Trading ES, reverse trade based stops

Discussion in 'Journals' started by romik, Mar 19, 2015.

  1. romik

    romik

    Since March 19 current ROE is 4.01
     
    #81     Apr 6, 2015
    Buy1Sell2 likes this.
  2. jj1111

    jj1111

    I should clarify: it looks like there is a pattern of a string of losses, punctuated by a string of wins, and I wanted to test whether this was random or not.

    It's hard to say, but I'd bet that there is no pattern to the wins or losses.

    That being said, yes: I believe that this strategy is presently making money and would bet that it will probably continue making money for now. My guess is that you're ability to gauge whether a winner will keep winning explains a lot of why this strategy is making money/would continue to make money in the future.
     
    #82     Apr 6, 2015
    Buy1Sell2 likes this.
  3. romik

    romik

    I agree, win/loss ratio is totally random.

    Regarding ability to hold onto winning trades, it isn't to do with my skills, it's systematic to an extent, as there is a degree of anticipation present. Sometimes I would reverse a position as I believe a pattern is about to flip, but it doesn't complete and I have to reverse again. Price always tries to 'fool' the participants leaving clues along the path.
     
    Last edited: Apr 6, 2015
    #83     Apr 6, 2015
    Buy1Sell2 likes this.
  4. jj1111

    jj1111

    Then we agree to agree, an ET first!
     
    #84     Apr 6, 2015
    Buy1Sell2 and romik like this.
  5. romik

    romik

    Long 2076.75 - 4

    Total: +81.25 (14w,21l,1b/e)
     
    #85     Apr 7, 2015
    Buy1Sell2 likes this.
  6. romik

    romik

    Short 2075 -1.75

    Total: +79.5 (14w,22l,1b/e)
     
    #86     Apr 7, 2015
    Buy1Sell2 likes this.
  7. romik

    romik

    Long 2078.5 -3.5

    Total: +76 (14w,23l,1b/e)
     
    #87     Apr 7, 2015
    Buy1Sell2 likes this.
  8. romik

    romik

    Short 2073 -5.5

    Total: +70.5 (14w,24l,1b/e)
     
    #88     Apr 7, 2015
    Buy1Sell2 likes this.
  9. romik

    romik

    Mixed signals on 30m, chop suey
     
    #89     Apr 7, 2015
    Buy1Sell2 likes this.
  10. romik

    romik

    Long 2076.75 -3.75

    Total: +66.75 (14w,25l,1b/e)
     
    #90     Apr 7, 2015