you can trade multiple time frame

来源: njrookie 2013-11-06 12:02:12 [] [旧帖] [给我悄悄话] 本文已被阅读: 次 (803 bytes)
本文内容已被 [ njrookie ] 在 2013-11-06 12:03:36 编辑过。如有问题,请报告版主或论坛管理删除.

daily swing trade tends to have larger risks, but higher return. the reward to risk ratio is howeve lower. so the position should be smaller.

 

intraday DT has tighter stops and better consistency. you can put on much bigger position.

 

mkt is fractal. if you cannot trade intraday patterns, you give up some edge to extract money from mkt, but you can still make money from swing trade. your costs/commission structure are also crucial. i have never met a trader that can make money day trading at TD/Scottrade type of commissions.

 

having said all that, do not expect 50%+ return on capital with very high consistency (say 3+ sharpe) from swing trade only. be happy with low double digits return and 1-2 sharpe.

 

just my 2c. 

所有跟帖: 

Good point! -LeChatDort- 给 LeChatDort 发送悄悄话 (0 bytes) () 11/06/2013 postreply 12:05:59

都对.但我觉得POSITION的CASE应该掉个个.除非你的DT对象has huge vol. -不是很懂- 给 不是很懂 发送悄悄话 不是很懂 的博客首页 (0 bytes) () 11/06/2013 postreply 12:17:01

I am talking about annualized return for the acct -njrookie- 给 njrookie 发送悄悄话 (0 bytes) () 11/06/2013 postreply 12:47:36

how high is your target profit ratio for each trade? 1% or 2%? -DJI30SP500- 给 DJI30SP500 发送悄悄话 (0 bytes) () 11/06/2013 postreply 12:20:28

it is up to each person -njrookie- 给 njrookie 发送悄悄话 (81 bytes) () 11/06/2013 postreply 12:37:40

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