Techniques for Day Trading the ES, NQ, YM, MES, MNQ, and MYM

Discussion in 'Journals' started by volpri, Sep 26, 2019.

  1. You are correct. And so how to trade it. I like to mark the high and low closes
    at intervals to create smaller trading ranges within. Then I scalp out
    Also important to have the tools (and the skills) to determine the larger
    context. What I mean by that is that you take the trades in the direction
    of the larger (recent) move anticipating what price action traders call
    "market inertia"
     
    #1881     Mar 15, 2024
    birdman likes this.
  2. Traded the overnight market, and as usual, not able to sleep just yet
    For the folks I work with, this is the most challenging part of the curriculum
    and for those who are thinking is this guy a vendor, Nope, I train folks by
    reference only (from funds primarily). I don't work with retail traders
    What I show in the attached chart is a slimmed down version of my
    framing technique. I have a basic "Key Reference" from which all decisions
    are made. The idea is to simplify so that when the markets are moving
    I can look at the behavior and decide quickly whether to enter of stand
    aside and monitor. This is what I call a "Typical End of Week Scenario"
    Overnight (London Market) the computers that monitor for specific words
    see response to Economic News at about 5:30am PST in the US. They
    are programmed to take profits based on the response to the reports
    and then the market falls into a trading range. Skilled participants know
    this (its not a secret) and they watch and "go with" that reaction after
    5:30. I have heard Linda Raschke use the terminology "Stealing the Trade"
    The bottom line is simple. Context (in this instance, weekly context based
    on economic news) is "everything". I would ask you what would you rather do
    stay up late and trade the overnight market, or get chopped up at the open
    this morning, trying to figure out where to get long or short? or wondering if
    its going to reverse back up?
     
    #1882     Mar 15, 2024
    beginner66 likes this.
  3. Here is a chart showing the day's price action. As mentioned previously, automated trading
    allows the big institutions to "steal the trade" by cascading the market down after the economic
    reports came out. This is a typical scenario, meaning it can happen when some of the institutions believe they know (or are willing to predict) what the reports will say. earlier in the
    week they position themselves by accumulating inventory then they mark that inventory up
    (or down) and take profits throughout the night. As mentioned, Linda Raschke first mentioned
    this strategy many years ago, so it has been "known" (by professionals) for a long time.

    Regarding SunTrader's comment, yes this is Trading Range behavior. A good rule of thumb is
    when in doubt assume trading range. Mark the nearest swing high (close) and swing low
    (close) and watch for a retest. Continue as new swings occur. What you will start to see is
    the outline of the range and (eventually) it will produce tradable entries. This is part of the
    process of learning to handle trading ranges.
     
    #1883     Mar 15, 2024
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  4. volpri

    volpri

    Too much emphasis on market manipulation theory. It is a market. It is going to move to where more transactions take place. It will be in TRs when bull and bearish institutions are about even in applying probing pressures. Then one side wins and the market has BO and moves to another level.

    There is no concerted, combined effort, by the institutions to rip off us retail traders. They are trying to take money from each other and produce more transactions. In the process we get in their way with our potato chip money and our SLs get hit so we “think” ….oh they are out to “get” me on my little 5 minute chart……You and I mean, little to nothing, to them.

    Besides on any report coming out there will be bearish and bullish institutions that each have their own opinion. That is why you get volatility on such reports until one side wins and market trends in a certain direction for the session. For a while. Then it will probe back and the other side wins.

    The chart is a graphical interface that simply tells which side is winning for the moment (as in BOs) or are if they about the same in terms of pressure. In TRs bullish institution are going to pressure for a bull BO. Bearish institutions are going to try to reverse those efforts and create a bearish BO. Which bullish institutions will then counter the bears. This goes on until one side gets the upper hand over the other and they win “for a bit”.

    We best make haste and put that manipulation theory out of our minds and look at the truth of price movement represented in the chart and “think like an institution” That means put SLs out of the range of where they will likely take the market in their probing. The markets, all day long, are probing. We have to learn to capture profits on those probes created by both the bullish and bearish institutions. THEY CANNOT HIDE. In the end their footprints show up in the chart like footprints in the sand on a beach. We retail traders just have to learn to discern where the footprints are leading. They don’t care about your, or mine, 1 contract or 10 contract trade. We are bubble gum pennies to them. Not worth their time.
     
    #1884     Mar 16, 2024
    MACD, semperfrosty, ironchef and 4 others like this.
  5. volpri

    volpri

    If we lose it is not the institutions fault. Losing happens simply because we are not yet good enough in reading the chart and reading the pressures represented therein, as the market does its daily probings. Most institutions are not even looking at 5 min charts. Many are not staring at candlestick charts. Some don’t look at any charts at all, or if by perchance they take a peek it is rare, because they are just filling orders for clients and that action creates pressures.
     
    #1885     Mar 16, 2024
    ironchef likes this.
  6. Your understanding is incomplete

    Retail traders make up only a fraction of the volume traded in any market. Institutions do not
    care about them. The reason they move the markets is not to "rip off" anyone, but to be able
    to report profits at specific times of the year. One can see this if they take the time to look at
    a distribution of daily prices. As a daily chart nears the quarterly report date (for example) you
    will see price being moved toward the nearest profit target in time for the report. This is just
    one example,

    As to how it work (above) again your understanding is incomplete. The primary institutions
    use a process called "Cooperative Signaling". They move markets together (because it reduces
    risk) and allows them to "share" a common goal at the end of each reporting period. Not illegal
    just requires hundred on millions of dollars to accomplish. Volume based tools can show where
    and when this is happening.
     
    #1886     Mar 16, 2024
  7. SunTrader

    SunTrader

    And I would add to your 2 well informed posts, most institutions are battling other institutions. Not us.

    I think of baseball (or any other major sport), big leaguers are worried about other big leaguers taking their place. Not some "kid" 3 levels down.
     
    #1887     Mar 16, 2024
    semperfrosty and volpri like this.
  8. volpri

    volpri

    Institutions are not friends with one another. They are fighting each other. Not helping each other. Manipulation theory is best left in the waste basket. We are not living in the days of Jesse Livermore.
     
    #1888     Mar 16, 2024
  9. birdman

    birdman

    Happy Saturday Volpri. You sir are one of my must read contributors here and i value your thoughts. I have a question for you. Within the context of holding 5 to 40 seconds, have you experimented with 10 second and 5 second charts and if so, were you able to find them better than 1 minute charts?
     
    #1889     Mar 16, 2024
    ironchef likes this.
  10. volpri

    volpri

    BTW my understanding IS incomplete and will always be incomplete. So is yours and it too will always be incomplete. None of us can see or even “know” all the variables. None of us can actually pinpoint and say why an institution moved the market by their actions. Some reason are even “unknowable.” Do you know how many hedge funds actually lose overall in the markets?

    The only truth we have are the charts and the picture they draw and the footprints they leave. As traders we make our decisions on that. We mostly can never know why an institution does what they do. Nevertheless, the chart will show “what” and “how” and “when” they did it and it is up us to use that info to react to their created pressures in such a way that we can skim us a few pennies off their probes.

    They too make mistakes and read things wrong about as much as they read them correctly. Markets are, have been, and will always be filled with uncertainty. They are like a box of chocolates: “you never know for sure what you gonna get” but you open the box anyway and grab a chocolate and take the risks that it will be something you like. If not, you can always spit it out! Read SL.
     
    #1890     Mar 16, 2024
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