Trading with a Stop Loss in the Futures Market is for Losers

Discussion in 'Risk Management' started by emg, Jun 20, 2011.

  1. Says who? I trade one contract per $5,000 and have made 200% through 400 trades in one year, which is statistically significant. Please provide evidence and don't base your statement on opinions if that's the case.
     
    #431     Apr 25, 2013
  2. cornix

    cornix

    Here we go! Only I trade one per $2500 for my clients and even more aggressively for myself. :)

    P. S. No I am not an idiot and my draw-downs are relatively moderate. :)
     
    #432     Apr 25, 2013
  3. Hind sight isn't 20-20,

    calling this out after the fact, does nothing positive, both to one's mental acquity and sharpness, nor preparation for any future event.

    had one taken a short, or been in a short during that drop, or a bottom feeding long triggered on the way back up, then instead of seeing the net profit one would have expected print in their P&L,

    they would have gotten hit with their maximum stop-loss plus a few additional ticks worse, and wonder why?

    during those drops, pre-arranged stops, targets and retraces exceed their maximums, and surprisingly, one rarely ever is executed on the right side of their targets...

    so, perhaps having missed that next to impossible scenario, may have been best, from the perspective of preservation of (trading) capital
     
    #433     Apr 25, 2013
  4. cornix

    cornix

    My purpose was just demonstrate that there can be a way to see the same event differently for some traders from how EMG saw it. And a tight stop would work perfectly for them, resulting in a nice profitable trade.
     
    #434     Apr 25, 2013
  5. Excellent!
     
    #435     Apr 25, 2013
  6. cornix

    cornix

    Thanks.

    Actually risk per trade is just about 2% with that $2500 per contract figure. :)
     
    #436     Apr 25, 2013
  7. take that same day, on any contract that was heavily effected (YM, ES, NQ, etc.), and do a 30sec or 1min chart and widen it out and suppose that during those fractions of the second within the 13:09 pm EST/DST that the drop occurred,

    what do you see, that completely ruins your (not being insulting, but overly simplistic expectation) of a clean OCO showing a trade opened and closed within 1 min and showing an anticipated max target gain.

    let me suggest that you count the ticks on those horrid retraces that occurred during the drops, they exceeded 22 ticks on most contracts in some cases and in almost all cases of the retraces exceed the usual 10 ticks and even the generous 15 ticks....

    so what would happen is one would be in, confirmed short, and more likely than anticipated, get wiped out with their max stop loss instead of their max target...

    also,

    there's something called "line trader", which auto submits a pre-arranged direction trade if that line in the sand is breached.

    one could have had that under that linear regression channel you showed, which would have triggered a short on that break in the channel that your elipse highlights...

    that's one LFT (low frequency trade) method that would have been fast enough to have caught that, sharp market drop.

    but then again, that's talking strategy, and, quite frankly has is own universe of risk, that usually exceeds one's trading risk tolerances
     
    #437     Apr 25, 2013
  8. Visaria

    Visaria

    Emg, does:

    HFT = High Frequency Trading = highly educated trader

    imply

    LFT = Low frequency trader = low educated trader?


    :D

    Btw, i use NO leverage in trading. I don't see the need. In fact, I'm under leveraged!!!!
     
    #438     Apr 25, 2013
  9. Visaria

    Visaria

    BTW, i heard some rumours that a couple of HFT firms were hit very hard from the mini crash....
     
    #439     Apr 25, 2013
  10. Bob111

    Bob111

    which one? we had one yesterday.according to hftvol he made a fortune off it.after the fact and without any proof obviousy :)
     
    #440     Apr 25, 2013