Rosebud

Discussion in 'Journals' started by nitro, May 11, 2015.

  1. NoDoji

    NoDoji

    I just threw an example of a price level/road sign out there, but I've never done a statistical study of it, I just noticed that it holds far more often than not when price comes to that level from a fair distance. What's critical is to do an analysis like you did and determine if there's an edge there or not. Based on your analysis, it might be a solid setup with a negative risk reward ratio (10 pt stop: 5 pt target), or maybe there's a positive R:R edge if the move to yesterday's close came from farther away (30 points for example).
     
    #141     Aug 15, 2015
  2. samuel11

    samuel11

    Thanks. I understand what you are saying, but isn’t that simply fitting to the past?
     
    #142     Aug 15, 2015
  3. Isn't all using historical prices fitting
     
    #143     Aug 15, 2015
  4. NoDoji

    NoDoji

    Yes, you use price behavior that occurred in the past and analyze various adverse and favorable excursion scenarios surrounding patterns, certain price levels, S/R lines, indicator values, volume, news releases, phases of the moon, whatever tickles your fancy. You will eventually find edges based on specific trade management scenarios. (If you have no trade management plans included in your analyses, whatever edge you think you've found will very likely bite you in the arse at some point, unless you have access to unlimited capital.)

    Then you develop a plan around the results of your analyses and master the ability to follow your own rules.

    Unfortunately, that last part is not possible for humans to do, which is the reality behind "95% of traders lose, they just do". ;)
     
    #144     Aug 16, 2015
  5. nitro, obvious rosebud hasn't captured the trend (which you alluded to her purpose in an earlier post on this thread).

    it's absurd; she might as well be throwing dartso_O
     
    #145     Aug 17, 2015
  6. nitro

    nitro

    OVX is not a traded instrument just like SPX is not a traded instrument. Why I use indexes [not just oil but in any optionable instrument] is explained on page four. The differences in comparison to the actual options used, given the holding periods, are inconsequential.
     
    #146     Aug 18, 2015
  7. nitro

    nitro

    Holding two short OVX. Holding long CL. Not that confident in the Long CL trade.
     
    #147     Aug 18, 2015
  8. but there were OVX futures for a time
     
    #148     Aug 18, 2015
  9. you CREATED rosebud, where have you failed, her? she's working hard for YOU
     
    #149     Aug 18, 2015
  10. nitro

    nitro

    Oh really? I didn't know that actually.
     
    #150     Aug 18, 2015