What would this day look like to a day trader?

Discussion in 'Trading' started by farmerjohn1324, Feb 2, 2020.

  1. _eug_

    _eug_

    As a swing trader you would see that Monday low was tested over night. Then through the day there was sideways action and we held the re-test of the overnight low. You would also note that the sideways action was actually exhausting sellers above to allow for the big pop that came towards the end of day.
     
    #11     Feb 2, 2020
  2. Turveyd

    Turveyd

    You need to jump on those swings, mid swing, it's tricky to trust they'll continue.

    Current market 20sma M1 chart, enter with direction near the 20sma and let it ride is working great, slower markets not so much, so avoid slow times and when this madness stops adopt a different strategy.
     
    #12     Feb 2, 2020
  3. Real Money

    Real Money

    There is another way. You chart the basis spreads. Then you do all your analysis on the basis and the global equities and rates markets.

    This is why people aren't talking about it, and nobody is using it. It's what pros do.

    Retail didn't even bother to learn how markets are made in index futures. They don't know what really drives price or even what a rate differential is.

    Here's a comment from a real pro, and a guy with decades of experience at the Chicago Board of Trade.

    "...following decimalization and regulatory initiatives aimed at creating competition between trading venues, the equities market fragmented, and liquidity was dispersed across many lit venues and dark pools. This complexity, combined with exchanges becoming electronic and for-profit, created profit opportunities for technologically sophisticated players. High frequency traders (HFTs) now use ultra-high speed connections with trading venues and sophisticated trading algorithms to exploit inefficiencies created by the new market structure."

    -Gary Phillips


    Retail and simple algorithmic traders are the profit opportunity...
     
    #13     Feb 2, 2020
  4. Turveyd

    Turveyd

    And Millions of no Billions of $$$'s to invest and for the HFT infrastructur, as the guy has $3000 I think it was, not really relevant to him and that's only 1 way.

    Easiest is to enter with direction on small or longer moves and take profit and repeat, while avoiding being a counter trend trader.
     
    #14     Feb 2, 2020
    Real Money likes this.
  5. Does "direction" and "trend" refer to interday movement? Or only within 1 day? Does yesterday's trend mean anything about today?
     
    #15     Feb 2, 2020
  6. Snuskpelle

    Snuskpelle

    "The pros" are typically dealing with severe volume/market impact problems. Beginning retailer trader does not have that, even if a lot of other options are closed to them (HFT to take an obvious example). Different problem sets to a large extent.

    Feel free to link info pertinent to your first three paragraphs as although I can make educated guesses or otherwise google these terms, I am not certain it's lining up with what you are actually referring to.
     
    #16     Feb 2, 2020
  7. speedo

    speedo

    You clearly don't understand day trading. There may some who take a position at the beginning of the day and see where it ends up but myself and most traders I know would not. That day had a 40 point range with strong and structured legs up and down. Personally, I had 7 long and 6 short signals and ended up with the best day in weeks (except for the 24th). Bottom line, if you don't know what you're looking at, what you're looking at won't make much sense.
     
    Last edited: Feb 2, 2020
    #17     Feb 2, 2020
    slugar and traider like this.
  8. Turveyd

    Turveyd

    Live it's going up literally at that moment, join and exit when it literally stops going up, zero BS required. Yesterday or 1hour ago has zero predictive ability.
     
    #18     Feb 2, 2020
  9. Real Money

    Real Money

    Well, the string of quotes is getting long now. wrbtrader's comment:

    was discussing typical approaches to trading indexes intraday (trend lines, DOM, etc.).

    When I said pros I mean't anybody who is truly serious about this stuff. This could be CTA, prop trader, systems guys, large independent traders, whatever...

    This doesn't necessarily mean that they work at a bank or prop firm.


    My point was that there is a very professional way to trade rates and indexes, but it involves a level of sophistication that retail is not prepared for. Stuff like

    Basis spreads (listed stock and index futures differentials against dark pool liquidity/CBOE real-time cash index) [this is the actual HFT market maker spread]

    Rate spreads (yield curve dynamics and ICS exchange book market action)

    Index spreads (highly levered risk adjusted trading in index differentials)

    In addition to these, knowledge of market structure, prop trading, and investment bank trading/market making.

    This is too much for retail, but these things are obviously relevant for trading ES intraday.
     
    #19     Feb 2, 2020
    wrbtrader likes this.
  10. speedo

    speedo

    :rolleyes::D
     
    #20     Feb 2, 2020