Spydertrader's Jack Hershey Futures Trading Journal

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

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  1. Learned something from your charts actually.

    When on a downward trending channel and you have a breakout you add another parallel channel line. This line extends the channel wider so you can still see the overall "Forrest".

    I see it as the trending channel being the ground floor when moving lower and when there is a breakout you add another parallel channel line as adding in a basement.

    On the other side when trading in a nice upward channel and there is a breakout to the upside of the channel, you add another higher up parallel channel line. This is like trading on the 2nd floor and adding an attic.

    By adding an attic or basement to your channels you expand the house but keep the structure. This way when the market reverses you still have your original point of reference on sharp volatile days like today.

    For example, from 11:00 to 12:30 we had a very nice Forrest Ground Floor channel moving lower. At 12:30 or so bar we had a breakout lower that pulled back and then moved lower again and pulled back allowing a new basement to be added. The basement was wateright and did not leak and in a bar or 2 we had a new move back to the ground floor of the house. At around 1:00 the price moved to the 2nd Floor but no new attic was reached and price continued to move lower.

    Your chart shows this perfectly.

     
    #1731     Mar 2, 2007
  2. Attached is a chart which annotates what I was referring to below.

     
    #1732     Mar 2, 2007
  3. We call those lines, 'Volatility Expansions.' When you see them, begin to look for an FTT.

    - Spydertrader
     
    #1733     Mar 2, 2007
  4. Today's ES Chart. If you have questions after reviewing the chart, please do not hesitate to ask. Please note how I annotated the Gaussians compared to your view at the time.

    - Spydertrader
     
    #1734     Mar 2, 2007
  5. Today's YM Chart

    - Spydertrader
     
    #1735     Mar 2, 2007
  6. Jack points out that YM is more volatile than ES. Think about this. It is more volatile because of less liquidity, obviously. You have a lot of very "smart" people trading both. You can bet that they are pretty much in synch and enter/reverse around the same time in both contracts. Where is this move going to show up first?
     
    #1736     Mar 2, 2007
  7. We are gathering data sets that lead to a conclusion: continuation or change. During the monitoring and analysis (MA) phase you have to also ask What Wasn't That (WWT)? On my recent NK chart I annotated it with exactly the phrases you use (More like B2B / WWT - not B2B etc.). The potential TLs you discount as no longer possible are as important as the ones you leave working in helping you reach your conclusion.

    This is an incredibly powerful shift in mindset. (Difficult to code and backtest by the way - we are getting to the early stages of sports memory processing the NOW.)

    Great observation.
     
    #1737     Mar 2, 2007
  8. Spyder,

    Today I used MAK's excellent PRV tool in addition to having my 5-min ES and 2-min YM charts on my screen. The PRV worksheet is a great tool to monitor the bar volume. I also had a 15-min ES chart that I looked at every so often to make sure I was getting a bigger picture view. So I'm wondering about what would make an efficient hardware configuration so that one can clearly see the PRV model, the 5-min ES, the 2-min YM and perhaps a bigger ES view. I have a 22" monitor but everything seems cramped. I can switch views the views back and forth, but that gets annoying. Also, because MAK's model eats quite a bit of CPU time, I'm thinking of running that separately on my laptop. I'm curious how many monitors you use and generally what kind of setup you use and generally any recommendations you may have to make the process as efficient as possible. I'm sure others have wondered about this as well. I hope I'm not sidetracking the discussion, but was just wondering (and thinking ahead!)
    Thanks.
     
    #1738     Mar 2, 2007
  9. Pr0crast

    Pr0crast Guest

    my squeaky cleaaaannn forest chart
     
    #1739     Mar 2, 2007

  10. There is a plainly visible mistake in your chart.

    Should I mention it ? :D
     
    #1740     Mar 2, 2007
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