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Wednesday, August 31, 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.
  • Today was not a very good day for me in terms of trading.  I felt like I could not do anything right today.  The market was making some moves up and down, but the moves were really choppy and I got ripped up all day long.  Breakouts to the upside rarely seemed to follow through.  Levels were difficult to play because the price would consolidate for a few bars, then shoot up all of the sudden during one bar to the upper half of my range.  I could not enter/exit fast enough to take advantage of these momentary spikes. 
  • There seemed to be a lot of selling pressure today.  Unfortunately, I only trade long right now.  The easy money was in the shorts with nice long, clean trends.  Most of the day I wanted to start shorting, especially when my early longs were not working.
  • I created a summary of all my trades so far with performance metrics broken down by the hour of the day.  I trade best during the middle of the day.   My winning percentages during this time is around 52% and my win to loss ratio is 2.27.  This may be due to the fact I can follow the market more closely during lunch with very few distractions or it could be due to the lower volatility.  Things seem to move a little slower during the middle of the day, so it is easier for me to analyze what is happening.
  • I don't seem to trade well on the open or the close when there is a lot of volatility.  My winning percentages during these times is around 25% and my win to loss ratio is 1.11, that is pretty bad.  This is primarily due to the order entry methods on the trading platform.  I will need to be more selective when choosing my entries.
  • I started getting frustrated today.  My first 4 trades were losers.  I started getting stupid and entered a position at 73.75 when my indicators said it was a bad time to enter.  Then I was really stupid and averaged down at 73.71 on the same position with no indication of increased buying. DUMB!  As soon as I entered that second position, the market ripped down and I loss -0.19 and -0.15 on the positions for a total loss of -0.34.  They were my largest losses of the day.
  • I recognized during the day that I was getting frustrated and my trading style was not working well, but I continued to try to trade.  If anything I need more experience in all types of markets so my actions were more for education than anything.
  • Although today was by far my worst day, I did get good practice at cutting my losses short.  Besides the two poor trades mentioned above, the rest of my losses were less than -0.09, with an average loss of -0.06 (not including the two stupid trades from above).  I have to be pleased with that because I know if I can keep my losses around this level during a good day, it will lead to a very profitable run.
  • I need to develop some rules to stop me from trading if things aren't working.  Something like an intraday loss limit or setting a limit on how much money I can give back.  Perhaps if there are 3 bad trades in a row, I should shut things down.  Right now I am still trying to learn, so I will continue to refine my skills.  I will need to consider such rules in the future, especially when I begin increasing my size.
  • There was a long uptrend in the last hour of trading which I tried to 4 times, but 3 of them were losers.  The trend was very choppy with an ATR10 around 0.11, which isn't bad if the trend is moving up quickly.  This trend was grinding up slowly, in a choppy manner with some ugly candles.  My indicators said there was buying strength for almost the entire trend.  If I had had some more patience, my positions could have been more profitable.  I kept trying to enter when the price broke up to a new level, but the breakouts were not clean.  I should have entered on pull backs to the EMA7 and rode the EMA7 all the way up for about a 0.70 gain.
  • WHEN BREAKOUTS ARE FAILING, ENTER ON PULLBACKS TO THE EMA INSTEAD OF BREAKOUTS TO NEW TRADING RANGES.
  • I need to make a summary of all my trading rules for entry and exits.  I should add it to the sidebar of the blog for easy access and editing.

Daily Trading Summary (08/31/11):
Number of trades (round trips) = 24 (7W, 16L)
Trade Size = 1 share
Average Win (Winning %) = $0.07 (29%)
Average Loss (Losing %) = -$0.07 (67%)
Average Return = -$0.027
Total Return = -$0.65

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