My Options Play

Discussion in 'Options' started by Multioption, Oct 3, 2005.

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  1. cnms2

    cnms2

    I Know that I can't hit the tops and the bottoms. What I'm doing is looking for a setup (i.e. a divergence) and then an entry (i.e. some price action confirmation). This increases my odds of success, but reduces my profit.

    This is a good reading: http://www.elitetrader.com/tr/index.cfm?s=17&t=75
     
    #321     Oct 27, 2005
  2. Really? I hit the tops and bottoms all the time! When I go long I usually catch the top, and vice versa for the bottom! :p :p :p

    In all reality tho, I agree and know that too. However, bailing out at %40 of the move isn't really ideal either. However, I'm not complaining, as I made some money on the trade.

    Thanks for the link, I'll have a read over that now.

    - The New Guy
     
    #322     Oct 27, 2005
  3. cnms2

    cnms2

    :) Joke: Your system is tradable: just make sure that every time you decide to "buy" you place a "sell" order, and the opposite.

    If you watched Seinfeld you may remember the episode when George became successful just doing always the opposite of his first impulse.

    In your situation I'd think: Did I follow my trading plan? If yes, I'm happy! Did I meet my target? If yes, I'm happy!
     
    #323     Oct 27, 2005
  4. LOL, you know, you joke but when I first started out trading I came pretty damn close to trying that....

    Yeah, I remember that episode. I can relate to how he felt, that's for sure. It's an interesting thought excercise to ponder how the market has become the way it is: totally counter-intuative to newbs.

    I agree. It was a good trade for me, no complaints at all. However, I would like to develope better exit rules to capture more of those moves for the future. Dang thing is still running away!

    - The New Guy
     
    #324     Oct 27, 2005
  5. cnms2

    cnms2

    Sometimes when I try a new trading system idea my backtesting yields a large loss. Just reversing the rules it becomes a profitable system. The difficulty is when the result is not consistent for most underlyings and / or time frames. So, another great idea gets shelved or caned.
     
    #325     Oct 27, 2005
  6. Multioption

    I have used the deep in the money option directional trading strategy for many years.

    Although often I go much deeper in the money to get a delta of close to 100 with lower theta.

    One thing I have found very helpful is to attempt to neutralize the overall effect of the market tide by balancing call positions with put positions (especially if I don't have a strong directional bias on the overall market.

    www.elitetrader.com/vb/showthread.php?s=&postid=73492#post73492 (also read next page top post)

    Over the years it has appeared to me that most markets are a game of attack and defend certain price levels.

    Many people don't understand the shortcomings of most option pricing models brought about by the game of attacking and defending certain price levels.

    Most models (and therefore most option prices) are based on the probability distribution of prices having a higher probability of remaking closer to where they currently are. That is if the current price is 59, it is assumed that there is a much higher probability of the price being 57 than 55 at option expiration. This is good in theory but very often incorrect in practice. Quite often if a specific price level (line of defense)(whether it is resistance or support) is broken, the next battle field (or game field) may be several points away.

    www.elitetrader.com/vb/showthread.php?s=&postid=454508#post454508

    Personally, I have been very impressed with your ability to keep your mind on the war and not concentrate too much on the individual battles or losses and to be able to cut you losses rather than be frozen in indecision, (A TRUE sign of a winner from my experience)
     
    #326     Oct 27, 2005
  7. novel20

    novel20

    Whatever strategy you use, you have to guess it right.

    High risk, high return.

    Low risk, low return.
     
    #327     Oct 27, 2005
  8. cnms2

    cnms2

    Now I'm certain it dropped :( . So I won :) .
     
    #328     Oct 27, 2005
  9. That's some good MACD trading right there! Congrats!

    - The New Guy
     
    #329     Oct 27, 2005
  10. cnms2

    cnms2

    Thx. I win some ...
     
    #330     Oct 27, 2005
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