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    Position trading calls and ideas

    I have tried shorter time EMA cross longer time EMA method, but when they sometimes cross back and forth within a short period, I am at a loss as what to do with it. So I gave up.
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    Kelly Criterion & Risk Of Ruin As Risk Management Tool

    I had bottom signal for 10 years note on 7/29/2019; top signal for euro on 6/25/2019; Bottom signal for euro on 7/25/2019. The last signal failed. See for yourself on chart how did they work. For those who are interested, I will post my real time signals in following thread...
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    Kelly Criterion & Risk Of Ruin As Risk Management Tool

    As I understand you already consider the factor my win is 3 to 6 times of my loss? The strategy was built during the past year and I did win some money but lost on other strategies I have been testing.As I am not sure it is the best strategy I can get.
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    Kelly Criterion & Risk Of Ruin As Risk Management Tool

    I was correct on that. Note I said this is a bottom|top catching strategy,so the distance it runs(representing profit), is 3 to 6 times the distance between where the signal occurs and stop(representing the loss incurred). A signal at the same direction as major trend runs longer in distance...
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    Kelly Criterion & Risk Of Ruin As Risk Management Tool

    It was a typo. I meant stop hit 1 out of 10. Thanks for correction. I guess putting 50% of my capital at risk is roughly equal to 1|2 Kelly but am not sure.
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    Kelly Criterion & Risk Of Ruin As Risk Management Tool

    This strategy used to work for euro, Japanese yen, gold, 10 years notes, but after trade war began, it is not working for gold,Japanese yen,but still working for 10 years note, and less accurate for euro. It is a multi days strategy and I can show how it works in my thread. It tries to catch a...
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    Kelly Criterion & Risk Of Ruin As Risk Management Tool

    You said you come to this forum to learn, but you don't look like a learner but a China government agent to do censorship. What does freedom of speech mean to you?
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    Position trading calls and ideas

    Long euro at 1.10400.
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    Kelly Criterion & Risk Of Ruin As Risk Management Tool

    Not really. Assume my capital is $10000, the first loss cut it to $5000, the second loss cut it to $2500. After 10 consecutive loss , I still have $ 10 in my account. Since my win rate is 90%,10 consecutive loss seems nearly impossible. This is all my considerations when I set my leverage level.
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    Kelly Criterion & Risk Of Ruin As Risk Management Tool

    I have a strategy : The strategy is used in forex and futures. Win rate is 90%; Winning amount is 6 times of loss amount.(I set a stop,the stop hit 9 out of 10 times) Can Kelly solve this? If not, what method can be used to solve it? When I used this strategy, I set my leverage at a level that...
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    ES Journal - 2019/2020

    I create a position trading thread. https://www.elitetrader.com/et/threads/position-trading-calls-and-ideas.335664/
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    Position trading calls and ideas

    Exited at 1.10750.ISM too strong.
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    Position trading calls and ideas

    Small euro long at 1.10550.
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    Position trading calls and ideas

    Exited at 1.10550. ADP report is too strong. I was afraid it run up big after report. So took a small position before report.
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    Position trading calls and ideas

    Took a small euro long at 1.10584. I am now biased on upside.
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    I am massively short the USD.

    See my trade yesterday at ES 2943.5, and now ES is 20 points higher. This is how to choose an "all the way up" entry. https://www.elitetrader.com/et/threads/position-trading-calls-and-ideas.335664/#post-4921465
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    How to size up capital appropriately?

    The worst retail is much worse than pros; The best retail is much better than pros. Both because pros do not take high risk.
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    How to size up capital appropriately?

    You should be able to use 100% of your capital to trade. Assume you have 20 consecutive loss, each loss is 10%, you will still have 12% of your total capital left.Since you have 70% winning rate,20 consecutive loss is like 1|100000000000 probability.
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    I am massively short the USD.

    Judging from your previous post to me,who you never knew, you were really rude and sound lack of basic education.
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    Position trading calls and ideas

    Nice entry on ES, isn't it? Euro just had a bounce from extremely oversold condition. For those who think this bounce offers opportunity to short, it is dangerous thinking. Because it now can go either way. The next direction will largely depend on service PMI today and employment report on...
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