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Part Time Wealth Building Trading System - Weekly Scalping

  • #61
  • Jan 6, 2007 2:55am Jan 6, 2007 2:55am
I'll have to look back at the charts lets, but I will say that we should not place a limit on how many reversals we take. As I said those were long full bodied candles with small shadows. Price must have broken out of the range at some point in those weeks. The small 30 pip losses were probably easily made up for in the long real bodies even if you had 3 or 4 30 pip losses in a row. Matt
  • #62
  • Jan 6, 2007 4:52am Jan 6, 2007 4:52am
Firstly, thanks once again TK, another great one !

Secondly, those of you that add a trailing stop to the system and then say you are getting very different results, well of course that will be the case. TK doesn't use them, and if you want to follow his system to the letter, then you wouldn't use them either. If however you want to adjust the exit strategy to suit your trading style, then of course that is down to the individual, and good luck to us all.

On the subject of an alternative exit strategy, the general ATR of a daily/weekly timerame is so much larger than the smaller timeframes (obviously) that you are very much in danger of stifling your trades by keeping the stop too close, which is why TK's stop strategy is so successful. In my opinion, those of you looking to trail the stop might consider taking ATR into account (sorry TK if I am repeating myself ). For those of you interested in that method and have MetaTrader, I have uploaded an image of standard ATR stops applied to a 4 hour chart (the blue and red lines). But some words of caution, This detracts somewhat from TK's method of 'set and forget' (pretty much). Also this method is very likely to increase drawdowns, but could possibly squeeze out a few more pips for you. With TK's method you pretty much know how much a loss will hurt and how many to expect, with ATR stops, thats not the case.

TK - One question. Obviously this system doesn't permit a re-entry in the same direction if you are stopped out. Is this something you just accept, or do you have a method for this. Admittedly, you don't really want to chase the market, more have the market come to you
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  • #63
  • Jan 6, 2007 5:24am Jan 6, 2007 5:24am
Quoting permanentjaun
Correct caventou,

I think most of the people getting all of those whipsawed trades and bad results are using a trailing SL.

It just hit me why this system could probably work. We expect price to move in one general direction in a week. Just take a look at any weekly chart and you'll see that not many candles stay in a tight 50-100 pip week. Many weeks easily exceed 200-300 pips. You can say this about any point in time though; eventually price will move a considerable amount from any point.

That's why it could work. Essentially what we're trying to do is put ourselves in the right direction of the week by straddling the open. If we're wrong we want to correct ourselves, which is what the initial 30 pip SL is for. IT IS NOT TRAILING OR STEPPED. We can not expect price to stick around the opening price for very long. This is why the fixed 30 SL will work. Price will eventually move away from the open such that our SL is now 40, 50, 60, 70 pips away from price. It allows for breathing room. How many times will a price go 50 pips in one direction to trigger a trade, reverse 50 pips to stop out and trigger a new trade, then reverse 50 pips again to stop out again, etc etc?

If we keep the SL fixed then this shouldn't worry us too much. For one, it would have to be perfect storm conditions to destroy us. That would have to involve the ranging market ranging close to our entry point. With a fixed SL the ranging market could easily be ranging above/below our entry point and not stopping us out. The range would also have to be volitile enough to keep producing losing trades for us. Perhaps the ranging market could trigger a trade, stop us out, but then reverse again to trigger the new trade in the same direction of the first trade that eventually leads to a winning trade.

I have a feeling this system could work, although I am unsure about the exit strategy. I do believe a 30 SL may be too small. Although, as mentioned, how many times can we expect price to range so violently to add up those 30 pip losses? Even just one trade out of 4 that wins only 100 pips, (very easy on a weekly chart) would give you a profit of 10 pips over the 4 trades. Sounds pretty good to me. 25% success and we still profit.

That's where I think the next direction of this thread should do. Exit strategy. I mentioned earlier I think a possible strategy would be to exit trades at the end of the week as tkimble mentioned, BUT I do think a trailing SL of 70-100 might be important. There are a couple weeks that formed doji's, spinning tops, etc that have huge 150+ pip shadows. I'd much rather be able to at least pull 50 pips out of those weeks rather than see 150+ pips evaporate into thin air and turn into a loss. The trailing SL just needs to be large to allow for the weekly movement to breathe some, but hopefully play out better than just keeping the 30 SL.

Another question I do have is about reentering positions in the same direction. What happens if price triggers a buy order which then proceeds to get stopped out, but it doesn't trigger a sell order. Price then rallies again the rest of the week. When do we re-enter a buy position in this situation? Do we set another buy trigger 50 pips from where we were stopped out?

Also, as someone asked earlier, what happens if a week gaps up just immensely just like the week of 11/25/2006 did? Those are the things I'm not sure of right now. Matt
I have to agree with you on the SL - from my backtesting it would take a SL of 100 pips to keep you in trades and allow you to catch the big directional moves. Sometimes overnight the market can move quite considerably and it would be horrible to wake up and find you'd been stopped out of a perfectly decent trade. Take this week for instance you would have needed a SL of greater than 85 pips to keep you in play.

With regard to the initial SL though, I think one of 55 pips would be better and keep you in trades while the market whipshaws. Once it makes up it's mind, then you're either going to be stopped out or on the winning trade.

The first week of August seemed a bad time for whipshaws and even with a 55 pip SL you would still have made a loss before the market made up its mind which direction it was going in.
  • #64
  • Jan 6, 2007 5:40am Jan 6, 2007 5:40am
Just to say, I was not using a trailing stop loss when I got those results posted above.

It is exactly as one of the other posters mentioned when he cautioned that when you go into the details lurking behind a weekly candle, ie when you study the price action on a shorter time frame, what seems to be the case is that there is frequently a substantial amount of chopping and being stopped out several times before (if) price takes off, and oftentimes it comes back down from open profit anyway by the time you reach the last thirty minutes of the week.

I don't understand how TKimble obtained the pips indicated in the file he posted, and how he found that there are only two entries a week generally. That may have been true in that sweet spot in late November, but I haven't found it to be true in general.

TKimble - help! As someone else said, I would very much like to be shown where I am going wrong and for this system to do what it says on the tin!!
  • #65
  • Jan 6, 2007 6:48am Jan 6, 2007 6:48am
Quoting drayco
I am getting the same type of results as you Ironball. Maybe we are both doing something wrong, but i just went through the last half of Jan, 2006 to halfway through Feb, 2006 and there was so much whipsaw i quit. Many times per week (4 or 5) entry followed by 30 stp. Maybe we are doing it wrong, but to others thinking of trading this way please be careful. Study it first until some questions are answered.
I'm glad its not just me. I'm running against 4 years of tick data and while the system is turning a profit its not one to write home about and the whipsaw effect is far greater than the demonstrated profits should be.

As for the profits its 632 pips from 1/1/2003 to 1/1/2007 although it did make 1696 pips between 28/11/2005 and 28/11/2006 so it does depend on time frames.

Personally you need to at least skip mondays to allow the direction for the week to be set. That alone changes the pips from 632 to 2759 over the 4 year period.
  • #66
  • Jan 6, 2007 10:54am Jan 6, 2007 10:54am
I would like tkimble to reply obviously.

I will throw another idea out there though. Since we know price will move more than 50 pips from open, then should we really worry about missing some pips? We're only concerned with trending markets and hate ranging ones. I'm thinking then we could place a 50 pip straddle of either the close of the previous candle or the open of the new one. Place a 50 pip stop, or essentially the close of the previous/open of the new candle. This way it takes a much stronger trend to trigger trades and allows us to not get whipsawed since we have a 100 pip buffer. In tkimbles strategy essentially we only have a 50 pip or even 20 pip buffer. In this method the price would need to move another 50 pips before triggering another trade rather than just 20.

With that strategy we're reducing our risk of being whipsawed since we have a larger SL and a larger buffer. The trades will hopefully be much more significant. We could even still keep Tkimbles 30 SL, but not move the reverse trigger. Keep the 50 pip straddle on both sides to have a 100 pip straddle. I think the problem is we're getting stopped out then immediately triggering another trade which isn't necessary. It's having us enter to get as many pips as possible, but giving us a weak entry point that is too close to our stop out poing.


Just something to consider. I still think more options on exit strategy should be though up. The 3 weeks before this one were all spinning tops. We would have watched a lot of profit dissappear if we wait for the close. Maybe something simple like a 150 TP? I think it could all depend on how many times we get stopped out before taking profit. Maybe if we get stopped out once then only look for 150 pips. If we get stopped out twice then look to just break even with 100 TP. If we don't get stopped out then let it ride to the end of the week. This would have had us missing out on the big profits from this weeks drop though. I'm just throwing ideas out there.

Anyone want to try it out in backtesting? Obviously you should try different exit strategies of letting it ride, 150 TP, etc.. Matt
  • #67
  • Jan 6, 2007 1:02pm Jan 6, 2007 1:02pm
Thats right permanant. I agree there has to be a way to capture those large moves and hopefully not see 100+ pips disappear. I don't know if this has been said yet but I think the most effective way to do this is divide your trade value among two orders.

Say you want to trade two lots, lot one you add a trailing stop with good breathing room(testing-trial and error should help us find a good equilibrium)say about 50-75 pips. Lot two you leave open to capture the large movement, just in case there there would be a retracement after the TS of lot one stopped out. Once the trade moves in your direction you take both trades and put them to break-even +10 pips.

Lot 1 TS 50-75 pips SL set to BE+10pips when movement is positive 50 pips

Lot 2 No TS SL set to BE+10 pips when movement is positive 50 pips

This would allow capture of 20 pips profit minimum every entry. Lot one would capture additional pips with the ts IN CASE of a retracement. Lot two would be positive either way. Retracement or continuing the trend. And still allow access to the 300-500 pip moves that come every few weeks.

Just my two cents


Quoting permanentjaun
Correct caventou,

I think most of the people getting all of those whipsawed trades and bad results are using a trailing SL.

It just hit me why this system could probably work. We expect price to move in one general direction in a week. Just take a look at any weekly chart and you'll see that not many candles stay in a tight 50-100 pip week. Many weeks easily exceed 200-300 pips. You can say this about any point in time though; eventually price will move a considerable amount from any point.

That's why it could work. Essentially what we're trying to do is put ourselves in the right direction of the week by straddling the open. If we're wrong we want to correct ourselves, which is what the initial 30 pip SL is for. IT IS NOT TRAILING OR STEPPED. We can not expect price to stick around the opening price for very long. This is why the fixed 30 SL will work. Price will eventually move away from the open such that our SL is now 40, 50, 60, 70 pips away from price. It allows for breathing room. How many times will a price go 50 pips in one direction to trigger a trade, reverse 50 pips to stop out and trigger a new trade, then reverse 50 pips again to stop out again, etc etc?

If we keep the SL fixed then this shouldn't worry us too much. For one, it would have to be perfect storm conditions to destroy us. That would have to involve the ranging market ranging close to our entry point. With a fixed SL the ranging market could easily be ranging above/below our entry point and not stopping us out. The range would also have to be volitile enough to keep producing losing trades for us. Perhaps the ranging market could trigger a trade, stop us out, but then reverse again to trigger the new trade in the same direction of the first trade that eventually leads to a winning trade.

I have a feeling this system could work, although I am unsure about the exit strategy. I do believe a 30 SL may be too small. Although, as mentioned, how many times can we expect price to range so violently to add up those 30 pip losses? Even just one trade out of 4 that wins only 100 pips, (very easy on a weekly chart) would give you a profit of 10 pips over the 4 trades. Sounds pretty good to me. 25% success and we still profit.

That's where I think the next direction of this thread should do. Exit strategy. I mentioned earlier I think a possible strategy would be to exit trades at the end of the week as tkimble mentioned, BUT I do think a trailing SL of 70-100 might be important. There are a couple weeks that formed doji's, spinning tops, etc that have huge 150+ pip shadows. I'd much rather be able to at least pull 50 pips out of those weeks rather than see 150+ pips evaporate into thin air and turn into a loss. The trailing SL just needs to be large to allow for the weekly movement to breathe some, but hopefully play out better than just keeping the 30 SL.

Another question I do have is about reentering positions in the same direction. What happens if price triggers a buy order which then proceeds to get stopped out, but it doesn't trigger a sell order. Price then rallies again the rest of the week. When do we re-enter a buy position in this situation? Do we set another buy trigger 50 pips from where we were stopped out?

Also, as someone asked earlier, what happens if a week gaps up just immensely just like the week of 11/25/2006 did? Those are the things I'm not sure of right now. Matt
  • #68
  • Jan 6, 2007 3:33pm Jan 6, 2007 3:33pm
jarcrocker,
Excellent strategy , i think this sounds really good.


Quoting jarcrocker
Thats right permanant. I agree there has to be a way to capture those large moves and hopefully not see 100+ pips disappear. I don't know if this has been said yet but I think the most effective way to do this is divide your trade value among two orders.

Say you want to trade two lots, lot one you add a trailing stop with good breathing room(testing-trial and error should help us find a good equilibrium)say about 50-75 pips. Lot two you leave open to capture the large movement, just in case there there would be a retracement after the TS of lot one stopped out. Once the trade moves in your direction you take both trades and put them to break-even +10 pips.

Lot 1 TS 50-75 pips SL set to BE+10pips when movement is positive 50 pips

Lot 2 No TS SL set to BE+10 pips when movement is positive 50 pips

This would allow capture of 20 pips profit minimum every entry. Lot one would capture additional pips with the ts IN CASE of a retracement. Lot two would be positive either way. Retracement or continuing the trend. And still allow access to the 300-500 pip moves that come every few weeks.

Just my two cents
  • #69
  • Jan 6, 2007 4:33pm Jan 6, 2007 4:33pm
Hey all,

Another confirmation - I just went through July to September on the hourly charts. Maximum 2 trades; if the first entry is stopped out, the only buy-stop in place is the opposite one brought up to previous week's close. For July +197pips, August -25pips, September +157 pips.

Many of these weeks went some distance before they reversed & were stopped out. If our target is 100 pips per week, perhaps we should place the t/p @ 100 pips. I haven't gone back through them with this in mind, but from what I remember there would have been at least 3 more profitable weeks of +100 each.

Is there an indicator that gives the 'speed' of movement?? For instance, if it is slowly heading downwards (20 pips over two hours) you get a numerical value representing this speed. If it is quickly spiking down (50 pips over 15 minutes) you get a higher value... might help to figure out some way of exiting (even automated).

I am fairly new to all of this and am not familiar with all indicators out there

Take care and happy pipping!

Daemien
  • #70
  • Jan 6, 2007 4:55pm Jan 6, 2007 4:55pm
Just a thought here......what if instead of a stop loss, you placed a stop and reverse order.
Same Whore .... Different Dress
  • #71
  • Jan 6, 2007 5:31pm Jan 6, 2007 5:31pm
Quoting johnedoe
Just a thought here......what if instead of a stop loss, you placed a stop and reverse order.
We'd probably get into the same problem others are finding with the 30 pip SL and moving the triggers.

You can try it, but I wouldn't. For example, you go long on a trade and it moves 100 pips in your direction. It then gets stopped out. The week is still strong to the upside by 50-150 pips depending on what your SL was. So in my mind there is still going to be buying pressure in the week. This is especially true if the trade went 200-300 pips north and then retraced 100 pips on us. It's still 100-200 pips long. This isn't a very discretionary system. So I wouldn't bother using any of its movement to determine if the momentum has shifted to either side.
  • #72
  • Jan 6, 2007 5:45pm Jan 6, 2007 5:45pm
Quoting jarcrocker
Thats right permanant. I agree there has to be a way to capture those large moves and hopefully not see 100+ pips disappear. I don't know if this has been said yet but I think the most effective way to do this is divide your trade value among two orders.

Say you want to trade two lots, lot one you add a trailing stop with good breathing room(testing-trial and error should help us find a good equilibrium)say about 50-75 pips. Lot two you leave open to capture the large movement, just in case there there would be a retracement after the TS of lot one stopped out. Once the trade moves in your direction you take both trades and put them to break-even +10 pips.

Lot 1 TS 50-75 pips SL set to BE+10pips when movement is positive 50 pips

Lot 2 No TS SL set to BE+10 pips when movement is positive 50 pips

This would allow capture of 20 pips profit minimum every entry. Lot one would capture additional pips with the ts IN CASE of a retracement. Lot two would be positive either way. Retracement or continuing the trend. And still allow access to the 300-500 pip moves that come every few weeks.

Just my two cents
I'm not a fan of splitting up lots, but it seems like the best bet right now. The first lot would have to exit at a minimum of our SL value. I feel comfortable using a 50 SL and triggers that don't move. Therefore my first lot would have to be 50 pips or more. I don't want my risk:reward to go out the window. No point in taking just 10 pips on the first lot, ya know?

If I were to use this method I would keep the 50 SL and not move the triggers. Then if I were to split the lots I'd take 75 pips on the first lot and maybe a 100 SL or just move the SL to B/E or +10 like you said. This strategy really requires the balls to let the week play out. Huge swings must be allowed. Even a 60 SL might be too close. So be careful with moving your stops or trailing. I dont know. Maybe have several stops in place for the second lot. A b/e stop and a trailing of maybe 150. That's pretty ridiculous though. Have to hope we get more 200-400 pips moves in our favor. Matt
  • #73
  • Jan 6, 2007 6:04pm Jan 6, 2007 6:04pm
As i'm sure most of you are aware there is another version of this just starting over at strat bldr fx and the thread is called Sibkis Weekly Breakout Method. It may lend some ideas to this.
  • #74
  • Jan 6, 2007 7:06pm Jan 6, 2007 7:06pm
Quoting tkimble
Your analogy is solid for your trading style. But my style is different. I have executed the same two trades and am currently up 280 PIPS. But I can understand your reasoning. The point here is that each trader needs to trade according to there style.

One additional point. My style is to just let it ride and what happens, happens. My objective is simply to just protect the bottom line. I have tried trading with "profit targets" but find myself screaming at the top of my lungs when I prematurely exit what turns out to be a great trade. But I completely understand the profit target approach and why a trader would use this method.

Also, when I enter the market each week I do not think about how much money I can make. I only think about how much I am willing to lose and expose capital accordingly using the model that I have provided earlier in this thread. I know that the profits will normally be generated. In general, I can make a good living on 50 PIPS of profit per week. Everything else is gravy.

I do not like staring at the markets all day. Too boring.

Thanks for your anology...

Happy Trading,

Tkimble
Agreed. I can handle being in the black and going into the red. What I can't handle is being in the black, seeing a bullcrap pullback that takes me out and then the rest of the week the market moves 400 pips.

That does nothing but peeve me off and make me vengeful. I can't have that if I want to be successful. My current swing system has strict entry and exit rules, which I like. Because if I get out on a big pullback, when the price continues, I'm probably going to get signalled to get back in anyway... I like that because it reduces my risk for that short period of time that I am out...
Mr. Trend
  • #75
  • Jan 6, 2007 8:02pm Jan 6, 2007 8:02pm
would these settings you expressed, for the weekly system, work just as well using 4hr Charts? I would like staying with my 4hr. Charts if I could, as I use 4hr with my other Method I am testing, as well.

Also I am in ... GMT -05:00, / New York ... Eastern time zone ... so would I place my .... Buy order 30 pips higher and sell order 30 pips lower, than the .... 8:00 AM Candle? And yes, I am paper trading only. Would like to test this Method for a month live and see how well it does with GBP/USD & EUR/USD, just wondered if 4hr charts would work as well.

Thanks!

ut2DaMax
  • #76
  • Jan 6, 2007 8:16pm Jan 6, 2007 8:16pm
I don't have EA capabilities. Anyone want to test a system of having a TP of 50 and 50 SL on the first trade. If that is hit then don't have any more trades for the week. If that is stopped out then the next trade has a TP of 100 and SL of 50. If that is stopped out then another trade of 100 with SL of 50.

My thinking is I could probably make a decent living with just 50 pips a week. I'm giving myself two shots to do that; in the initial trade and on one more trade with the second. If both lose then I'm just looking to B/E on the third.

It's kind of like martingale in that we're looking for more on the next play, BUT we're not doubling our SL or the amount we put into each play. What do you all think? The obvious drawdown is what happens when our third play gets stopped out too? It erases the profits from 3 previous weeks. That sucks. Maybe some sort of 4th trade could help, perhaps of reducing the TP back to 50 to gain some ground back. Just some thoughts. Matt
  • #77
  • Jan 6, 2007 9:10pm Jan 6, 2007 9:10pm
I have been trading the GBP/USD on this weekly time frame for a while now and I actually played with this exact system in early 2006. I found that the more I tried to maximize the TP/SL parameters, longer and deeper the drawbacks became. Markets change and mechanical methods have to change with them.
Eventually I settled on a 100 tp and a 50 sl with one re-entry at orginal the entry point. It would work well for many weeks and then I'd get smashed for many weeks. Overall it was profitable but I discovered that another dozen set-ups would have worked just as well at capturing the segment I was targeting.
I changed to trading the breakout of the weekly opening range and settling for the first 100 pips that came my way. If I'm stopped out for a 50 pip loss, I'll re-enter once at either of the original straddle points. The plan is that I'll only re-enter once but I've yet to be stopped out twice in 7 months. I've had to watch a lot of huge profits pass me by but the drawdown has been virtually non-existant. Its not perfect but its reliable and I kniow if I try tinkering with it, I'll be on a loser fairly quickly. I've tinkered my way to failure on many, many occasions.
BTW it would have failed on Christmas day, if I'd been foolish enough to trade such a thin market.
I suppose the point I'm trying to make that the key to making money from the weekly timeframe(regardless of your method) is to identify which segment of the weekly price move your method can reliably capture and be happy with that. Because by the time you've figured out the perfect sharpe ratio, the market would have changed again and your perfect ratio will be getting you smashed.
just my opinion.


Ken
  • #78
  • Edited Jan 7, 2007 9:34am Jan 6, 2007 9:34pm | Edited Jan 7, 2007 9:34am
This would be altering the strategy(sorry tkimble)but what comes to mind is to draw a horizontal line on your chart on Sunday at the close from the previous week and then Waiting to put on your position until Monday or Tuesday and watch to see what price is going to do, if as tkimble stated that more often than not the direction doesn't often change after that point then begin your week at that point. You would certainly miss out on the potential gain that you would otherwise get with the Sunday entry during those times that price goes in your favor but on the flip side you might avoid re-entry and small losses sometimes as well. Obviously one would have to test this in real time.
  • #79
  • Jan 6, 2007 11:11pm Jan 6, 2007 11:11pm
Quoting fritz
This would be altering the strategy(sorry tkimble)but what comes to mind is to draw a horizontal line on your chart on Sunday at the close from the previous week and then Waiting to put on your position until Monday or Tuesday and watch to see what price is going to do, if as tkimble stated that more often than not the direction doesn't often change after that point then begin your week at that point. You would certainly miss out on the potential gain that you would otherwise get with the Sunday entry during those times that price goes in your favor but on the flip sideside you might avoid re-entry and small losses sometimes as well. Obviously one would have to test this in real time.
Interesting twist. Thanks for the insight...
  • #80
  • Jan 6, 2007 11:12pm Jan 6, 2007 11:12pm
Quoting Pip Rage
I have been trading the GBP/USD on this weekly time frame for a while now and I actually played with this exact system in early 2006. I found that the more I tried to maximize the TP/SL parameters, longer and deeper the drawbacks became. Markets change and mechanical methods have to change with them.
Eventually I settled on a 100 tp and a 50 sl with one re-entry at orginal the entry point. It would work well for many weeks and then I'd get smashed for many weeks. Overall it was profitable but I discovered that another dozen set-ups would have worked just as well at capturing the segment I was targeting.
I changed to trading the breakout of the weekly opening range and settling for the first 100 pips that came my way. If I'm stopped out for a 50 pip loss, I'll re-enter once at either of the original straddle points. The plan is that I'll only re-enter once but I've yet to be stopped out twice in 7 months. I've had to watch a lot of huge profits pass me by but the drawdown has been virtually non-existant. Its not perfect but its reliable and I kniow if I try tinkering with it, I'll be on a loser fairly quickly. I've tinkered my way to failure on many, many occasions.
BTW it would have failed on Christmas day, if I'd been foolish enough to trade such a thin market.
I suppose the point I'm trying to make that the key to making money from the weekly timeframe(regardless of your method) is to identify which segment of the weekly price move your method can reliably capture and be happy with that. Because by the time you've figured out the perfect sharpe ratio, the market would have changed again and your perfect ratio will be getting you smashed.
just my opinion.


Ken
Thanks for the contribution...
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