Some observations on scalping Crude

Discussion in 'Commodity Futures' started by gurucandidate, Feb 25, 2007.

  1. Surdo

    Surdo

    It was meant to be rhetorical!
    I enjoy reading your blog.
    I sent you a link I use as well.

    el surdo
     
    #111     May 22, 2007
  2. The last few days have been pretty wild. I actually have been trading more ER2 because of the tension in that market is greater at the moment.

    I start trading CL around 7:30 EST and in most days I am well ahead by the time open outcry starts, usually pulling of 5-6 3-4 point scalp trades but this week during the regular session I kept giving it back and I became very conservative. It sure saved me.

    I was thinking: why is it that I do uniformly well in pre market? Finally I realized why. One of the tools that I use is OBV and as the regular session approaches the order flow is getting bigger and I guess OBV is showing which way it is swelling.

    I have been using IB's TWS for order entry and TS charts (I only use my TS account to make swing trades) but neither of them have the right combination of features. For example over time I realized that the best time scale for my style of trading is the 15 second chart. In TWS it only covers 5 minutes, not enough and TS does not offer second increment charts at all. I started looking at different front end systems like Buttontrader and Ninjatrader but settled on Sierracharts with TWS. Sierra can be set to any second increment. Now I have all three TWS, TS and Sierra open while I trade.

    As far as keeping an eye on the spreads, I gave up watching the spreads for scalping purposes.

    Regards,

    GC
     
    #112     May 24, 2007
  3. Interesting.

    It doesn't surprise me that you do better pre-market. I think it has to do with the number of ticks you scalp. During RTH, I think it would be nearly impossible to control your risk on that tight of parameter. I think the market RTH can move 10 ticks for next to no reason at all.

    Pre-market I would think the market is somewhat quieter and tamer.

    Personally, I don't see how you can effectively trade for 3-4 ticks. Sounds like you're doing it though.

    OldTrader
     
    #113     May 25, 2007
  4. OldTrader,

    I am fading moves that seem to be exhausted.
    After a good move you see price vacillating and you would be surprised how many 5-6 point gyrations happen in a period of a minute or two.
    Actually the wilder the market is the easier it is to pick the extremes. The hardest is a quiet market that is creeping up or down.
    Sometimes I scale into it but then I have to be very careful to take it back if the fluctuations tighten. Lately I have been training myself to trade with the move.
    There is a background of technical info in front of me on different time scales: volatiity bands, oscillaltors, obv, etc. which helps to pick these spots.

    GC
     
    #114     May 25, 2007
  5. I should have noted above that I am trading ones ands twos, but it adds up. Only when the market is very busy could one do it with size, and then one has to deal with with the management of partial fills.

    I am swing trading and scale trading some other futures in a separate account from scalping.

    PS: perhaps I should be called the OlderTrader since I am in my 60's.

    GC
     
    #115     May 25, 2007
  6. good day ......

    it seems like oil found support around 64.00 so I'm going long @ 65.36 w/ a stop loss at 63.20. The trading range is getting tighter, meaning a potential up side break (or down) is near. Should be very interesting. Enjoy the rest of your long weekend and good trading :)

    www.liofmc.blogspot.com
     
    #116     May 27, 2007
  7. LOL. Depends on how far in the 60s you are. I'll be 62 in latter June. I automatically assume I'm older than anyone postingat ET.

    OldTrader
     
    #117     May 27, 2007
  8. Will you buy your position pre-market? Or will it only be during RTH?

    Good luck with it.

    OldTrader
     
    #118     May 27, 2007
  9. I suggest one does not trade CL or QM at this time in early Asian trade .... the spread is way to wide
     
    #119     May 27, 2007
  10. #120     May 29, 2007