Something very simplistic

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

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  1. zorak

    zorak

    I'm looking at the sterling-r04 feed on Qcharts. Going
    long at 874.50 at 9:43, stopped out at 9:50. The stop
    on the reverse was at 874.50, which was the exact
    high during 9:54 - 9:55. Then it proceeded to tank, of course.

    I've been wondering if perhaps I should do the stops
    differently...this is very common, my hitting the high or low
    of a timeframe, the bad way. Maybe it would be better to
    not set the stop, and just watch it...if it trades at 1 tick
    above the stop, enter a limit order at that point, at the stop.

    zorak
     
    #701     Oct 2, 2002
  2. Hey Faster!

    I have not placed live trades with it yet. I have used it with the demo and everything seems to work well. I have also placed live away from the market orders with it and cancelled them to be sure that works well. It does. It seems very responsive. All the data comes in fine.

    This method is so automate-able it could easily be done with Tradestation EasyLanguage and set in motion - monitored motion of course, but still such that the orders could be sent without approval.

    For me, I am making sure I have the keystrokes down pat before I jump in and get confused.

    One caveat... I should let you guys know the day I start so you can trade the other contract. That way you will be guranteed a winning day in your contract and spared the losing day in mine.
    You know how it seems to go!

    :)

    Btw, White, Wheat, or Sourdough?
     
    #702     Oct 2, 2002
  3. Zorak you are right, I am a pencil-necked lounge lizard.

    Does everyone else have 875 as the open of that 943 bar?

    Edit: I just went back and looked at time and sales. The las trade at 9:42:59 was 875 a 3 lot.

    The first trade at 9:43:00 was at 874.50 - a 5 lot!

    I'm going to call the CME and see what that first trade was.
     
    #703     Oct 2, 2002
  4. dbphoenix

    dbphoenix

    This is no longer a problem for me, for the most part, so add a big "never mind" to what you quoted.

    --Db
     
    #704     Oct 2, 2002
  5. Wellllllllll!!!! This is not good if I can't trust Qcharts T/S.

    The Merc just reported to me at 0843 CT a 5 lot traded at 875!

    Chumps! You know that is real money.

    Maaaan, it's always something.

    :mad:
     
    #705     Oct 2, 2002
  6. dbphoenix

    dbphoenix

    First, don't obsess over the 0943 trade. It happens.

    As for fiddling with stops, I've been doing so since the beginning and have come to the conclusion that Quah's stops are exactly right. But you may need to find this out for yourself. Nobody can tell me anything, and I'm not the only person like me.

    As for not setting the stop, the first time you lose your connection right after your order is filled but before you can enter your stop will be the last time you don't set your stop. As for being stopped out, I've learned over time that when I'm legitimately stopped out, I should try to understand the message that the market is sending me. Sometimes it's just the breaks. More often, however, it's a signal of a trend reversal, even though that reversal may be worth only a few points. This system assumes that when you're stopped out, you should take the reverse on the assumption that this is indeed the message that's being sent. And sometimes there will be a double-whammy. But if you look over the trade record, there have been very few.

    --Db
     
    #706     Oct 2, 2002
  7. zorak

    zorak

    Attached is my results sheet to date. First winning day
    today, whew. Still some entry errors, tho...twice I set the
    exit .50 too far. I'm stunned that at least one of them
    didn't fall just short of that mark and double-whammy on me.

    As for stops...it seems like every time my stop is hit, it
    turns out to be the high or low, and immediately rebounds.
    I don't mind taking the loss, but I don't know that I necessarily
    want to be first in line at my stop price.

    zorak
     
    #707     Oct 2, 2002
  8. Eldredge

    Eldredge

    Attached (I hope) is a screen shot of the first couple of hours of today's ES chart. This is using IB's feed with Medved Quotetracker. As you can see, it is a one minute with fast stochastics set at 34,34. Does this look about right?

    PS
    Thanks to those of you who helped me with the screen shot.
     
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    #708     Oct 2, 2002
  9. Eldredge

    Eldredge

    ES seemed to work, here is NQ.
     
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    #709     Oct 2, 2002
  10. ctrader

    ctrader

    Looks good... did you trade using this indicator?
     
    #710     Oct 2, 2002
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