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Search: Posts Made By: Georgii
Forum: Trading Journals September 22nd, 2014, 04:07 PM
Replies: 113
Views: 16,974
Posted By Georgii
Points of Departure :hmmmm: Now we're...

Points of Departure

:hmmmm:

Now we're at a juncture where we need to make some decisions as to which direction to take our research in.

Our initial goal was to cast a fairly wide net of...
Forum: Trading Journals September 20th, 2014, 11:46 PM
Replies: 113
Views: 16,974
Posted By Georgii
Screening Trades: Applying a Filter Let's...

Screening Trades: Applying a Filter

Let's see if we can get a picture of what is going on on the larger scale of things. I've created this interesting chart that features the trading signals...
Forum: Trading Journals September 20th, 2014, 09:01 PM
Replies: 113
Views: 16,974
Posted By Georgii
Recap: what we've learned so far Let's just...

Recap: what we've learned so far

Let's just re-cap what we've learned to date...

* Our pullback system as it currently stands gives us approximately 48 opportunities over a 61 trading day time...
Forum: Trading Journals September 20th, 2014, 08:16 PM
Replies: 113
Views: 16,974
Posted By Georgii
Second Entry, Stats The results please... ...

Second Entry, Stats

The results please...

Using the rule set we've been adhering to, we are now separately analyzing just second entries (we didn't mix it with our simple pullback, no...
Forum: Trading Journals September 20th, 2014, 06:37 PM
Replies: 113
Views: 16,974
Posted By Georgii
Analyzing Second Entries Let's try to see...

Analyzing Second Entries

Let's try to see what life would be like if we allowed second entries.

The rules are as follows:

1. A second (complex) entry is an entry that occurs lower (if in a...
Forum: Trading Journals September 20th, 2014, 05:23 PM
Replies: 113
Views: 16,974
Posted By Georgii
Correction I wanted to note that I made one...

Correction

I wanted to note that I made one error in my testing, I exited one trade 12 points too favorably when testing system B. My actual result for system B should have been 12 CL points less...
Forum: Trading Journals September 20th, 2014, 05:00 PM
Replies: 113
Views: 16,974
Posted By Georgii
Points of departure We took a look at a...

Points of departure

We took a look at a sample of possible pullback trades based on three months worth of data. We tried two different stop trailing approaches, one that can be described as very...
Forum: Trading Journals September 20th, 2014, 04:01 PM
Replies: 113
Views: 16,974
Posted By Georgii
Test Results: A new trade management system (B) ...

Test Results: A new trade management system (B)


I've done a bit of thinking and came up with a new trade management system based on our current sample set (January - March 2014 pullback trades,...
Forum: Trading Journals September 18th, 2014, 07:48 PM
Replies: 113
Views: 16,974
Posted By Georgii
Before I go into analyzing more failures, I want...

Before I go into analyzing more failures, I want to bring two categories to the fore, the "ragged successes" and the "not quites".

What I did here was I outlined the swing highs/lows of these...
Forum: Trading Journals September 17th, 2014, 11:19 PM
Replies: 113
Views: 16,974
Posted By Georgii
Failed Pullbacks: An analysis Let's take a...

Failed Pullbacks: An analysis

Let's take a look at these failures and see if we can draw any healthy conclusions from them.

Our first category of failures are failures that happen on the same...
Forum: Trading Journals September 17th, 2014, 04:51 PM
Replies: 113
Views: 16,974
Posted By Georgii
Exit Strategy: Thoughts We've analyzed...

Exit Strategy: Thoughts


We've analyzed our first iteration of a pullback trading system, which includes a simple, somewhat primitive exit strategy (trailing the stop under/over the latest...
Forum: Trading Journals September 15th, 2014, 10:23 PM
Replies: 113
Views: 16,974
Posted By Georgii
System analysis continued: Was it bad luck? ...

System analysis continued: Was it bad luck?

Let's first address the issue of 'bad luck', that is the system as it stands with its current rules is actually good but our sample was poor, we...
Forum: Trading Journals September 15th, 2014, 07:54 PM
Replies: 113
Views: 16,974
Posted By Georgii
Analysis of Results Clearly, based on our...

Analysis of Results

Clearly, based on our sample and our chosen rule set for entries and trade management, this first test shows us we don't have a profitable pullback system. After making some...
Forum: Trading Journals September 15th, 2014, 07:36 PM
Replies: 113
Views: 16,974
Posted By Georgii
Test Results: Swing stop to candle extreme, no...

Test Results: Swing stop to candle extreme, no re-entries

Now we've moved onto testing specific exit strategies, which is already the beginnings of a complete system: we have rules to enter and...
Forum: Trading Journals September 14th, 2014, 09:54 PM
Replies: 113
Views: 16,974
Posted By Georgii
Initial Conclusions: CL pullbacks, no re-entries...

Initial Conclusions: CL pullbacks, no re-entries permitted, 1/14 - 3/14

Let's review our trading template...

Rules:

1. We wait for a trend to emerge, either as a continuation of a prior...
Forum: Trading Journals September 14th, 2014, 08:59 PM
Replies: 113
Views: 16,974
Posted By Georgii
Trade Analysis: "Not Quites" and "Frozen", no...

Trade Analysis: "Not Quites" and "Frozen", no re-entries permitted


This is the sort of the 'catchall' category for observations that came closer than 50% to the initial profit target, in some...
Forum: Trading Journals September 14th, 2014, 08:21 PM
Replies: 113
Views: 16,974
Posted By Georgii
Trade Analysis: "Jagged" Successes (no re-entries...

Trade Analysis: "Jagged" Successes (no re-entries permitted)


Next we look at those simple pullbacks that hit our profit target but not without some hesitation and retracement. None of these...
Forum: Trading Journals September 14th, 2014, 05:28 PM
Replies: 113
Views: 16,974
Posted By Georgii
Trade Analysis: Complete Failures (no reentries...

Trade Analysis: Complete Failures (no reentries permitted)


Here are what I define as 'complete failures': trades that don't make it past 50% of the target and reverse to take us out at our...
Forum: Trading Journals September 14th, 2014, 10:13 AM
Replies: 113
Views: 16,974
Posted By Georgii
Trade Analysis: Instant Successes Here...

Trade Analysis: Instant Successes


Here I've selected the trading ideas that would have resulted in nearly immediate wins, that is trades that would likely survive tight trade management rules,...
Forum: Trading Journals September 14th, 2014, 10:04 AM
Replies: 113
Views: 16,974
Posted By Georgii
Thanks! Yes, we'll have to see just how many...

Thanks! Yes, we'll have to see just how many rules we'll actually need for this. I want to definitely increase the sample, this is just an initial test to get ideas.
Forum: Trading Journals September 13th, 2014, 09:34 PM
Replies: 113
Views: 16,974
Posted By Georgii
March 2014: overview The month of March...

March 2014: overview

The month of March provided 16 days with potentially tradable signals out of 21 trading days (no market holidays this month). That's a total of 75% of all trading days.
...
Forum: Trading Journals September 13th, 2014, 09:14 PM
Replies: 113
Views: 16,974
Posted By Georgii
3/31/14, Monday ...

3/31/14, Monday

https://nexusfi.com/attachment.php?attachmentid=156348

Another breakout pullback.

1. The market was in a trading range, with a pretty strong bearish trend toward the close....
Forum: Trading Journals September 13th, 2014, 09:02 PM
Replies: 113
Views: 16,974
Posted By Georgii
3/28/14, Friday ...

3/28/14, Friday

https://nexusfi.com/attachment.php?attachmentid=156347

A more proper breakout pullback.

1. The market gapped up and there was a respectable, tight bull trend (visible well...
Forum: Trading Journals September 13th, 2014, 08:48 PM
Replies: 113
Views: 16,974
Posted By Georgii
3/27/14, Thursday ...

3/27/14, Thursday

https://nexusfi.com/attachment.php?attachmentid=156346

This is a questionable pullback for me because I'd like to see the market trend for at least 2 bars. But we'll look at...
Forum: Trading Journals September 13th, 2014, 08:41 PM
Replies: 113
Views: 16,974
Posted By Georgii
3/26/14, Wednesday: INVENTORIES DAY ...

3/26/14, Wednesday: INVENTORIES DAY

https://nexusfi.com/attachment.php?attachmentid=156345

It would take quite an imagination to see A as a pullback - the bull trend is too weak and the...
Showing results 1 to 25 of 105

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