Spydertrader's Jack Hershey Futures Trading Journal

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

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  1. MY TRADES FOR THE DAY:


    Symbol Side Qty Res Price Status ExchTime
    ES/MAR08 B 2 0 1473.25 Normal 09:35:03.000
    ES/MAR08 B 1 0 1474.00 Normal 09:41:31.000
    ES/MAR08 S 1 0 1473.50 Normal 09:42:08.000
    ES/MAR08 S 1 0 1474.25 Normal 09:44:28.000
    ES/MAR08 S 1 0 1473.00 Normal 09:54:53.000
    ES/MAR08 S 1 0 1459.00 Normal 12:29:02.000
    ES/MAR08 B 1 0 1458.75 Normal 12:29:44.000
    ES/MAR08 B 1 0 1462.75 Normal 13:06:47.000
    ES/MAR08 S 1 0 1466.25 Normal 13:13:21.000


    Trade 1: Buy 2 @ 1473.25 Reason: Pt 3 on a right trend line and increasing black volume
    Buy 1 @ 1474.00 Reason: User error
    Sell 1 @ 1473.50 Reason: Price broke our right trend line
    Sell 1 @ 1474.25 Reason: " "
    Sell 1 @ 1473.00 Reason: " "

    Trade 2: Sell 1 @ 1459.00 Reason: On right trend line in down channel on the MA
    Buy 1 @ 1458.75 Reason: Volume dry up following an FTT

    Trade 3: Buy 1 @ 1462.75 Reason: BO of down channel on increasing black volume
    Buy 1 @ 1466.25 Reason: Taking profit on decreasing black volume

    Result: +4.00 points
     
    #8851     Dec 19, 2007
  2. My first trade of the day...

    Entered Long @ 10:04:07, 1470.75
    Covered @ 10:08:09, 1473.00
    +2.25

    I waited for the B2R to complete on bar 7 (10:00), intrabar. FBO'd my steep tape. The intrabar shift had me anticipating another B2R and I ending up entering mid-channel. Increasing black came in and I held until price started to retrace a bit. I glanced at the DOM, thought I saw a wall on the ask, and covered.

    I guess the entry was a bit late but it did take some patience on my part to wait for the R part of the first B2R. In hindsight, I see my exit was very close to the YM LTL. I don't recall sweeping this at the time.

    Note: my chart snippets were re-created from replay.

    spooz
     
    #8852     Dec 19, 2007
  3. bi9foot

    bi9foot

    M: YM heading higher on lower volume, next bar YM is red, with Increasing Red PRV.
    A: Looks like YM is starting to turn
    D: Possible FTT
    A: Short

    Once in the trade,
    M: ES volume is very low compared to prev bar (possible flaw).
    M: YM in a formation and at RTL
    M: YM PRV looks low
    D: Flaw on the ES
    A: Reverse long back into dominant trend.

    Result +0.75

    The snips inside the yellow boxes is the ES and YM at entry.
     
    #8853     Dec 19, 2007
  4. bi9foot

    bi9foot

    M: YM heading down. ES heading down
    A: Price still in down trend
    D: Previous reverse was too early
    A: Go flat

    Net result -1.


    EDIT: Have to go to daughter's school concert. Will continue when I get back.
     
    #8854     Dec 19, 2007
  5. bi9foot

    bi9foot

    Entry
    M: YM stalls going down on lower volume and turns and breaks pink down channel
    M: ES breaks blue down channel
    A: BO of down channel
    D: Resumption of up trend
    A: Enter long

    Exit:
    M: YM PRV is high but price is stalling. Price then turns down
    A: YM is heading down
    D: FTT
    A: Reverse to go short


    Net result +2 points
     
    #8855     Dec 19, 2007
  6. bi9foot

    bi9foot

    Entry was reverse of trade 3 above.

    Exit
    M: YM walks out of down channel
    M: Formation FBO on YM. (Exit formation on lower red volume and strong black volume)
    M: Huge Black volume bar on YM
    M: ES @ 20 SMA, and volume overall is in a decreasing trend
    A: YM done with it down move
    D: Resumption of uptrend
    A: Reverse Long

    Net: 2.75

    Notes:
    - Disappointed to exit here as I missed the best move of the day.
    - ES is a carbon copy of a recent discussion about point. I annotated it (grey channel). On seeing the black bar, I was convinced we had a FTT :(.
     
    #8856     Dec 19, 2007
  7. bi9foot

    bi9foot

    Trade 5: Wash to go flat as FTT did not materialize.

    Net -0.5
     
    #8857     Dec 19, 2007
  8. Daily ES chart December 19/07.


    [​IMG]
     
    #8858     Dec 19, 2007
  9. bi9foot

    bi9foot

    referring to point 3 channel discussion with spyder a few days ago.
     
    #8859     Dec 19, 2007
  10. bi9foot

    bi9foot

    Entered short on the increasing red prv on the YM and ES.

    - The next YM bar was flawish volume.
    - The next ES bar volume was flawish (30K vs 10K)
    - We had a pennant formation on the ES and when it started to exit the formation I exited my position.

    Looking back at the YM, it was heading higher on lower black bars (but it was not something I noted then as I was watching the ES price bar). Was up 2 points at one point.

    Net -1.75
     
    #8860     Dec 19, 2007
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