The Foresight Thread

Discussion in 'Journals' started by dbphoenix, Mar 19, 2015.

  1. dbphoenix

    dbphoenix

    By the way, as long as we're on the subject of other instruments, I should point out to those who are new to this that any auction market will be governed by the balance between demand and supply.

    However . . .

    If the market is not mean-reverting, the moves will likely be so erratic and unpredictable that the chart will wind up looking like Pik-Up-Stix. This can be ameliorated in part by changing to a larger bar interval. A much larger bar interval. But one may find it far easier just to switch to a mean-reverting market, preferably not the ES. God knows there are plenty of them. Otherwise, he'll have to rely on Auction Market Theory, and while trading via AMT alone is certainly possible, it is extremely challenging.
     
    #181     May 2, 2015
    game likes this.
  2. dbphoenix

    dbphoenix

    Seems the subject of "winrate" is in the air once again, which generally coincides with a dawning wonderment that perhaps one could do better if one had a trading plan. I don't bother calculating this any more. What's the point? But the subject of winrate has come up with regard to the SLA before and continues to this very day.

    So, just for the hell of it, and because I'm done in the garden for today (giving instructions to my staff of gardeners, arborists, etc), I looked again at the chart I posted yesterday and calculated the winrate (73%) and the P:L (6.3:1) with a moderately-fearful trader in mind, at least one who'd done the MAE/MFE work. Those who are bored with crossword puzzles may want to play with it and see what sort of results you get according to your own tactical sets.
     
    Last edited: May 2, 2015
    #182     May 2, 2015
  3. dbphoenix

    dbphoenix

    Here's another, also turned out to be a trend day.

    Winrate: 100%

    P:L: can't be calculated as there are no losses.

    This one includes a 5pt target for multiple contracts.

    upload_2015-5-3_17-34-0.png
     
    #183     May 3, 2015
  4. pokito

    pokito

    Will this work today/early tomorrow.??
    short = 4467 , SL = 4472.50, cover 4435
     
    #184     May 3, 2015
  5. dbphoenix

    dbphoenix

    If you say it will, then it will. :)

    Seriously, though, as the ES got well past its halfway level, it may drag the NQ up if they couple. If they decouple, who knows. However, as the ES represents 500 stocks and the NQ only 100, the ES carries more weight.

    Ultimately, it depends largely on how the most heavily-weighted stocks are traded at the open tomorrow.
     
    #185     May 3, 2015
  6. dbphoenix

    dbphoenix

    And here's another (quit at 1100).

    Winrate: 67% (BEs not counted)

    P:L: 4:1

    upload_2015-5-3_18-52-22.png
     
    #186     May 3, 2015
  7. pokito

    pokito

    I hope it is not one of this.


    Good R/R though...
     
    #187     May 3, 2015
  8. pokito

    pokito

    SL moved to 4467.75, gonna let the trade work - risking only 3 ticks now.
     
    #188     May 3, 2015
  9. dbphoenix

    dbphoenix

    If you're trading the hourly, you don't have a retracement yet.
     
    #189     May 3, 2015
  10. on the 5 minute or less...maybe, good luck
     
    #190     May 3, 2015