SPM discussions

Discussion in 'Strategy Building' started by Jahajee, Oct 22, 2008.


  1. [​IMG]

    Have a cold one on me. Job well done this week TV.
     
    #241     Oct 31, 2008
  2. Bought SPY 97.73 sold 98.38. Had to hold thru some spikes. Still long IWM, I bailed that ling earlier and then got in. 98.38 target was R2 from pivots and also below 98.50 number resistance. On SPY I need to get more comfortable with those lurches. I think I will try to trade this with out performing ETF's in the future. SPY is a hard one.

    Easy to see in hindsight, but OIH jumped when oil leaped $2 in a few minutes. Anyway...
     
    #242     Oct 31, 2008
  3. SPM is very Zen in the sense that there is never any question of what the current trend and momentum of prices are.

    It only requires the ability to act with as little thinking as possible ... your thoughts about the market won't have any effect on it, price action will; and SPM is a method that enables you to read price action, as it is happening, not afterwards.
     
    #243     Oct 31, 2008
  4. Quark

    Quark

    That's for sure, and thanks! For me its "three greens, no reds!"

    Pilots know this is a good thing to hear during a landing checklist, and for a newbie day trader, I'm liking this a LOT after day three and up $833.80 overall. (I'm also up $195.20 in my IB account today using booktrader, which I found to be not that great for my trading.)

    I'm getting more comfortable letting winners run more as I watch the DOM and the chart. Today's best trade was +5.75 with the next best +5.00. I had two losers of -3.00 and -3.25. The other two winners were +.50 and +3.00.
     
    #244     Oct 31, 2008
  5. If you're with Interactive Brokers you have two options of for order execution software:

    High End
    Button Trader

    or

    Low End
    ZeroLine Trader
     
    #245     Oct 31, 2008
  6. Quark

    Quark

    JJ, thanks for the suggestions. I used ZLT some time ago and it was very good.

    I'm finding OEC's chart trader, combined with OCO stops and profit targets, is now working well for me.

    Thanks again for the ideas, and also for your contributions to these threads!
     
    #246     Oct 31, 2008
  7. This system back tests well but has some painful losing months. I like seeing these sim trades in real time. If you notice, the idea of a time based exit let this sneak out with some profits on trades that didn't move much. I am experimenting with a maximum dollar loss on day idea to cut the bad losing days but this concept didn't back test that well.

    So I'll try to occupy my thinking productively with this system. Only been trying to code and backtest since August.

    Meanwhile I am getting used to the idea of first having an overall direction, second having a signal one way or the other, and finally watching 2min bars against the 3SMA+1 to see about getting a nice fill price. As long as I can abandon any concepts fast, I can get some nice trades. As in, all of a sudden there were nice shorts this afternoon.

    <img src=http://elitetrader.com/vb/attachment.php?s=&postid=2155134 width=800>
     
    #247     Oct 31, 2008
  8. Stop mixing discretion with automation. There is no way I can instruct a computer how I trade in real time, no way at all.

    TV
     
    #248     Oct 31, 2008
  9. GiantDog

    GiantDog

    How about NinjaTrader or BracketTrader? How would you rate these two?
     
    #249     Oct 31, 2008
  10. BracketTrader is another Interactive Brokers specfic order entry platform, I don't have any experience with it, but I like having access to a DOM, so I wouldn't use it.

    NinjaTrader has a lot of good attributes, abut I personally don't like how it combines being a fast order entry platfrom (with DOM) for intra-day scalping with being a full scale automation software as well.

    Those are two distinctly different markets (see The Voyager's post), and they should split their application up so that you don't get the overlap, because what that does is:

    a) makes it a resource hog, and
    b) makes it too expensive for what I want to do (scalp, analyze my trades and call it a day)

    Having said that, it's one of the few really stable platforms which has a decent DOM and is used across the board by a wide number of different brokerages (at least NinjaRay is doing that much right), so it wins in the Order Entry App War, hands-down and most likely has dominant market share (but don't quote me on that one! :p ).
     
    #250     Oct 31, 2008