Tradergreg Forex

Discussion in 'Journals' started by TraderGreg, Oct 28, 2010.

  1. I cancel this order at the moment. I don't like dealing with end and start of week PA when I'm entering orders for swing trades.
     
    #31     Mar 11, 2011
  2. Trade standard: 67% win percentage, 2:1 estimated R:R

    1 Wins, 2 Losses.

    Win Percentage: 33%

    Cumulative Risk Premia: +0.48

    Average Risk Premia: +0.16 (last trades, recent first: -0.63, -0.03, +1.12)


    New order:

    Heuristic Expectation: 50% percentage, 2.5 or 6 :1 R:R (expected = 1.62 risk points)
    Short.
    Trigger: 1.3873
    Stop: 1.4017
    Cancellation: 1.4046 or Tues 3/15 @ 6 pm
    Risk: 2 pips + 144 pips = 146 pips = 1.00 risk point
     
    #32     Mar 14, 2011
  3. Triggered. Perhaps I need to make my stops more generous this is ridiculous. Barely stayed in.
     
    #33     Mar 15, 2011
  4. Full stop lost. -1.00 risk point

    Trade standard: 67% win percentage, 2:1 estimated R:R

    1 Wins, 3 Losses.

    Win Percentage: 25%

    Cumulative Risk Premia: -0.14

    Average Risk Premia: +0.16 (last trades, recent first: -1.00, -0.63, -0.03, +1.12)


    Hmmmmm, let's take a month off until April 17th, if I wish to return.
     
    #34     Mar 17, 2011
  5. While there are still a few weeks left before I intend to trade again, I wanted to outline a new direction for my efforts. While I was making consistent profits for some time when I was a day trader, I was still riddled by a few issues which I now see to be more personality traits rather than correctable flaws. They are:

    1. Impatience / over-aggressiveness
    2. Lack of ability to combine many variables in my head at once (I am superb at analyzing a few, but with too many I don't analyze well at all and heuristics become too powerful)
    3. Poor long-term memory. Namely, I tend to forget my most iron rules after a short time (for example two of my rules are no trades based on Sunday PA and to trust closes rather than wicks, both of which I have broken and caused me to incur avoidable losses)

    While my approach used to be to correct these flaws within myself, I now see that as short-sighted and inefficient, therefore; I think I should change my method of trading.

    Now and before my main method of trading was to combine about 4+ time frames of the EUR/USD (and for a time, the EUR/JPY as well) and take one trade at a time. Mainly for the reasons above, I seem to have failed both times. The integration of all the variables (bars, TLs, time, trade management) on multiple timeframes seems too much. Even when I was able to focus and execute the integration of the variables well, my limited focus prevented my concentration on past rules and, in relation, learning from my mistakes.

    I have decided to make two changes to my trading:

    1. Use two time frames only: a daily and a 2-3 day perhaps.
    2. Use a bunch of pairs

    Which should have the following effects

    1. On impatience - often I don't wait long enough for good trades. If I'm only willing to wait 10 bars for a good trade, then even if I only wait 5 then 6 pairs * 5 bars = an average of 30 bars per pair of wait.

    2. On variables - Time frames will be limited to micro-trends (which is what I'm trying to catch anyway) and mostly PA bars. I will also have the opportunities for comparison

    3. On long-term memory - I believe the less variables helps with this, even if not completely. However, see 4.

    4. On overall performance - I intend to look at 5-8 pairs, but let's say 6 and I take 1/6 the trades of normal. As I have 6 potential trades/pairs competing for my attention, the entries should be in the top 83.3 percentile of my personal ability.

    5. On my management of my trading hobby - lower waits and more pairs should yield much quicker trades. I am considering entering a lot of trades and collecting a sample of say 15-30 trades and hypothesis testing on my profitability. By comparison, I have taken four trades on this thread in five months, which just isn't much at all.

    I'll continue to think it over for the next few weeks.
     
    #35     Mar 26, 2011
  6. Moving my continuation date up to April 10th. Two more weeks will be fine.
     
    #36     Mar 28, 2011
  7. I've been busy and wanted to do a big analysis on which pairs I wanted to trade based on spread percentages and volatility, but I did one a few years ago. Though I lost the data (tossed my old paper journals a while back), I am going to just keep the pairs for now.

    While the unfortunate side to this is that I do not want to include the spreads/commissions in my upcoming profitability analysis, I will do enough statistical analysis to account for it (such as requiring profits of 0.05 risk points on swing trades, which would be equivalent to 7.5 pips on the Eur/usd).

    I can always play around with pairs later. So here's the list:

    EUR/USD
    EUR/JPY

    GBP/USD
    USD/CAD
    USD/CHF
    GBP/CHF
    EUR/GBP

    Representation: 3 EUR, 4 USD, 1 JPY, 3 GBP, 2 CHF, 1 CAD. That looks ok.

    Let's start with those 7. AUD/USD and USD/JPY on the bench.
     
    #37     Apr 11, 2011
  8. It seems only fitting to continue my prior data. Even though the methodology of trading and the statistics it will change it will be good to have all my data in the numbers.

    1 Wins, 3 Losses.

    Win Percentage: 1/(1+3) = 25%

    Cumulative Risk Premia: -0.54

    Average Risk Premia: -0.135

    Last trades, recent at top

    -1.00
    -0.63
    -0.03
    +1.12


    New order:

    Long USD/CAD.
    Trigger: 0.9602
    Stop: 0.9536
    Cancellation: 0.9522 or Wed 6 pm
    Risk: 66 pips = 1.00 risk point

    In the future I am open to more than one trade at a time with a theoretical OCO on them, but not right now.
     
    #38     Apr 11, 2011
  9. In long USD/CAD. Stop moved to 0.9562.

    Open risk = 40 pips = 0.61 risk points

    Just a note: I think I'm a long ways (hundreds of trades) away from perfecting my trading even at my current novice level. Even at my previous prime I would give my entries an B+, trade management a C+, and exits a D. I need more experience to habituate to trading and slowly move across the learning curve.
     
    #39     Apr 12, 2011
  10. Stop moved to 0.9580.

    Open risk = 22 pips = 0.33 risk points
     
    #40     Apr 13, 2011