Risk management techniques

Discussion in 'Risk Management' started by Lee-me, May 7, 2023.

  1. Good points + good TF + good %. But i dont aim for scalping pennies[Not a market maker, but more power + pennies to themLOL]
    BUT YOU changed the position sizeLOL:D:D:D:D:D:D,:caution::caution::caution:.
    ACTually that reduction can be good idea with trading, especially with a good hit rate %.
    OF course with real low hit rate one could not change the position size+ may do OK anyway.....
    For sure NOt all trades or investments have the same % chances;
    SEPT goes doWn for stocks much; longs small or not %@ all \generally speaking.
     
    #11     May 8, 2023
  2. I don't even know my % risk per trade, but the one rule I follow fairly well is that my initial entry is always on my smallest size. For me, that's one ES contract. And usually with a maximum stop at 10 points, but generally it's around 5 points in current volatility.

    Next, I'll add to my trade as it moves in my favor. The initial profit on the 1st contract "pays" for the risk on the second or third add.

    Done properly (I can still be sloppy from time to time), this ensures that I always take my full stops on my smallest size and some big winners on larger size.

    The cost of adding is that you'll "use" prior profits to pay for a breakeven exit on the entire position, so it's best done when the market is trending or at least volatile enough that you can anticipate a larger move within a range.

    Today, on ES, it's less likely to be worthwhile as the market's stuck in a range and may very well be so for the entire session.
     
    #12     May 8, 2023
    comagnum, Sekiyo and murray t turtle like this.
  3. TheDawn

    TheDawn

    Thank you. Glad I followed the Number 2 rule of trading: Let the profit run. There were posters suggesting to me to get out right after the bump up but I held it through towards the EOD. :)
     
    #13     May 8, 2023
    murray t turtle likes this.
  4. %%
    Actually a brilliant, battle tested post + plan.
    Since title= ''Risk management.'' ES front month =40% buy, short medium , long term\
    barchart.com
    SPY =100% buy, short term, medium long term. Personal opinion ,its not the dividends difference, its the leverage; or maybe be both.
    Buyone sell 2,has done well swing trading ES; me i have enough drawdowns on my plan or plate.
    Good uptrend on SPY + related except for FEB/ HI.
    IBD has added 4 or more times, in a very good trend ; but that's a very good trend + long trend / cashmarkets. Thanks
     
    Last edited: May 8, 2023
    #14     May 8, 2023
    Laissez Faire likes this.
  5. Viski

    Viski

    Why did you take 20% percent of your remaining? When you beginning, did you take same percentage of total?
     
    #15     May 8, 2023
    Sekiyo likes this.
  6. Sekiyo

    Sekiyo

    Take x% to the casino
    Take y% per bet from x%

    If x and y are 10% then you’re going to risk around 1% per bet. (0.1 x 0.1) but as you daily bankroll grows or shrinks then the $risk is going to exponentially increase or decrease.

    You can use your stats and the Kelly criterion to determine the percentages on a daily (x) and trade (y) basis. Or whatever you’re comfortable with but never more than full kelly.

    Kelly might tells you to bet 20% per day and 15% per trade or 3% absolute (0.2 x 0.15)

    You can update Kelly on a daily basis.
    Based on your up to date statistics.
     
    Last edited: May 8, 2023
    #16     May 8, 2023
    Viski likes this.
  7. GotherL

    GotherL

    It all comes down to sizing your comfortable with losing at any moment. If you don't find yourself immediately revenge trading or doing other stupid chit you are approximately 1/4th the way (perhaps higher) of achieving success as a trader.
     
    Last edited: May 10, 2023
    #17     May 10, 2023
    murray t turtle likes this.
  8. Lee-me

    Lee-me

    Thank you for sharing all of that. I appreciate it!
     
    #18     May 12, 2023
  9. Lee-me

    Lee-me

    I just lost a lot of money on this. I can't get rid of losing positions and I keep them till it's too late.
     
    #19     May 12, 2023
    murray t turtle likes this.
  10. Lee-me

    Lee-me

    That's interesting!
     
    #20     May 12, 2023
    Sekiyo likes this.