To scale out or not to scale out,

Discussion in 'Trading' started by Stockboy, Jan 18, 2021.

Do you even scale

  1. Yes,

    14 vote(s)
    73.7%
  2. No, all or nothing

    5 vote(s)
    26.3%
  1. Stockboy

    Stockboy

    So Psychologically, which I agree is greatly important I can definitely see the good in it but am wondering profit wise and what are others experience...

    any thoughts?

    appreciate everyone's input.
     
  2. MrMuppet

    MrMuppet

    That's the wrong question

    You have to look at your position as if you just opened it. Then ask yourself the question: "Can I win more here?" If so, you stay or add. If not, you just close.
    When you're not sure, you've got no trading plan.

    Edge is not something you have when you enter a trade. It's subject to review in real time.
     
    Stockboy likes this.
  3. Stockboy

    Stockboy

    Great feedback!

    What do you mean that is the wrong question? I am a bit confused at that. The wrong question to what exactly?

    This thread is to see if there are successful traders that dont scale out of their winners and discuss this topic.

    I am not asking you to teach me how to trade, if that is what you thought the question was for some reason.

    It is also about scaling out, not scaling in as youve described, nevertheless you did provide good feed back. Thank you
     
  4. MrMuppet

    MrMuppet

    Scaling out or not is the wrong question. Managing positions should be part of your trading plan because there is zero difference in expected value of scaling out or not over the long run.

    IF your trading plan says you are trying to establish a core position and it should be traded around that position, scaling in and out is the way to go.

    On the other hand you will start to scale as soon as you hit the liquidity limits for the assets you're trading
     
    Stockboy likes this.
  5. deaddog

    deaddog

    All in and All out.

    When the trade gets an exit signal it is over. I have taken my small piece out of the market and move on.
     
    dennis86 and Stockboy like this.
  6. KCalhoun

    KCalhoun

    Since reading your post on not scaling awhile ago I shifted from 50/50 to 80/20 and it's working better, so big thanks. Out 80% at first sign of trouble, eg 2dlow for swings.

    Good trades are usually right from the start. Scaling into winners then selling most into pullbacks is good.
     
    Stockboy likes this.
  7. Snuskpelle

    Snuskpelle

    All in all out is by far the easiest to analyze.

    One aspect of scaling is that it essentially splits your strategy into several sub-strategies (although still highly correlated). That can be a crude way to increase your Sharpe/reduce variance.

    Mostly however, whether scaling is good or bad depends on
    • if you end up adding or subtracting alpha when you're making the additional trades (for one of the many short intraday trends, you might well be giving up most of the profit by scaling in).
    • if it helps you psychologically stick to your plan due to, say, smaller losses due to scaling in slowly into a trend, or similar to take some of profit quickly.
    • size traded; all in all out crossing the spread is going to strain market liquidity to the max.
    There is no "right way" here, it all depends on what will work for your purposes and your trading plan.
     
    tomas262, Stockboy and KCalhoun like this.
  8. Stockboy

    Stockboy

    Thank you.

    I agree.

    and psychologically, I think personally scaling helps me. It could also either be helping or hurting my PnL, not quite sure yet. there is also a school of thought about getting comfortable being uncomfortable.

    Great input so far thanks to all
     
  9. Bad_Badness

    Bad_Badness

    You should be able to scale in and scale out, IF NEEDED. You should be able get into (many) a trade where you are good to go without scaling, or "scaled up" from the get go. Scaling is just another tool. Know how to use it, NOT abuse it, and when not to use it.

    No magic bullet, more like another way to manage the trade. On one hand, if your tactics never calls for it, then "that is that". If your tactics allow it, it should be well thought out.
     
  10. comagnum

    comagnum

    Not saying scaling in/out it is ideal for every trade, every trading time frame, every trader, every mkt condition, etc - here is some food for thought:

    upload_2021-1-18_13-58-10.png
     
    Last edited: Jan 18, 2021
    #10     Jan 18, 2021