Spydertrader's Jack Hershey Futures Trading Journal

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

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  1. Vista

    Vista

    Ivo,

    I think the answer to your question concerning the 10:20 ES bar(flaw or no flaw?) is in your YM chart. This is the way I see it.

    10:18 bar was Decreasing Black Volume

    10:20 bar was Increasing Red Volume

    10:22 bar was Decreasing Black Volume

    10:24 bar was immediately red and breaking thru RTL (on probably increasing prv)

    I think that sequence made it fairly convincing that change was on the way and the 10:20 ES bar wasn't going to be a flaw, even though it had the 'rule of thumb' flaw volume.

    Hope that helps.


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    #5791     Sep 17, 2007
  2. Hello David - found this interesting, as I was "skype-ing" with one of your 'old' partners today during this time. We had just discussed the possible smallish 13,30 R2R, and then the two decreasing black (green) vol bars, and were actively seeking the Pt. 3 down.

    I wanted to try and relay a few things that have slowly started to stand out in my mind during all these months;

    - Pt. 3's almost always go a few more ticks that what one expects

    - I have seen this same "three black bar" pattern many times around a Pt.3. And as you mentioned, while viewing 'live', it looks like the beginning of the next dominant traverse, when considering the increasing prv of the third black bar. However, this same bar often reaches its extreme during a "quick flourish" (an exhaustive type move, if you will) and the reversal is quite sudden.

    - Repeating Bearbelly's reference to kosher (or maybe what I'm gonna say is more akin to heresy :) ) I also try and 'anticipate' at what level 'ye ole S/R ' may play into the Pt. 3 reversal. ( I employ a 28 tick chart for these observations)

    -I don't know if my interpretation is correct, but I must first see some type of R2R on the move from Pt 1 to Pt 2, before eagerly scouting for Pt 3. This is on a finer resolution than the forest view - notice how Spyder's gaussian formation during this same time today appears, compared to my annotation.

    For what I know, all the above may be a load of hogwash, but I personally have witnessed this same scenario numerous times, so thought it was worth mentioning.

    Best of luck ...

    P.S. Tums mentioned Tiger Woods last night in a post. Today, an issue of Sports Illustrated just appeared on our kitchen counter, with the cover story about Tiger (my wife says she doesn't know where the mag came from, and I know I have no idea - very strange. She thought maybe in the mail, but I'm not a subscriber, and it was the 04/02/07 issue - hahaha) Anyways, the author of the article included a quote from a Japanese poet - Kenji Miyazawa:

    We must embrace pain and burn it as fuel for our journey

    Something to consider during the tough times :D
     
    #5792     Sep 17, 2007
  3. nkhoi

    nkhoi

    of course it's correct, R2R, B2B = change = p1 of the new direction near by.
     
    #5793     Sep 17, 2007
  4. Would you say more often than not you see this type of thing? For me this is more of an exception. But then again, the xo are not hyper for me.

    Usually here, I watch the accumulation and note which side of the DOM is falling out. In actuality, only 2 things can happen, either the bar "clears" the RTL or it FBOs. What you describe is going to be on a bar that is relatively low volume. In other words, on faster paced bars, the action will tend towards a cleaner break. For slower paced RTL BO/FBOs, I reinforce my dataset by sweeping the more finer details like the DOM, cumulative bid/ask volume, especiallly STR/SQU and YM. It is only a 5M bar, the flip flopping, which for me is the DOM 2 pairing, can only happen so many times. I usually consider myself to be early to the party, call it 3 ticks if you will. So while you may see P flip flopping across your RTL, I am sweeping the tick chart to see the DOM BID/ASK 2 pairing away and watching closely for one of the pairs to start STICKING and for a spike to begin which would then tell me otherwise.

    As for the "ultimately", there is no waiting several bars to evaluate whether the action was right. Ultimately, it either is a XO/BO or FBO. Volume picks it off a good deal of the time. If I am taking action at a RTL, then I am already late to the party since the FTT was before the RTL. The RTL is my safety net for doping around and not seizing the FTT. If I am being snotty, I restrict myself to 2 actions per bar, REVERSE for XO/BO, RE-REVERSE for FBO. The characteristics for XO/BO is usually very different than for an FBO. It may be worthwhile for you to sort out the particulars so that you can recognize them...

    MAK
     
    #5794     Sep 17, 2007
  5. cnms2

    cnms2

    Which kind of flaw did you think there was?
     
    #5795     Sep 17, 2007
  6. cnms2

    cnms2

    # of tape changes >= # of level 1 changes >= # of level 2 changes >= ...

    If you trade al level N and monitor at a lower level, you'll get a number of change signals that will translate in actual changes at levels up to N-1, but they won't induce change at your trading level.

    There's a give and take between identifying the change earlier, and misidentifying it. The finer the tool, the more wash trades you'll have. Important is to quickly identify when you were wrong and take action.
     
    #5796     Sep 18, 2007
  7. cnms2

    cnms2

    This is very similar to IF1 IF2 APA.
     
    #5797     Sep 18, 2007
  8. cnms2

    cnms2

    When the previous bar sits on RTL I wait for the current bar to BO the previous bar's end too. This happens more often on steeper tapes.
     
    #5798     Sep 18, 2007
  9. cnms2

    cnms2

    I am long. I think I recognize a flaw. I take action: hold. I anticipate the behavior of the price and the volume. My anticipation is not confirmed. After all it was not a flaw, but a change signal. I take action: reverse / exit. I continue MADA.

    At any level of expertise, at any level of monitoring, there'll be times when you'll be wrong. The right attitude is to recognize it, better sooner than later, and take the appropriate action. Don't give it a second thought until debriefing! Don't attach any emotional reaction to what happened!

    Quite often people remain stunned: "It didn't happen what was supposed to!". This is counterproductive, and a "four letter word": prediction :)
     
    #5799     Sep 18, 2007
  10. Moz

    Moz

    #5800     Sep 18, 2007
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