Something very simplistic

Discussion in 'Journals' started by Quah, Sep 11, 2002.

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  1. you are so right. this has been my #1 trading problem. i have WAY too many ideas for every little nuance of trading. if x does this then maybe y should do this. then if y does this what is the optimum value of z...and i go on and on never stopping to focus on something.

    anyway, i agree. i need to learn to take one thing at a time and keep my other thoughts under control..like just put them on file somewhere. heh
     
    #201     Sep 18, 2002
  2. Quah

    Quah

    Lord know's I have a notebook of scribblings of just those types of thoughts. Never fails, when I go back a week later to read them and see if they have any merit, I can't for the life of me figure out what in the hell I was talking about when I wrote them. :)
     
    #202     Sep 18, 2002
    DTB2 likes this.
  3. Quah

    Quah

    Hmmm. Think about how many points you'd make if you didn't feed your cat for a few days. That would be a lot of meowing. :D
     
    #203     Sep 18, 2002
  4. Let me get this straight.. So you wait for the clock to strike lets say 9:33.. than at 9:33:01 you place a limit order to go long or short at the open of the newly formed bar in progress?

    In my opinion if your strategy continues to work and you make a nice chunk of $ .. the brains on this thread should all get together and make an API for TWS that is customized for this type of trading plan. This would allow the novice to use your system w/o being too involved with entering and canceling orders. It should be automated as much as possible to avoid possible wrong order entries.

    Overall, like I said before this is the best thread I have ever read on this site. Your strategy is simple, appears to work so far, and is unique.

    --MIKE
     
    #204     Sep 18, 2002
  5. Quah

    Quah

    Yes, but of course I'm not watching the clock - just waiting for the 9:33 bar on my chart to open (which I have marked ahead of time) - and then clicking the mouse on the price, or quickly changing the price on TWS.
    .....
    Thanks - I'm glad it's generated so much discussion and interest.
     
    #205     Sep 18, 2002
  6. sherif24

    sherif24

    Quah,

    You made a comment about using the system on GE stock, for example, in an earlier post. I'm curious if you've used it yet in a stock, perhaps a noisy OTC with high correlation to the NDX futures or something like that...

    Also, let's say the strategy one day becomes invalid for whatever reason known or unknown. How do you know to move onto something else before it erases prior gains...do you have a predetermined cutoff point and how did you arrive at that point?

    I realize that question isn't unique to your system, just curious what your plan would be.

    Thanks for the interesting posts.
     
    #206     Sep 18, 2002
  7. dbphoenix

    dbphoenix

    NQ Trades

    9:33 S 889.50 +3.00 (2:00)
    9:35 S 887.00 -1.50 L 888.50 +3.50 (4:00)
    9:38 L 888.50 +3 (1:00)
    9:43 L 889.00 +3 (4:00)
    9:51 L 895.00 -3.50 S 891.50 +3.50 (15:00)
    10:04 S 889.50 +3.00 (8:00)
    10:25 S 890.50 +3.00 (7:00)
    10:59 L 882.00 +3.00 (11:30)


    I may have missed something in your earlier posts about stops. If so, my apologies. But why did you exit the 0935 trade at -1.50? Why not let it go to the loss limit before reversing? Or did you decide to use the top of the previous bar as the stop since the trade was going against you?

    --Db
     
    #207     Sep 19, 2002
  8. ctrader

    ctrader

    Its because Quah has decided that if he is still in a trade when the next trade starts, if the next trade is in the same direction as his current trade, he just adds a new contract and manages it as a separate trade.

    if it is in the opposite direction, then he flips the first trade, AND also takes the second trade.
     
    #208     Sep 19, 2002
  9. dbphoenix

    dbphoenix

    So the 0935 trade was held because it didn't reach a 3.5pt loss and was flipped at the open of the 0938 bar?

    --Db
     
    #209     Sep 19, 2002
  10. I have just read thru all 35 pages and I am left with only one question for Quah.

    Please, will you share the settings of your 2 minute stochastics?

    I understand that I can use anything, but I want to se what you are using. Thanks.
     
    #210     Sep 19, 2002
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