Spydertrader's Jack Hershey Futures Trading Journal

Discussion in 'Journals' started by Spydertrader, Dec 30, 2006.

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  1. .
     
    #1231     Feb 18, 2007
  2. Spyder

    Your example was helpful. THANK YOU!

    The primary reason I was waiting on the close of the 5 min bar was because I had a belief that this would help me avoid being "whipsawed" ie entering and exiting positions based on price noise. I was thinking that the 5 minute bar would better help me focus on the forest. I have to work on this internal dialog some.

    On the day of your example was there any more occurrances of the
    YM leading the ES that you can reference?

    Thanks again.
     
    #1232     Feb 18, 2007
  3. R/R

    R/R

    Yes I believe the 16:00 bar is an FTT using the same analysis that Spyder posted in his recent explanation to you. This is something I also had a problem rationalizing, but it was beaten into my head recently.

    The 15:55 ES bar expanded the volatility channel which is sloped upward. The 16:00 bar matched but failed to exceed the previous bar's high. Therefore it "Failed to Traverse" to the LTL using simple geometry.

    As a practical matter you probably wouldn't be trading these bars due to "end of day affects", but I just raised the example to further our previous discussion about intrabar traverse and retrace.

    If you look through Friday's chart you will see other examples of these 2 bar double tops and bottoms. Some aren't noted as FTT's because they occurred in the sub forest level.
     
    #1233     Feb 18, 2007
  4. Real World Chart Confusion example based off of TUMS graphics.

    On the attached TUMS chart I labeled in RED another possible channel.

    Below is my internal dialog/logic that I would of used that would of convinced
    me that my new channel is the correct one.

    1) Time Series A and E comparision - Prices are rising but Time Series E has
    lower volume series than Series A.

    2) Time Series b and d increasing red volume bars and series d relative to series b
    is showing increasing downside volume.

    3) Time Series d has more convincing downside volume compared to Series e upside volume.

    At this point I am convinced that I have identified the NEW DOMINATE DOWN CHANNEL.

    When I notice a BO of my NEW RED CHANNEL I willing accept that I was wrong and exit
    my short.
     
    #1234     Feb 18, 2007
  5. Thanks for your example 8833broc (and, of course, Tums!) - no doubt the 20 SMA came meandering through and provided enough support to thwart the continuation of the new 'red' channel :D

    The willingness of folks to share their 'homework' goes a long way in aiding the process of transference. Nice job guys!
     
    #1235     Feb 18, 2007
  6. 8833broc,

    Ignoring PV for a second, from a purely mechanical channel drawing point of view, you found a new point 3, right? So, "just draw it" is my motto. I'm not talking about entries and exits, I'm just talking about drawing channels.

    But getting back to PV, in my mind there is not enough information in the chart to say your new red channel is the new dominant channel. Why? Well, for me, the volume bars leading up to your new point 3 are missing. [I realize TUMS prolly excluded these on purpose for his example] Did we have increasing black volume up to your point 3 or did we have decreasing black volume (missing vol bars) at that point in time (NOW)? And what was the gaussian looking like after your point 3? Did we see increasing red there (NOW, a few bars later)?

    If I'm reading TUMS chart correctly, the decreasing black volume pushed price back to the RTL of the non-dominant traverse (NDT) of the forest channel. In other words, a R2B brought us back to the NDT RTL.

    But in the end, nothing wrong with drawing your new channel as you found a new point 3. Right? It's just PV didn't operate very long in that channel (as you mentioned). I draw a bunch of these non-operating channels everyday. The key IMO is to find the channels that "operate".

    spooz
     
    #1236     Feb 18, 2007
  7. R/R

    R/R

    Spooz - are you looking at the chart graphic with "time series A - e"?
    Doesn't this show decreasing black volume up to point 3 of the new red channel?
    I'm not sure we're looking at the same chart, or looking at it in the same context.
     
    #1237     Feb 18, 2007
  8. Hey R/R,

    We're looking at the same chart. I didn't really focus on the A-E sequence except for the last R2B. Yes, the last half of the last gaussian is decreasing black.

    But this gaussian doesn't push price to his new point 3, right? Since this is a hand-drawn chart maybe I'm off base but the last vol bar looks like it corresponds to price at the RTL of the non-dominant traverse (NDT). I would expect a theoretical R2B to do that. The volume bars AFTER this bar would be very important IMO. And in my mind price BO'd the NDT but the volume is not shown for this BO leading up to the new point 3.

    My point is that it would have been hard for me to say that the new channel was dominant (overall trend change) without knowing what the volume was doing at the new point 3, and after.

    spooz
     
    #1238     Feb 18, 2007
  9. R/R

    R/R

    Spooz - We're on the same page:)
    you just zoomed in alot tighter than I did. I read more into 8833's description and looked at the diagram only conceptually assuming the intent was diminshing volume up to the point 3.

    Now that I look at his volume diagram more closely he even stacked red/black and black/red volume bars at some of the peaks and troughs to show intra bar price action. He just needed to add another volume bar or two, but nice job.
     
    #1239     Feb 18, 2007
  10. Tums

    Tums

    Yes! the red lines. Great addition to the graph. I found myself caught by this "fade" too many times.
     
    #1240     Feb 18, 2007
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