The Stochastic Indicator

Discussion in 'Technical Analysis' started by jack hershey, Feb 17, 2003.

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  1. Yes Jack, plenty of buyers out there.

    Michael B.
     
    #741     May 27, 2003
  2. Magna

    Magna Administrator

    Jack,

    On a number of occasions you've mentioned words to this effect when describing the various levels (beginner, intermediate, advanced):

    "Add contracts weekly. Advance until you have partial fills."

    Assuming you mean entry, you've got me curious, and my question is how would you ever have partial fills on entry? If market orders, no partials. If stop orders (buy-stop, sell-stop), no partials. So the only ways you might end up with partials would be pure limit entry (a "retrace" type entry which seems contrary to your methods), or a stop-limit entry where the limit equals the stop value (or is within a tick, for otherwise the liquidity on the ES would almost always give you a full fill). So by what means do you enter trades that you might end up with partials? Thanks, and looking forward to your "full" return in July.
     
    #742     May 28, 2003
  3. historically, DJ, etc, I have had partial fills with orders (market). The way it seems to work is that they get some contracts first then complete the order with others. It is all very fast.

    On the daily email sheet that I get from account in the evening (I open it in the am), I sometimes noticed the partials there.

    I do watch the T&S and I see that the # of contracts is small a lot of the time.

    With the ES you are correct that the fills are perfect for less than, say, 20 contracts.

    For equities, I always note partial fills on market orders. And I do prefer this instead of blocks that would be larger than the sizes going through on the T&S.

    There was a time when getting filled in fractions lead to stuff to deal with. now with the decimals who cares any more. With senility setting in for me I still do notice that I think in fractions for offsetting stops.

    As you are able to see profits building, you can add contracts to the extent that you wish. The market entries will work on the ES quite nicely without problems as you say.

    For equities I stick with upper limits of total shares I would hold and I always enter and exit with partial fills of my specific total purchase goal. I do this slowly and intentionally by spacing market orders over time and making the order size the T&S block size. Specifically, I say to buy to keep the order filling going along and to not ever let the total shares be more than 10% of daily cummulative total showing on the real time quote sheet.

    The futures markets are slowly changing and partial fills is going out of the picture on the indexes, either mini or regular..
     
    #743     May 28, 2003
  4. vorzo

    vorzo

    Didn't trade yest and what a great day I missed ... a 10+ rocket in the morning.
    Today:

    #1 long rocket, hod bk
    9:58 long 955.75
    10:03 sell 954.00 MACDx -> rocket fail. Late exit.
    -1.75
    Good for a MACD reversal but didn't take it - didn't want to go against trend. Ugh.

    #2 long rocket
    10:30 long 955.25
    12:00 sell 958.50
    +3.25 11:10 failure to trav but rocket still on -> 2nd pt 3 -> 2nd failure to trav -> rocket fail -> MACD x

    Day +1.50
     
    #744     May 29, 2003
  5. vorzo

    vorzo

    One trade today:

    #1 long rocket
    9:53 long 955.25
    10:57 sell 960.00 rocket failure
    +4.75

    Initial channel was broken at 10:15 but rocket was still on and MACD didn't cross until later when it got entwined. A slower channel formed.

    Day +4.75
    Week +6.25
     
    #745     May 30, 2003
  6. Where did Dawg go? Has he been on vacation?
     
    #746     May 30, 2003
  7. Dawg jumped on one of those rockets and hasn't been seen since... :D
     
    #747     May 30, 2003
  8. vorzo

    vorzo

    Been real busy lately and didn't have time to post.

    Fri
    #1 long rocket after 10:00 release
    10:06 long 959.75
    10:52 sell 962.75 MACD x -> channel BO -> rocket failing
    +3.00

    Week +9.25 (4 trades)

    Mon
    #1 long rocket
    10:09 long 971.00
    10:48 sell 974.75 failure to traverse -> congestion
    +3.75

    Tue
    #1 long rocket
    10:00 long 969.50
    10:04 sell 967.75 rocket failure -> MACD failed to cross 0
    -1.75

    Right after I noticed the channel on 1m - I exited as it was bouncing off right side. Duh.

    Day -1.75
    Week +2.00
     
    #748     Jun 4, 2003
  9. jack hershey,

    Hey Jack!! Its me, from the newsgroups! Glad to see you on Elitetrader! Wow, that's awesome.
     
    #749     Jun 4, 2003
  10. nkhoi

    nkhoi

    very :D
     
    #750     Jun 5, 2003
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