"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. Or "Blanket statements are inferior behavior".

    Then again, if it was "Scaling out is inferior behavior for my method", no one here would give a shit :)
     
    #321     Oct 26, 2006
  2. Scaling out that way is definately "inferior". However, this seems to be more of an argument for accurate price targets. If you scale out first at your price target and then let it run you get different results, especially if your price target is not very accurate in relation to the high.

    To me, the only question is how do you know the second trades were scaled out at 4.5? You assume by "scaling out" you are selling the first bunch BEFORE the price target, not after.

    My question to you is, how do YOU pick your price targets. You seem fairly certain that they are as good as can be....

    Thanks,

    TNG
     
    #322     Oct 26, 2006
  3. Buy1Sell2

    Buy1Sell2

    Put any price target in there or any stop loss, including a scenario where you let the rest run. This is the main point of my discussion and assertion here. The math doesn't lie. This argument is not dependent on what your system is. That's why a "banket" statement can be made.
     
    #323     Oct 26, 2006
  4. We've been over this already -- in retrospect, the scale out will always prove inferior to the "mathematically" determined optimal exit. It doesn't hold in real time however, where scaling out can prove more profitable in changing conditions in regards to method X. You are letting after-the-fact math fool you.

     
    #324     Oct 26, 2006
  5. That doesn't make any sense to me. I'll set a price target of 2 pennies, and let the rest run. You're telling me that selling it all at 2 pennies will ALWAYS be more profitable then leaving half on and letting it run higher or lower?

    TNG
     
    #325     Oct 26, 2006
  6. What b1s2 will say to you is that, given that you made more money scaling out than exiting all at 2 pennies, that your 2 penny target was wrong, and should have been higher. Now, how you realize this beforehand and apply this way of thinking in real-time is beyond me.
     
    #326     Oct 26, 2006
  7. Well then, the title of the thread should be "setting inferior price targets is inferior behavior"!!

    :D :D :D

    TNG
     
    #327     Oct 26, 2006
  8. Yes, that's the essential problem. I hate to say this but anyone with any trading experience understands that it is impossible to know in advance the optimal exit point. A number of people have pointed out the same thing here but the OP isn't buying it. Either he's some sort of super-trader or...
     
    #328     Oct 26, 2006
  9. Buy1Sell2

    Buy1Sell2

    Just type that example up for me so I can see. Make certain that the final price target on both sides of the example is "letting it run".
     
    #329     Oct 26, 2006
  10. I'm not 100% sure what you are asking for, but here is an example (although not a real trade I've done, but definately an example of what I have done in the past).

    TNG

    Edit: screwed up the image, will post it again.
     
    #330     Oct 26, 2006