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Rob E
07-17-2007, 03:00 PM
Hey All:

I’m looking for some help in clarifying what seems to work best on the shorter time frames (3 & 5 min.) for trade management based on (and coming from) the more experienced and successful MTP users out there.

I’m looking for what management guidelines are being employed to help prevent or reduce the types of situations that I’m going to be outlining below…but at the same time are not exposing one to unnecessary or greater risk exposure than would usually be deemed prudent.

Below is a situation that I ran into about a week ago and these situations (to me) are more painful than taking losses since losses are just part of the trading business.

On 7-10-07 we had a nice TS3 sell set-up on the 3 min. NQ pictured below. In that image I have included my notes on the chart itself explaining how things could have unfolded (and sadly in my case… did unfold) at certain points during that trade employing some of the more standard trade guidelines as I understand them following the MTP methodologies.

The reason that I mention in my notes on the chart about the length of time involved in the trade when the ATR would have been hit has to do with the concept of “Time Stops.” With this in mind, has anyone done any back testing to see what kind of time frames should it typically take for a trade to begin working in your favor and beyond that time frame, just to pull the plug because anything much beyond that time frame could result in a much higher probability of being stopped for the full 1R loss?

What trade management guidelines are the more experienced MTP users finding that seems to work best on the shorter times (day trades only) and seems to find that happy medium of keeping one in a trade long enough to give it the fairest amount of time to work out, but not exposing oneself to unnecessary risk exposure? At what points in a day trade are you finding works best to begin bumping up your stops to B/E and so on, similar to the longer time frame setups and guidelines which recommend bumping up stops once the trade has exceeded the 100% risk area?

With this thought process in mind, I’ll bring this particular post to a close with my own favorite quote: “There’s nothing more liberating in a trade than reaching that risk free zone!”

The opposite side of that coin would be: “There’s nothing that eliminates the joys of that liberation faster or more frustrating than what’s posted below!”

Please share what techniques are successfully being used to find the happy medium between these 2 emotional extremes. Thanks much for the input and helping us all learn together!!!

Matt Bowen
07-17-2007, 03:48 PM
Hi Rob,

First, don't use 100% rule when day trading (you will get taken out of too many trades just like in your example). The day trading volatility will stop out too many trades using the 100% rule. Go back and look at 100 trades and see how many times you get robbed from trying to use the 100% rule

Please see: http://www.mtptrader.com/showpost.php?p=9307&postcount=7

Second, you might want to turn the ratchet off, I've talked about this since we first released the ATR to MTPredictor customers (see charts below). Giving a trade enough breathing room is essential for it's growth. I know you want to get to risk free as soon as possible (and that's a good thing), but I don't want to choke-off the trade before it has time to grow.

This is why it's paramount to be using risk capital when trading...because if it's money you can't afford to lose then you are going to do all kind things to eliminate risk and in the process you end up sabotaging the results... it's a dichotomy and this is why knowing your risk tolerance is VERY important!!! When you are truly trading with money that is risk capital and you are not holding on to it so tight (but rather managing it), you will then relax and start to feel more comfortable.

I know...it's not the answer your looking for, but it's the answer you will realize is correct once you get some successful trades under your belt.

All the best,

Matt

Rob E
07-17-2007, 04:16 PM
Thanks Matt for the input, it's greatly appreciated :)

So is the recommended procedure/guideline for day trades is to keep the intial stop in place until the ATR (ratchet off) moves past the intial stop and then adjust your stop to the ATR from that point on as the trade moves in your favor?

Thanks again!!!

Steve Griffiths
07-18-2007, 06:58 AM
Hi Rob

please also see the "Introduction to MTPredictor" PDF at: http://www.mtpredictor.com/support/index.html this has a section on Trade management, particularly using the strength band on the STF to decide whether to use the WPT's or ATRStop....

As outlined in the Trading Course, no 100% BE for intraday day because of the increased short-term volatility of short term charts

I hope this helps ?

Thanks

Steve