YM in a Can

Discussion in 'Journals' started by ElectricSavant, May 3, 2004.

  1. Good Morning. :)

    Michael B
     
    #301     May 18, 2004
  2. taodr

    taodr

    What happens when you change time in trades ? In other words how would profit/ loss be if you only trade 9.30 to 5 est. I have found for example although there are good moves afterhours if I don't sit and manually manage positions , when I wake up next day or don't pay attention , I could be under the water considerably. I even find waiting until say 9.45am before entering ensures a larger profit. But easier said than done.
     
    #302     May 18, 2004
  3. The backtests did not prove more profitability by trading RTH. You always have reversal brackets around the trade, even when sleeping! (if you on a half/bracket that just means you do not have a reversal target, but this system never goes without a reversal stop)

    At the time the trade is entered is when the brackets are entered, there is no discretion! This removes the "pulling the trigger" or the "scared to take a trade" issue. Just enter the trade and go to sleep with the volume up full blast on the speakers (unless the wire is on your toe :)). If you go to work, just have your platform turned on and when you hear on audible alert, cancel and re-enter your new bracket.

    The only time the system goes flat is on Friday's CLOSE.


    Michael B.


     
    #303     May 18, 2004
  4. I glance at the platform from time-to-time throughout the day, and notice the price hangin' out near the reversal long at 9991. Apparently, it has gone up as as close as 9979, so far.

    Michael B.
     
    #304     May 18, 2004
  5. New brackets force a reversal to LONG at open.

    YM closed at 16:00cst at a settlement price of 9957. When placing that price in its position on the new equation template attached you will notice that it falls in between the long at L3 of 9937 and the short at h3 of 9977.

    So the system will become NET LONG after switching at the OPEN.

    Trade #43 will post after the open as I do not know what the open price will be. Since I am listing the trades hypothetically I will use the open price for the entry, to stay consistent. When evaluating this for real trading remember to include 2 or 3 YM points slippage plus commish on each side.

    Michael B.
     
    #305     May 18, 2004
  6. Looks like this:



    9977 S (H3)
    9960 L Entry ***
    9918 S (L4)


    ***=Step 3 PSM


    Michael B.
     
    #306     May 18, 2004
  7. Looks like this:


    9996 L (H4)
    9977 S Entry
    9937 L (L3)


    Michael B.
     
    #307     May 18, 2004
  8. Looks like this: (1/2 Bracket)


    ------
    9996 L Entry**
    9977 S (H3)


    **Step 2 PSM

    Michael B.
     
    #308     May 18, 2004
  9. While logging these trades, I got an idea.

    Why not trade each level including H1, H2 and L1, L2? plus add new levels to each end H5, H6, H7, H8, H9 and L5, L6, L7, L8, L9? and Exit MOC (trade 24hrs, re-calc and re-enter new brackets each open at 19:15cst)? Use the PSM I have suggested in this thread.

    Would look ike this:

    H9 Long
    H8 Short
    H7 Long
    H6 Short
    H5 Long
    H4 Short
    H3 Long
    H2 Short
    H1 Long

    L1 Short
    L2 Long
    L3 Short
    L4 Long
    L5 Short
    L6 Long
    L7 Short
    L8 Long
    L9 Short

    Any Comments?

    Michael B.

    This would solve the consecutuve loss problem, but would it be profitable? Do you folks want to test this in a new Journal after this Journal? If so, I will need to add levels to the existing equation.
     
    #309     May 18, 2004
  10. I was working on the new equation, and I found myself asking, at these levels what is happening? (not static) I think I get it Steve :). There is a dynamic for each section of the rubberband. As the rubber band stretches it reveals that "slice of dynamic".

    Michael B.

    P.S. Steve, I guess I am going to need to fly to your part of the world and buy you lunch. (do they have Mcdonalds there?, HeHeHe, just joking :))
     
    #310     May 19, 2004