The CL/NQ experiment

Discussion in 'Journals' started by Gabe2004, Nov 20, 2013.

  1. Starting next week I will write down what I feel/think after a premature exit.
     
    #201     Jan 17, 2014
  2. I review and log all my trades. I used to make notes as to if the set up was valid and why I got out; target hit, at S/R, price reversal, bad read etc. It's a good learning process. Now that I have stricter trade management rules there's less noting why I got out.
     
    #202     Jan 17, 2014
  3. NoDoji

    NoDoji

    Absolutely, if you short the initial break out of support (first entry), expect the retest. I realized at some point in my futures trading that I was moving my stop to b/e too quick on trades and getting shaken out, so after much contemplation and study I decided to (most of the time) risk missing out on a move altogether by waiting for second entries, which I call being the second mouse.

    If you're the first mouse there are a couple risks: one is that it's a fake out and you're trapped; two is that the trade moves favorably right away, you think it's going straight to target and you move the stop to b/e and get shaken out.

    If you're the second mouse, the advantage is that you can gauge how price reacts to the break of a level and if the break is very weak you can wait for clarity instead of getting stuck in a mousetrap. If the break is significant, you place a limit order at, or near, the breakout level and hope for a fill, or find some other method of entry after the retest of the level.

    The disadvantage is that if you don't get a fill, you either miss the move or end up entering at a worse price.

    I got filled on the retrace of the trade you got shaken out of (94.54 @ 9:47 ET). However, later I missed getting filled on a trade by 1 tick and there was no other opportunity to get in at a price that allowed favorable R:R to my target.

    I'm pretty sure that over time, the end result of the two methods is quite similar. It comes down to what best fits your mindset.
     
    #203     Jan 17, 2014
  4. slugar

    slugar

    So nd when trading more than 1 contract do you take 1 off at a certain level and then move your stop to break even or are you all in and all out?
     
    #204     Jan 18, 2014
  5. NoDoji

    NoDoji

    I never did a formal analysis of scaling in or out. I tried scaling out a few times in the past and saw no advantage. So I trade all in/all out about 98% of the time.
     
    #205     Jan 18, 2014
  6. Psychologically 3 contracts are the optimal number for me (not that my trading reflects that, but...) :)
    1st exit is to cover expenses and to feel good (fixed number based on historical testing).
    2nd contract is to make $$$ (exit at a technical reason).
    3rd contract is a runner. From what I saw, this 3rd contract, most of the time, achieves results smaller than the 2nd contract but on occasion it can bring in very large gains.
    It is very frustrating to have no bullets left on a trend day.

    Gabe
     
    #206     Jan 18, 2014
  7. Just seen your curve:
    is it possible for you to put in here
    for each loss :
    - trade size, pip loss?
     
    #207     Jan 18, 2014
  8. NoDoji

    NoDoji

    Two experienced futures traders independently told me to learn to be consistently profitable trading a single contract. They said if I couldn't find a way to profit trading one lot, I should not even consider more than one.

    So that's what I did.

    As a result of only having a single "bullet", I learned to trade without the sort of "cheating" that multiple lots allow, and ended up sticking with the method I developed under that single lot constraint.
     
    #208     Jan 18, 2014
  9. OP, Just so I don't have to go through 30 pages looking for it, do you spell out your entry/exit rules anywhere?

    Over the years, I have found the CL an interesting market to day trade, but it can really punish you.
     
    #209     Jan 18, 2014
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    #210     Jan 18, 2014