    It was very hard to not put one more trade but I sticked to it and it was my 9th winning day in a row.

    I wish you the best.
     
    #78     Sep 16, 2002
  9. This proves that the typical novice, Emini trader is ineffective.

    WHY?

    1. No discipline.

    2. No research into past trades.

    3. No idea what actually consistently works.

    4. Doesn't handle emotions properly.

    etc.

    READ some books first.

    LEARN what to do before you continue with your non-systematic trading.
     
    #79     Sep 16, 2002
  10. Code:
    1	NQZ2	SLD	12:37	911.50	BOT	12:44	910.50	1	20.00	15.20	0:06:18
    2	NQZ2	SLD	13:52	918.50	BOT	13:53	917.50	1	20.00	15.20	0:01:40
    3	NQZ2	BOT	13:55	917.50	SLD	14:01	916.00	1	-30.00	-34.80	0:06:19
    4	NQZ2	SLD	14:04	915.00	BOT	14:06	914.00	1	20.00	15.20	0:02:33
    5	NQZ2	SLD	14:12	914.00	BOT	14:13	912.50	1	30.00	25.20	0:01:00
    6	NQZ2	SLD	14:20	913.50	BOT	14:25	912.50	1	20.00	15.20	0:04:56
    7	NQZ2	SLD	14:34	910.50	BOT	14:36	909.50	1	20.00	15.20	0:02:07
    8	NQZ2	SLD	14:42	908.00	BOT	14:52	910.00	1	-40.00	-44.80	0:10:34
    9	NQZ2	BOT	14:53	910.00	SLD	14:59	911.00	1	20.00	15.20	0:06:35
    10	NQZ2	SLD	15:02	908.50	BOT	15:09	911.00	1	-50.00	-54.80	0:07:24
    11	NQZ2	SLD	15:13	911.50	BOT	15:14	914.50	1	-60.00	-64.80	0:00:56
    12	NQZ2	SLD	15:18	913.00	BOT	15:21	914.50	1	-30.00	-34.80	0:03:07
    											
    Total								12	-60	-117.6	0:04:27
    
    
    Targets OK: 7 wins 1.0 pt or more
    stop loss NOT OK: 3 losses more than 1.5 pt
    Number of trades NOT OK: 12 of them. Should probably have stopped after T7.

    /JT
     
    #80     Sep 16, 2002