The treacherous path to $200k a year

Discussion in 'Chit Chat' started by coolweb, Jun 12, 2005.

  1. How do you expect to take any real size in a trade if you are waiting for the "safest" entry? You do realize that at these moments that you are looking for, you will find the liquidity will be very poor. How are you going to compensate for this problem?
     
    #491     Nov 28, 2005
  2. Hey coolweb
    I was just wondering how many contract do u trade per day and what is your profit target and what is your account size u r using
    i am a newbie so just learning and taking notes from ET pll
    and what are your profit target per month
     
    #492     Nov 28, 2005
  3. tito

    tito

    But isn't efficient/successful trading a matter of waiting for the right entry always? Could you elaborate more on your statement?
    Thanks.
     
    #493     Nov 28, 2005
  4. Yes, but when the entry is so good and there is very little doubt the move will take place and go in a certain direction (intraday and with a very tight stop like Coolweb is always looking for), there usually isnt too much liquidity to take advantage of the move. You sacrifice being able to take a sizable position for an almost perfect entry.
    Dont get me wrong, successful trading IS about waiting for the right setups and then being agressive when you see them, my only criticism of Coolwebs idea is he is severly underestimating just how rare it is to be able to fully size in to a trade and expect to make sizable gains with such a tight stop. The markets girate too much for this. There are those few and far between trades that do setup this way, but most of the time, the markets will whip first. If you are holding 100 contracts or 40k shares of a stock, whatever the case may be, a tight stop may prevent losses but may also not be enough breathing room to let the stock/or market make its move. Plus with taking size comes the risk of taking huge losses which is a whole nother issue altogether.

    Just curious how Coolweb expects to overcome this.....if he wants to make 20k days like he is striving for.


     
    #494     Nov 29, 2005
  5. Hello,

    Even in low volatility areas for contracts
    per tick liquidity are usually:

    MININUM:

    ES: 200 contracts on bid/ask per tick
    YM: 20 contracts on bid/ask per tick
    NQ: 50+ contracts on bid/ask per tick

    per tick so lets say you are trying to buy 100 contracts
    its done in one shot on ES (massive liquidity) everywhere. anytime. up to 200 contracts.


    with NQ you can buy per tick

    1696.00 (50 contracts)
    1696.50 (50 contracts)


    I also have scale in methods where I double contracts at each failed tests.

    And also break scale in, where once breakout is broken, contracts can be bought in.

    , but to give you a sense of liquidity
    there is at least
    3 ways you can keep adding contracts with low risk.

    Right now, I only do the first entry and break scale in entry.

    In fact usually the start of the trend, there is massive liquidity.
    Unless you are trading 500 million+
    Anything under 10-20 million is fine.
    10 million is around

    222 contracts ES (which flies around in time & sales every 45 seconds almostwith no change in price)


    I don't count by the total numbers anymore since its bad trading thinking its worse to lose $12.50 per tick compared to $5 per tick on YM but if you think about it the rewards are 2x , just as the risk is 2x ,

    I count by the tick counts, so

    stops 3 ticks
    target 30 ticks
    scale in 4 ticks after
    profit target 1/2 15 ticks after.

    etc etc..
    contract size is just a ++ leverage
    once the strategy is proven and well.

    Important thing is how many ticks you take home with the lowest risk.
     
    #495     Nov 29, 2005
  6. watch volume 3 min.

    coolweb forgot yesterday, must be the turkey.

    watch daily.

    coolweb didn't forget but ZzzZzzz
    sleeping

    less entries
    "Reviewing 2 of the trades (-1 tick) yesterday, both of them should not have been done because of bad volume action beforehand"

    basically waste of my time.
    Has to be the turkey. I'm a volume freak, how do you forget to watch volume is beyond me.

    In business one has to filter out 100s of business opportunities to put your precious small time in the few that is worth your time/effort with the biggest market avaliable (customers).

    Just like in trading, one has to filter out the bad trades so his time is spent efficiently on the trades that should matter instead of churning.

    Filter filter filter.
    But not over filter.
     
    #496     Nov 29, 2005
  7. No swing trading at all today
    as I said earlier, below low short , if not (random price action for me)

    Now I get time to do something else.
    We will be in chop zone next few days, I can trade chop I'll see.
     
    #497     Nov 29, 2005
  8. Today was a SPECTACULAR day. I only paper traded

    but had some new edges added into my style:

    I'll let you guys on a little insight of the discretionary/automatic TRADER.


    coolweb: some ideas
    coolweb: i was paper trading today
    coolweb: discoverd some new shit
    coolweb: coded that baby in tradestation
    coolweb: fucking awesome
    BB: what's that?
    coolweb: added in some volume analysis with my
    coolweb: signals
    BB: volume, sounds good :)
    coolweb: you know BB
    coolweb: ist like this
    coolweb: trading is sort of like driving a car
    coolweb: if you are driving shitty car, you have to deal with shift stick , non-automatic windows where you got to curl up
    coolweb: all that bs
    coolweb: while you are driving the car
    coolweb: which causes you
    coolweb: to be not as quick
    coolweb: you know?
    coolweb: but if you are driving a good car
    coolweb: you have everything automatic
    coolweb: it tells you
    coolweb: anti locks breaks
    coolweb: it tells you, we are on cruise control
    coolweb: when you press up, the windows goes up automatically
    coolweb: less shit to think about
    coolweb: you just worry about your driving
    BB: yup
    BB: understand
    coolweb: you know, so like in tradestation
    coolweb: i ain't doing anything like special
    coolweb: i'm just adding in extra notices
    coolweb: "volume is low"
    coolweb: "volume is high - caution"
    coolweb: simple shit
    coolweb: but if you look back the charts
    coolweb: how fucking insanely accurate it is , maybe like 80%
    coolweb: thats the difference.
    coolweb: you can't tell usually at the very moment sometimes.
    coolweb: cause price moves fast man
    coolweb: 10 seconds get in or you are not in at all
    coolweb: to analysize twenty things is sometimes impossible
    coolweb: :)
    BB: yup, cool stuff, very good idea
    coolweb: you are going to see
    coolweb: a much better trader
    coolweb: from me
    coolweb: in the next week
    coolweb: :)
    coolweb: or this week
    coolweb: REFINEMENT IS THE KEY!
    BB: BB checking dictionary wtf refinement is
    BB: ok gotcha mr earl
     
    #498     Nov 29, 2005
  9. [11:44] <coolweb> Shorts NQ @ 10905
    [11:45] <coolweb> stop 10905
    [11:45] <coolweb> stop 10904
     
    #499     Nov 30, 2005
  10. [11:53] <coolweb> Covered 1/2 NQ Short @ 10895 --> + 10

    rest let it ride.

    Stop @ breakeven.
     
    #500     Nov 30, 2005