"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. page 58 ... there were no takers
     
    #381     Oct 27, 2006
  2. Buy1Sell2

    Buy1Sell2

    If you change the profit targets higher then the profit targets on both sides of the comparison need to be changed higher. The system that allows the full position to run to the target will beat the system that scales out every time. If the system being used is flawed in terms of winning expectancy or doesn't have the proper Reward/Risk Ratio then you may lose money, but you will lose less by not scaling out. It's simple.
     
    #382     Oct 27, 2006
  3. volente_00

    volente_00



    1 to 1 rr


    The flaw is you are assuming that you can exit at the exact top or bottom on every trade in order to beat the scale out method results.

    Do you disagree with my position size argument ?

    It does not matter if i trade for 2 point targets while your trade for 10 as long as my size is 5 times as much. With a 1 to 1 that results in the same exact monetary risk as you but odds are I will get multiple trades in while your are still waiting to ring that 10 pointer.
     
    #383     Oct 27, 2006
  4. Buy1Sell2

    Buy1Sell2

    If my system calls for 10 points and yours calls for 2 points, we would both have done research on determining what our winning percentage expectancy should be. If I am trading the 10 point system, then I let the full trade run to 10 points instead of scaling out. If you are running the 2 point system, then you let the full trade run to two points. That is all I am saying. I am not arguing whether a 2 point system with larger leverage can beat a 10 system with less leverage. That's an entirely different discussion. What I am saying is that within a system, let's say the 2 pointer, you should let the full trade run to the full 2 points instead of scaling out. Period.
     
    #384     Oct 27, 2006
  5. volente_00

    volente_00


    You are once again assuming that you know exactly where top or bottom will be, if you were confident in that you would not average into entries. So say the trade only runs 9 points towards your target, do you take any off, or do you sit there greedy for that last point and watch it reverse and then it goes on to take out your 10 point stop ? Do you see the point of scaling out now ?
     
    #385     Oct 27, 2006
  6. Buy1Sell2

    Buy1Sell2

    No I am not saying that. What I am saying is that a person can reasonable define how far the market moves after their signal and can come up with a system that allows you to exploit the range of the instrument. Whether you have defined a system that picks 30 percent winners or 70 percent winners, scaling out is always going to provide a less profitable system over time.
     
    #386     Oct 27, 2006
  7. Buy1Sell2

    Buy1Sell2

    No I am not saying that. I may be better able to define tops and bottoms, but that has no bearing on this discussion. What I am saying is that a person can reasonably define how far the market generally moves after their signal and can come up with a system that allows you to exploit the range of the instrument. Whether you have defined a system that picks 30 percent winners or 70 percent winners, scaling out is always going to provide a less profitable system over time.
     
    #387     Oct 27, 2006
  8. Buy1Sell2

    Buy1Sell2

    Done and Done


    Four ES Contracts 50% win ratio versus Four ES Contracts 50% win ratio scaling out at half target.

    9 pt target 3 pt initial stop loss

    1st example with 20 trades
    10 winners for 9 X (4 conracts) = 360 pts ($18000)
    10 loser for 3 X (4 contracts) = 120 pts (-$6000)
    Net profit $12000


    2nd example with 20 trades
    10 winners for 9 X(2 Contracts)=180 pts ($9000)
    10 winners for 4.5 X(2 Contracts)=90 pts ($4500)
    10 Losers for 3 X(4 Contracta) =120 pts (-$6000)
    Net profit $7500

    Money can be made scaling out, but it is inferior behavior.
     
    #388     Oct 27, 2006
  9. As long as you keep posting the above, I will continue to post the below, so address this issue directly for once please.

     
    #389     Oct 27, 2006
  10. Why are your scale out prices always less than the profit target price?

    TNG
     
    #390     Oct 27, 2006