"Scaling out" is inferior behavior

Discussion in 'Strategy Building' started by Buy1Sell2, Oct 18, 2006.

Do you scale out of positions?

  1. I always scale out

    113 vote(s)
    14.1%
  2. I scale out most of the time

    228 vote(s)
    28.5%
  3. Most of the time, I do not scale out

    189 vote(s)
    23.6%
  4. I never scale out

    270 vote(s)
    33.8%
  1. Buy1Sell2

    Buy1Sell2

    Why
     
    #291     Oct 26, 2006
  2. Buy1Sell2

    Buy1Sell2

    Exactly.
     
    #292     Oct 26, 2006
  3. AaronCapps

    AaronCapps Global Futures

    so the saying," only losers average losers", you laugh in it's face.

    Is your style of trading similar to the Turtles, of scaling in at the beginning of a large move as much as possible and holding on for as long as possible?
     
    #293     Oct 26, 2006
  4. Right, so let's assume that scaling is a "fantastic strategy" for easing into a position at successively better prices. Now, do you think it really matters that you were long 10 contracts when you started initiating your short bias with partial sales, or if you were flat? Your assumption that reversals begin while prices still drift higher justifies scaling both entries and exits -- the market will act the same and present the same risks whether or not you were previously long. There is no justification for scaling one side and not the other.
     
    #294     Oct 26, 2006
  5. Buy1Sell2

    Buy1Sell2

    Certainly. I never risk more than 2 percent of total liquid net worth on any trade/idea. The idea works in day trading as well. Losers averaging losers are people averaging into oblivion. Not me.
     
    #295     Oct 26, 2006
  6. AaronCapps

    AaronCapps Global Futures

    and by 2% of total liquid net, you refer to unused margin in your account? So depending on how many other trades you have going on can affect how heavy you might get in your current trade?
     
    #296     Oct 26, 2006
  7. Buy1Sell2

    Buy1Sell2

    No sir. You are assuming that there is no time span between the exit and the initiation within the same market. Even if there wasn't I would take the full position off and evaluate then start very very small on he initiation.
     
    #297     Oct 26, 2006
  8. Thank you, illiquid. I just read this whole thread waiting for someone to make that point. You CANNOT rationally support scaling in and not support scaling out.

    Now, as it happens, in my experience, I think most folks tend to scale out too aggressively. (Certainly, that has been my tendency.) However, from a theoretical standpoint, the thread starter's position is untenable.
     
    #298     Oct 26, 2006
  9. If there is a time/price span between optimal exit and optimal reverse entry, then you have not precisely pinpointed one or the other or both.
     
    #299     Oct 26, 2006
  10. volente_00

    volente_00


    I disagree, if you scale in you are increasing your risk and are averaging into a losing trade because the fact is the only reason you would only buy partial is because you fear that you are not making a entry that will soon be profitable so you don't press full size. If you scale out your are decreasing your market risk, and since you scale out of winniong trades there is no chance that it is drawing down your initial capital, only your paper profits if you continue to hold some of the position and it reverses.
     
    #300     Oct 26, 2006