Kudos to MMs

Discussion in 'Chit Chat' started by nitro, Oct 23, 2008.

  1. nitro

    nitro

    Short ES 967.50

    "FV" ~ 885. A break of 972. Momentum on side.
     
    #661     Jul 28, 2009
  2. Target ?
     
    #662     Jul 28, 2009
  3. nitro

    nitro

    915
     
    #663     Jul 28, 2009
  4. nitro

    nitro

    Out ES -3.

    Looking for new entry
     
    #664     Jul 28, 2009
  5. nitro

    nitro

    If we are going for 57 (972 - 915) handles we can afford to be wrong a few times. To keep the total edge to at least 4:1 with say 3 handle stop losses, that means we don't want to be wrong more than about five times.

    If we do catch the short, we have to have conviction that the 915 gaps fills if we are going to be wrong that many times. So using 1 lots, you must commit 5 * $150 = $725 to the total play before you throw in towel (or less if your stop losses are smaller).

    Hopefully, I won't be wrong even four times. We won't be shorting until NQ weakens again.
     
    #665     Jul 28, 2009
  6. Daal

    Daal

    nitro,
    I'm not sure this is correct. a positive expectancy bet with an percentage edge of 5%(say a coin with 52.5% chance of landing tails) could easly hit heads 6 times in a row, that doesnt mean one a bet the 7th will be tails is a bad bet, one needs to close their eyes and bet
     
    #666     Jul 28, 2009
  7. is is about trader psychologcal profile and past system performance i guess. i have 1 system where I know that stopped working, when 3 risks from the high account balance. but another one where 15 losers is okay and would stop it trading anyway to take a break in this case, recovering from (or preventing) psychological damage.
     
    #667     Jul 29, 2009
  8. Daal

    Daal

    A trade that with risk reward of 4-1 usually has less than 50% probability(in a efficient market its probability of working would be 20%), so streaks of 5 losses of more should happen quite often even if your edge is intact
     
    #668     Jul 29, 2009
  9. nitro

    nitro

    "FV" ~ 895
     
    #669     Jul 29, 2009
  10. nitro

    nitro

    Right, in the absence of any skill whatsoever I would be expected to see enough loses to make the trade unenviable.

    I believe that my edge is better than 52.5, closer to 65% in this case.

    I am short ES 971.75 pre-market.
     
    #670     Jul 29, 2009