Trading (Page 2) - Trading Journals | futures.io
futures.io futures trading
 

Go Back   futures.io

> Futures Trading, News, Charts and Platforms > Trading Journals


Trading
Started:January 30th, 2011 (12:29 PM) by aquarian1 Views / Replies:40,460 / 686
Last Reply:December 9th, 2016 (12:10 PM) Attachments:358

Welcome to futures.io.

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.


You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike
     

Reply
 358  
 
Thread Tools Search this Thread

Trading

Old February 20th, 2011, 12:53 PM   #11 (permalink)
The fun is in the numbers
Point Roberts, WA, USA
 
Futures Experience: Advanced
Platform: IB and free NT
Broker/Data: IB
Favorite Futures: ES
 
aquarian1's Avatar
 
Posts: 2,202 since Dec 2010
Thanks: 696 given, 972 received

observations:
NR trendless day.
Nt prices unreliable - switch to Sierra
make sure you do a cntrl shift R until then

HL est 9pts - mechanical est 10pt actual rng=6.75

Look to alert of NR with on rng.

NR=narrow range day
--------
High 1343.00
Low 1336.25
Open 1339.50
Close 1343.00
Percent 100%
VWap 1339.75
Range 6.75
Vol 1,339,690
WMA7 1334.00
SAR 1315.25
Bol U 1345.00
Bol L 1324.50
EMA5 1334.50


Last edited by aquarian1; February 20th, 2011 at 01:38 PM.
Reply With Quote
     

Old February 20th, 2011, 02:25 PM   #12 (permalink)
The fun is in the numbers
Point Roberts, WA, USA
 
Futures Experience: Advanced
Platform: IB and free NT
Broker/Data: IB
Favorite Futures: ES
 
aquarian1's Avatar
 
Posts: 2,202 since Dec 2010
Thanks: 696 given, 972 received

Tuesday 15 Feb 2011

observations:
NR trendless day
mech est of dir=-1, act dir=0 (+0.50)
mech est of mid chg=-1, mid chg=0 (-2.75)
dir30min = upto 1328 act=1328@9:01
Mode was close

Range est in pts:
mechanical est= 10
Rng est=9.00
LSS 6.75
Mode 6.75
Median 9.00

actual rng =5.75

-----------
High 1328.00
Low 1322.25
Open 1325.75
Close 1326.25
Percent 70%
VWap 1325.25
Range 5.75
Vol 1,224,993
WMA7 1324.50
SAR 1301.00
Bol U 1330.00
Bol L 1317.00
EMA5 1323.50

--notes---------
  • dir=direction of the day, -1=dn,0=flat,+1up {flat= @abs(O-C) < 4.25pts}
  • mid chg=change in the midpt of the day from yest, -1=dn,0=flat,+1up {flat= @abs(O-C) < 4.25pts}
  • dir30min = this is a preopen visual estimate looking at the 30min chart and not including additional movement for stop-running.
  • Rng est= this is the actual high-low differenceI settled on before opening. underneath "rng est" this is the estimate that was closest that day, the mode average of all range est, then the median average of all range est.

Reply With Quote
     

Old February 20th, 2011, 03:30 PM   #13 (permalink)
The fun is in the numbers
Point Roberts, WA, USA
 
Futures Experience: Advanced
Platform: IB and free NT
Broker/Data: IB
Favorite Futures: ES
 
aquarian1's Avatar
 
Posts: 2,202 since Dec 2010
Thanks: 696 given, 972 received

Wed 15 Feb 2010 NR trendless


  • "Why is the man who invests your money called a broker?"
--
"Why do doctors call what they do "practice"?
---
Local fire dept responding to a call that some geese were stuck frozen in lake, rushes to the scene, pushes out a boat and some ice-breaking tools and when they get to within 3 yards the geese fly off.
"So how did it go?" a coworker ask on their return to the station.
"Wild goose chase" was the reply.
----
I like you. You remind me of when I was young and stupid.
---
observations:

NR trendless day
mech est of dir=-1, act dir=0 (+2.75)
mech est of mid chg=1, act mid chg=1 (+6.50)
dir30min = upto 1332.75 act=1336@9:38

Range est in pts:
mechanical est= 9.25
Rng est=9.00
Mode 5.75
Median 9.63

Actual rng =8.50

-----------
High 1336.00
Low 1327.50
Open 1330.25
Close 1333.00
Percent 65%
VWap 1332.75
Range 8.50
Vol 1,592,404
WMA7 1327.00
SAR 1305.00
Bol U 1334.25
Bol L 1319.00
EMA5 1326.75


--notes---------
  • the estimate of the range was +0.50 -pretty close
  • high was greater than the Bol U

Reply With Quote
     

Old February 20th, 2011, 04:03 PM   #14 (permalink)
The fun is in the numbers
Point Roberts, WA, USA
 
Futures Experience: Advanced
Platform: IB and free NT
Broker/Data: IB
Favorite Futures: ES
 
aquarian1's Avatar
 
Posts: 2,202 since Dec 2010
Thanks: 696 given, 972 received

Thursday 17 Feb 2011 NR upslash day

observations:

NR upslash day
mech est of dir=1, act dir=1 (+7.50)
mech est of mid chg=1, act mid chg=0 (+2.75)
dir30min = upto 1335 act=1340@14:26

Rng est=8.00
H/L est 11.00
Mode 8.50
Median 8.63

Actual rng =11.00

-----------
High 1340.00
Low 1329.00
Open 1330.25
Close 1337.75
Percent 80%
VWap 1335.50
Range 11.00
Vol 1,447,862
WMA7 1333.00
SAR 1310.00
Bol U 1337.50
Bol L 1323.50
EMA5 1330.50

--notes---------
H/L estimate right on today- 11.0 vs 11.0!! good stuff!
(H/L is what I go with - in this case it was Est high =1340.25, estimated Low=1329.25 only +0.25 to the actuals!)
(Rng est = the mechanical estimate of the spreadsheet.)

FEa est was excellent as well. FEa est=1329@8:24 Actual = 1329@8:39

(FEa est = the estimated First End of the day. The sheet makes two estimates FEa and FEb for days when there is a double first end, that is both before 10am. SE, Second end, today was the HE high end. So actuals: FE=LE of L1329@8.29 and SE=HE H1340@14.26)


high again > Bol U +2.50
SAR increased +6.0 from yesterday and still way down at 1310 - way-to-go Zimbabwe BEN!
this whole market has an incredible feel of unreality and disconnect. How bankerBEN can keep printing and not see its just inflating an equity bubble - or perhaps he does and cares more for his bankerbuddies who knows...

Reply With Quote
     

Old February 20th, 2011, 04:25 PM   #15 (permalink)
The fun is in the numbers
Point Roberts, WA, USA
 
Futures Experience: Advanced
Platform: IB and free NT
Broker/Data: IB
Favorite Futures: ES
 
aquarian1's Avatar
 
Posts: 2,202 since Dec 2010
Thanks: 696 given, 972 received

Friday Feb 18, 2011 NR trendless day

Futures Edge on FIO

Are you a NinjaTrader user?

 
observations:

NR trendless day
mech est of dir=1, act dir=0 (+3.50)
mech est of mid chg=1, act mid chg=1 (+5.25)
dir30min = up to 1340.00 act=1337@ 8:46 (est was wrong)
H/L est 1344.25 1333.75 10.50

Rng est=8.50
Weekly PP 7.25
Mode 11.00
Median 11.00

Actual rng =6.75

-----------
High 1343.00
Low 1336.25
Open 1339.50
Close 1343.00
Percent 100%
VWap 1339.75
Range 6.75
Vol 1,339,690
WMA7 1334.00
SAR 1315.25
Bol U 1345.00
Bol L 1324.50
EMA5 1334.50

--notes---------
High est good, low not so much. +1.25 on the HE and -2.5 on LE
H/L rng=10.50 vs 6.75 -ouch! (once again the narrow on could have been a tip-off. Need to work on that switch.)

FEa so-so +2. FEa est=1339@8:20 Actual = 1337@8:46 (time for FEb was 8:52 so much closer to actual)

high today < Bol U -2.0 --- humm...
SAR increased +5.25 from yesterday to 1315.25

-----
Ok gang its a sunny Sunday and I'm wasting away at the keyboard -- time for a walk outside!

Reply With Quote
     

Old February 22nd, 2011, 01:23 PM   #16 (permalink)
The fun is in the numbers
Point Roberts, WA, USA
 
Futures Experience: Advanced
Platform: IB and free NT
Broker/Data: IB
Favorite Futures: ES
 
aquarian1's Avatar
 
Posts: 2,202 since Dec 2010
Thanks: 696 given, 972 received

Yesterday the markets were closed -thank-heavens I needed the sleep.
I started reading Robert's Journal and he references Sam Seildon

From an article be Sam Seiden
source:
Trading Articles - Authors - Sam Seiden | Trade2Win

" 4. Only trade opportunities that offer at least a 3:1 profit zone to the first target."
" 5. Pre-plan and pre-set: Entry, Stop, Target/s."
"Here are the only two types of entries you will ever need. The First Pullback entry is the lower risk/higher reward entry though many people are not comfortable with it. "

I really wonder how many people bother to make sure that they know their RR ratio and wait for 3:1 - that is knowing their stops don't enter without the chart showing them a 3:1 for the target - very few I would imagine.
----------
Yesterday I got a hand chart set up for silver and was happy that the graph paper I had pasted to the printed one year chart just happened to work out for scaling of grid lines.

Today - the day after a holiday -is always a bit of a quandry as to what to do with yesterday's partial ES data. I slept in so no trading in any case. Markets are down - not much of a surprise after the action partial session yesterday.

Reply With Quote
     
The following 2 users say Thank You to aquarian1 for this post:
     

Old February 22nd, 2011, 01:42 PM   #17 (permalink)
The fun is in the numbers
Point Roberts, WA, USA
 
Futures Experience: Advanced
Platform: IB and free NT
Broker/Data: IB
Favorite Futures: ES
 
aquarian1's Avatar
 
Posts: 2,202 since Dec 2010
Thanks: 696 given, 972 received

A second article seems to clarify Sams approach. He sells the first revisit to a resistance level (pivot level) provide the time spend there was brief. vv lows.

Swing Trading Strategies | Day Trades | FREE Stocks Picks - MrSwing.com
The first time price revisited that level [support] was the time to buy as the risk was low and the reward was high. Notice...the cluster of trading that is followed by a decline in price. When price comes back to that level for the first time ... it goes right through it without turning lower."

Reply With Quote
     
The following user says Thank You to aquarian1 for this post:
     

Old February 22nd, 2011, 07:25 PM   #18 (permalink)
The fun is in the numbers
Point Roberts, WA, USA
 
Futures Experience: Advanced
Platform: IB and free NT
Broker/Data: IB
Favorite Futures: ES
 
aquarian1's Avatar
 
Posts: 2,202 since Dec 2010
Thanks: 696 given, 972 received

more than 2 yrs ago when I started out on my quest I set some rules for myself:
- no TV
- no newspapers
- no drinking.
(quite a few more but not to bore you.)

Well working 14hrs+ a day on this project I don't have time to waste. By Friday I am exhausted.

This Friday I didn't get my end of day and end of week wrap-up done. I gave myself a little break on Sat evening and did some investment reading at the local coffee shop. Not sure why but I broke a rule and read the newspaper, which contained an article about a female CBS journalist on 11 Feb while covering the anti-government protest rally, being separated from her fellow reporters and beaten and repeatedly raped by group of Egyptians. Finally, 20 Egyptian women and the police finally ended her ordeal. The ugliness of a the "humans" involved really bothered me and I had a hard time getting the awful image out my mind and upset my sleep.

Then this morning I read in Barcharts, I read:
" increased geo-political concerns after Egypt granted Iran permission to send 2 warships through the Suez Canal, which raises the risk of an Iranian confrontation with Israel." (nice)
---------------------
I know some believe God is going to come down to earth and do some "cleansing".
If so, I sure wish he'd get a move on 'cus the scum is floating to the top.
--------------
Anywho, missed today mega day trading.
My own fault - I stayed up too late to get up on time and missed a 24.25pt day after a series of 6-7pt garbage.

Reply With Quote
     
The following user says Thank You to aquarian1 for this post:
     

Old February 22nd, 2011, 10:50 PM   #19 (permalink)
The fun is in the numbers
Point Roberts, WA, USA
 
Futures Experience: Advanced
Platform: IB and free NT
Broker/Data: IB
Favorite Futures: ES
 
aquarian1's Avatar
 
Posts: 2,202 since Dec 2010
Thanks: 696 given, 972 received

Tuesday 22 Feb 2011

observations:

WR checkdown day Rng=24.25
mech est of dir=-1, act dir=-1 (dif open to close -12.75)
mech est of mid chg=-1, act mid chg=-1 (-13.25)
dir30min = up to 1328 act=up from 1323.25@8:37 to1334.50@ 9:17 (est was correct)
H/L est 1335.25 1323.25 dif= 12.00

Rng est=12
Best Est of Rng:
Mech Pivot 27.00
Mode 12.00
Median 13.25
Actual rng =24.25

-----------

High 1334.50
Low 1310.25
Open 1326.75
Close 1314.00
Percent 15%
VWap 1321.50
Range 24.25
Vol 2,589,250
WMA7 1325.50
SAR 1321.00
Bol U 1344.75
Bol L 1310.75
EMA5 1327.00

--notes---------
Got up late and so the estimates reported here are the mechanical and don't really mean
much.
Important
I must make sure that on big down days like today I don't limit the profit.

On prior day Friday 18 Feb I mentioned"high today < Bol U -2.0 --- humm... "
Looks like it had meaning. From Friday's high to today low (1343 1310.25) = drop of 32.75pts.

RTH Sar =1321 +5.75 from Thursday.
Notice that Thurs 17 Feb's SAR was 1310 -very close to today's low.

(On the extend hrs graph SAR has flipped to the high side. WMA70= 1287)

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

Reply With Quote
     
The following user says Thank You to aquarian1 for this post:
     

Old February 22nd, 2011, 11:05 PM   #20 (permalink)
Elite Member
Houston,Tx
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: Mirus Futures/Zen-Fire
Favorite Futures: TF
 
ThatManFromTexas's Avatar
 
Posts: 2,302 since Feb 2010
Thanks: 1,208 given, 4,281 received



aquarian1 View Post

.....female CBS journalist on 11 Feb while covering the anti-government protest rally, being separated from her fellow reporters and beaten and repeatedly raped by group of Egyptians. Finally, 20 Egyptian women and the police finally ended her ordeal.....

Minor point perhaps ... she was sexually assaulted not raped ... not belittling what happened ... just trying to be accurate

Regards,
TMFT

I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
Reply With Quote
     

Reply



futures.io > Futures Trading, News, Charts and Platforms > Trading Journals > Trading

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)
 

Trading Technologies: ADL hands-on

Dec 13

Normal webinar schedule resumes after the holidays

January

Ernie Chan: Risk Management

Elite only

Dedicated Trading Servers: Advantages/Disadvantages w/sam028

Elite only

An Afternoon with FIO member Massive I

Elite only

Leo Murphy: TBA

Elite only
     


All times are GMT -4. The time now is 07:46 AM.

Copyright © 2016 by futures.io. All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
 
no new posts
Page generated 2016-12-11 in 0.17 seconds with 19 queries on phoenix via your IP 54.161.168.87