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Wednesday, August 24, 2011

Day Trading Notes

I have begun day trading the IWM ETF.  As a novice trader, my initial focus is developing good methods for day trading.  I will frequently chronicle notes on my market observations and performance to track my progress.
  • I trade the IWM commission-free, but I can only trade it from the long side.  The commission-free trades are huge because they allow me to focus on making good trades (with small trade sizes) without worrying about eroding my account with fees.
  • Order execution is critical.  I am familiarizing myself with the new trading platform.  Unfortunately, there are no hot keys for placing trade orders.  I have to use the point-and-click method.  I need to determine the best way to place my orders.  I am using limit orders.  I work full-time, so I will not always be able to actively manage my position once it is initiated.  I am currently evaluating multi-contingent, OCO, and OTO orders.
  • I am limiting myself to one open position at a time in only IWM until I gain more experience.
  • I need a way of defining if IWM is in a short-term down trend and I should take profits quickly, or if is is in a short-term up trend and I should let my profits run.  I will summarize my trade performance to determine the size of my winners/losers and my expectancy.
  • It is easy for me to exit trades at my stop points.
  • It is difficult for me to enter trades.  I find that I am missing fills on my limit orders by a few cents.  Once I miss my target entry, I tend not to try and re-enter.  This is especially bad if it is followed by a long trend.  I need to practice entering a trade quickly and exiting quickly if it moves against me because I can't afford to miss those moves.
  • My goal is to break even each day while I am learning.  As my skills develop, I would like to be able to exceed the daily movement in IWM on a per share basis.  Example, today I made $0.15 per share while IWM closed the day up $1.01.  I would like to have exceeded $1.01 per share.

Daily Trading Summary (08/24/11):
Number of trades (round trips) = 6 (3W, 3L)
Trade Size = 1 share
Average Win (Winning %) = $0.15 (50%)
Average Loss (Losing %) = -$0.10 (50%)
Average Return = $0.025
Total Return = $0.15

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