"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. Bawahahahah :D .

    I'd say hold for at least a week or so ...

    So long as you have the $800K required for overnight margin.
     
    #351     Oct 26, 2006
  2. I thought that you said you were a trader Jimmy!!
     
    #352     Oct 26, 2006
  3. A sincere thanks for the thread B1S2, you've helped me resolve my own questions about scaling-in/out with the input of a lot of good traders.

    The strength and conviction of the viewpoints argued shows that this is a key part of any successful trading methodology, one which is just as important as when to enter a position.

    For what it's worth (to me at least) I'm with you 100%, taking profits too early turns a great system into being merely good, and makes a good system just barely so. Anything else is going to end up below Zero Line threshold for profitability

    Regards and Good Trading,

    Jimmy Jam
    :)
     
    #353     Oct 26, 2006
  4. It's funny.

    I came to the conclusion that no one here bothered to properly test their theories out. Just a lot of single examples without any sort of solid statistical support to back up the idea.

    Frequently, that's ET...
     
    #354     Oct 26, 2006
  5. You mean "Elite Academic Trader"
     
    #355     Oct 26, 2006
  6. Actually I tested out different models for scaling out of positions for years before coming to the conclusion that it was better (for me) to scale into positions and hold them for the duration of the move.

    As I said before, B1S2's, austinp's input is good confirmation, without which I would still have my data, but sharing information with other traders can be a good thing.

    Talk what you know.

    JJ
     
    #356     Oct 26, 2006
  7. <i>"I came to the conclusion that no one here bothered to properly test their theories out. Just a lot of single examples without any sort of <u>solid statistical support</u> to back up the idea."</i>

    Statistics... you can prove either side of a discussion with statistics.

    I would say it has been well defended that scaling out works for some in real time, with real money tugging at real emotions. I would also opine that letting profits ride longer than one can stand and/or use of trailed stops instead of outright exits for partial positions will invariably make more money (using most methods known to man) when trading eminis.

    Eminis and stocks trade differently on a short-term basis. Anyone who has seriously done both knows exactly how that is. Managing trades for each market also differs, IMO.

    Very interesting thread... I learned quite a bit from members here on both sides of the discussion who seldom chime in with posts. Thank you for the valued input, and we hope to hear from y'all plenty more!
     
    #357     Oct 26, 2006
  8. I'm glad you found an approach that was optimal for you. My point was the discussion here has not shown any one exit strategy or another to be superior. The most I can conclude from the discussion is that no one has presented a convincing argument for one side or the other -- which is pretty typical of ET discussions.

    Having said that, the examples posted by BS12 are flawed. That's not to say that the strategy is flawed just the examples don't prove the case.

    As for "talking what I know", I've traded systematically for over a decade now and have tested all kinds of ideas with many different types of money management. My own opinion is more along the lines of different horses for different courses. Generally speaking, I find the market tends to school those who come from an absolutist point of view on just about any approach.

    Just my $.02
     
    #358     Oct 26, 2006
  9. Well,

    I agree with your overall point of view.

    But I do think backtesting/statistical analysis is the way to go if you want to make a living in the long run. That's not to say it's the only way but it's the only way that's worked for me. Any woolly approach tends to suffer when market conditions change -- remember the post dot com carnage. A few intuitive types are able to spot it and adapt in time. Others just chew up their accounts..
     
    #359     Oct 26, 2006
  10. It's like me saying "Selling the top is the best way to exit a long trade", then pulling out example after example where I'd point to the top and say "Yep, I'd sell out here". It's an illusory application of a rear-view mirror "proof".

    Granted, I believe he is honestly posting what he feels is best for his own trading method, and agree that most traders will benefit from learning to sit on their hands longer in profitable positions, but otherwise . . . well, it was a good discussion in any case.
     
    #360     Oct 26, 2006