The ER2 Trading Journal

Discussion in 'Journals' started by trade_4_living, Nov 9, 2005.

  1. Here are Friday's major moves, each move generates 3-4 points.

    ER2 topped around 10:33 AM at 691.2, - step1, started to fall to 38.2% (689.7) that's step2, then it moveed up to step ), failed to top the previous high at step 1. The downtrend starts (step 3), RSI is lower low. This is where everyone starts to short:
     
    #411     Dec 3, 2005
  2. Around 11:03 ER2 is bottomed, it started to creep up (step1), dip after a point gain, dip at step 2, retest previous bottom, the bottomed holded at 11:13, and RSI didn't go lower, moves to step 3 - the train is leaving.
     
    #412     Dec 3, 2005
  3. Topped around 11:30 AM around 690.3 (step 1), dips one point at 689 (step 2), breaks the uptrend channel, then starts to creep back up again to step (3), failed to pass the top, RSI is lower low, now the mother of all shorts start to jump in:
     
    #413     Dec 3, 2005
  4. Around 1:00 PM, ER2 dropped at exact 38.2% retracement measured from the recent high (691.2) and recent low (672.3) and started to creep up. at 684.6 or S2.

    Dip at step 2, re-test the bottom, the bottom holds (Step 3), the train leaves at 685.
     
    #414     Dec 3, 2005
  5. From 2:30 to 3:00 PM, the 1-2-3 pattern repeated again. Then it started to make the real move for 5-6 points along with the 20 and 34 EMA uptrend channel.

    Every Friday afternoon after 3:00 PM, ER2 rallies. This pattern has been repeated for over 5 weeks.
     
    #415     Dec 3, 2005
  6. Sorry about your mishap. You just have to put it behind you and move on.

    What level of leverage you trade at and do you vary your leverage based on signals?
     
    #416     Dec 4, 2005
  7. Thanks. I'm putting it behind already and started to think the quick scalping strategy. I change the leverage a lot depends on the situtations and the time of the day. For quick scalping, I use 10 to 20 contracts for 0.3 to one point quick scaling out around the 10:00-10:30 AM quick dip and bounce (sometimes at the open :) .

    To ride the long wave on trend, I use max 5 contracts, - three would sell at 0.50 gain to cover commissions/lock in small gain, two would ride up with different levels of trailing stops. Maybe I should reconsider my strategies.
     
    #417     Dec 4, 2005
  8. I can't tell the leverage you trade at but guess you have it under control. The reason I brought up leverage is that mishaps are bound to happen from time to time and if the leverage is not excessive, the damage is not severe. I think even for scalping, it is better to have leverage limits and not let it go too high. The leverage allowed for example in er2 is about 41 ($1688 margin for a $69K contract). Anyone trading the acct at the max is taking too much risk.. i.e., for 1% move in er2 the acct moves 41%!
     
    #418     Dec 4, 2005
  9. trade_4_living,

    thanks for sharing your charts....
    a couple of years ago i exchanged a few e-mails with an ausy pro trader named steven fitzsimmons
    he posted a chart that showed the signals he used for a 10 point ES gain.....
    he was very kind to share how he did it.....
    i've added a little to it, but have tried to maintain a similar chart...
    the times below are CST in the
    chart below
     
    #419     Dec 4, 2005
  10. tt1452

    tt1452

    Can you please tell us the settings for the Fisher RSI indicator?
    Thanks,
    t
     
    #420     Dec 5, 2005