Pyramid structure in daily trading

Discussion in 'Trading' started by trader1974, Mar 18, 2020.

  1. trader1974

    trader1974

    Start by negotiating a futures contract.
    If it goes wrong, then 2.
    If it goes wrong then 3.
    If it goes wrong then 1 + 2 + 3 = 6
    If it goes wrong then 1 + 2 + 3 + 6 = 12
    If it works out, then start over with a contract.
    Have you tried to use this structure in daily commerce?
    Yesterday I saved my day thanks to this but I have my doubts, I don't know if it is the right way.
     
  2. trader1974

    trader1974

    I don't like to end the day in red and that can be a problem.
    Do you think it is better to set a daily loss limit?
     
  3. ajacobson

    ajacobson

    Martingale in gambling. If you have the capital - good luck.
     
  4. danielc1

    danielc1

    The example you give is the way to go bust. If you do this, you will get out most of the time with a profit. But the day that it goes wrong and it will go wrong, you will lose all the profits you make and much more.

    A pyramid structure is adding to a winning trade.
     
    taojaxx and Laissez Faire like this.
  5. trader1974

    trader1974

    I suppose that the professionals establish a daily loss limit
     
  6. It's a recipe to blow up, I think. Just because it worked yesterday, does not mean it will work in the long run.

    How about adding to a winner instead? Or scaling up after taking a few wins?
     
    trader1974 likes this.
  7. danielc1

    danielc1

    Not always. You really need to understand your own trading. If you get a signal, is it a valid signal according your system? If so, what are the outliners of your monte carlo distribution or what is the outcome outliners of the trades you have been taking in the past? Is it normal to see a losing day if you follow your system? Is the outcome irratic? Most traders and especially beginners use a day limit, just because they did not realy understand the system they are trading. Not every signal you see is a buy signal or a sell signal. If you are a day trader, you must understand some basic principles of how a trading day is formed, during the day. From there you can select you signals, to capture some bigger profits. And the limitation could be that you only trade with a signal, if it fits your believe of how the day will play out.
     
  8. SanMiguel

    SanMiguel

    If you do this you will find eventually you will not have enough margin to trade the increase in contracts. You would have to start with almost nothing on risk.
    Look at it the other way.
    You win one,
    You win one,
    You win one.
    Are you increasing as well or just keeping it at 1 contract?
     
    trader1974 and tommcginnis like this.
  9. tommcginnis

    tommcginnis

    Pyramiding is a tool by which to average into a position; it is not a tool by which to mitigate risk via the escape of a bad outcome from a first/only position. Risk mitigation is an added bonus, but if it is the primary goal of pyramiding your trades, you are pushing a Martingale, and as the posts above have noted well, you will eventually blow up. Plain and simple.

    Put differently, if your intended hold is 3-4 contracts, then pyramiding your entry means you're not trying to *hit* the bottom, but merely get near it. "Yay" you. If your intended hold is 1 contract, and you end up holding 3-4 because you didn't like the outcome of the first few, then you're pyramiding, and you'd better have a pyramid-reduction scheme in mind, to manage your inventory back out. Or you're doomed.
     
    trader1974 likes this.
  10. Basically, this option looks like a worker, but I can't say it's optimal for everyone, because you might need almost unlimited opportunities to cover the drawdown of capital at this rate, so I wouldn't look at things more realistically. In fact, you can define for yourself the allowable drawdown rate, so that if something goes wrong, you don't risk all the capital, and if something goes wrong, you can rest easy and look around in order to make the best decision. Although there is nothing wrong with finding a system that matches the size of your account, it seems to me that you have acted correctly enough, what coefficient or percentage have you reached? You felt some excitement. I guess it couldn't have been too easy, my head would have exploded at these risks, ahh...
     
    #10     Mar 18, 2020