Keeping It Simple

Discussion in 'Index Futures' started by dbphoenix, Nov 27, 2002.

  1. passedout

    passedout

    Db, do you use open/close from the cash index or from the nq.
    My close on the nq at 16:15 on the 14th was 1093 and the open on the 15th was 1098.5 ….just curious
     
    #341     Jan 16, 2003
  2. dbphoenix

    dbphoenix

    I'm lazy. I basically just pick a number, the 1600 close, since that's the market "close". But, you're right, I really ought to use 1615.

    In any case, since this particular market doesn't really "close", it doesn't pay to be too rigid about gaps, which I was yesterday. I usually check the NDX, but didn't this time. Just goes to show ya.

    If this seems to be too much "whatever feels good", a lot of these small gaps fill during off-market hours, especially in the early morning. Therefore, technically, they are no longer gaps. In fact, I tried for quite a while to base my early plays on what had happened before the open as far as support and resistance and candle lengths and so on, but I found that the whole gap thing is more psychological than arithmetic. In other words, if the market gapped, the futures would behave as though they had gapped as well, whether they had or not, and whether those gaps had filled pre-market or not. If the market didn't gap, then the futures would more likely be dull at the open.

    Now you can see why gaps aren't a part of the strategy I posted; it's very difficult, at least for me, to come up with a set of rules that I can communicate to somebody. And without that, I'd rather consider gap plays as something separate. And I know that if I can't communicate the rules to somebody else that they aren't clear enough in my own mind, which is true. All I can tell you is that I'm still working on it and look forward to whatever findings others may come up with, even if they are only very tentative.

    --Db
     
    #342     Jan 16, 2003
  3. dbphoenix

    dbphoenix

    Never be in a hurry to do something stupid.

    --Lee Richartz
     
    #343     Jan 17, 2003
  4. jstormbo

    jstormbo

    very appropriate for this morning. I was just thinking the way the day is shaping up it's probably better to find something else to do today. I've really been seriously considering trading mornings only, it seems most of my good days come from good morning entries that either run all day or take me out by lunchtime. I seem to only get into trouble trying to pick reversals later in the day, I guess I'm just not good enuf at picking those yet. there are good afternoon plays but I think if I really looked closely I'd find I give more back in the pm than I make.
     
    #344     Jan 17, 2003
  5. mojo59

    mojo59

    I agree js. I have only been taking the morning trade win or lose and letting it go at that. The reversals are tempting though.
     
    #345     Jan 17, 2003
  6. dbphoenix

    dbphoenix

    Probabilities do not favor gap closure. On the other hand, we're 34 pts below yesterday's close. Wouldn't be the first time we've sat in a narrow range all day.

    --Db
     
    #346     Jan 17, 2003
  7. Maybe not a bad idea!! As of this post, no Follow-through today.
     
    #347     Jan 17, 2003
  8. dbphoenix

    dbphoenix

    Note that we're flirting with last week's lows here.

    --Db
     
    #348     Jan 17, 2003
  9. dbphoenix

    dbphoenix

    It's easy to see why Mike (the member I "stole" these ideas from) doesn't like to trade in the direction of the gap. If you had taken the new low at 1029.5, here you'd be sitting, two hours later, one point in the black.

    This doesn't mean that you should never trade in the direction of the gap. But today's action does highlight not only the subject of probability, but of how much time one is willing to devote to what some traders would consider to be a trivial number of points.

    --Db
     
    #349     Jan 17, 2003
  10. dbphoenix

    dbphoenix

    Today the NQ provided a good example of the kind of reversal I look for. The two halves of the double top are only an hour apart, the retracement between is relatively mild, the reversal began only a few points from the day's target, and the moves up and down were relatively definite, i.e., no prolonged drifts, no "whipsaws".

    Compare that to the previous day, where the two "tops" were 3.5 hrs apart, the "retracement" was more than 100%, the "pattern" had the look of an H&S bottom, suggesting further upside, which may have caused the congestion from 1300 and the indecision as to direction.

    Of course, you'd have to sit around until well after lunch to take advantage of today's reversal, but that's an elective, not a required.

    --Db
     
    #350     Jan 23, 2003