The thing about edge

Discussion in 'Trading' started by kut2k2, Nov 16, 2013.

  1. The only way to win with a low winning percentage is to trade many, MANY non-correlated financial instruments at the same time.

    That's how the famous Turtles won millions in the Futures market.

    For example if you trade 20 different commodities, you will ALWAYS catch a mega trend in a couple of commodities (coffee and heating oil for example) in any given year, with a simple moving average or a breakout system.

    In other words the big winners will allow you to psychologically stay in the game.
     
    #31     Nov 17, 2013
  2. Visaria

    Visaria

    70% of my trades are unprofitable.
     
    #32     Nov 17, 2013
  3. So you need at least a 2.33 to 1 risk reward ratio just to break even.
     
    #33     Nov 17, 2013
  4. dbphoenix

    dbphoenix

    If Friday is any example, he knows how to let his profits run.
     
    #34     Nov 17, 2013
  5. Keep in mind that the risk/reward ratio is just an average. On a trade per trade basis this ratio will of course vary.

    I could risk $100 to make $100 on Monday, but risk $100 to make $450 the next day, for instance, depending on each trade setup.
     
    #35     Nov 17, 2013
  6. dbphoenix

    dbphoenix

    Yes, I'm aware of that. Thank you.
     
    #36     Nov 17, 2013
  7. R:R is another example that conventionally it should be Risk:Return, but I have used it as Return:Risk several times on ET.

    Following this kind of conventions/ frameworks/ boundaries/ free-advices-on-ET (like this post of mine) without critically analyzing them is Not an edge!

    http://www.elitetrader.com/vb/showthread.php?s=&threadid=279873
     
    #37     Nov 17, 2013
  8. dbphoenix

    dbphoenix

    I agree, but even return:risk is of doubtful utility. As the trader has no idea what his reward/return is going to be and as the market couldn't care less how much he's willing to risk, I don't know why anyone would bother calculating something so insubstantial, particularly if doing it in advance as a component of a trade decision.

    The challenge for the trader is to take however much the market is willing to give him, preferably with gratitude, not grab the money out of its hand, slap it across the face, and slam the door. One should look for legitimate reasons to stay in the trade, not get out of it.
     
    #38     Nov 18, 2013
  9. In options trading R:R can be used/evaluated for/after selecting strikes.
     
    #39     Nov 18, 2013
  10. kut2k2

    kut2k2

    Rumor has it (and I have no idea how true this is, just commenting on the "conventional wisdom") that trend following strategies tend to have low winrates and counter-trend strategies tend to have high winrates.

    If true, perhaps this is an argument to stick to counter-trend strategies or to automate tf strategies as much as possible..
     
    #40     Nov 18, 2013