Thứ Năm, 10 tháng 6, 2010

"Account-Draining Trading Mistakes and How To Avoid Them" - by Ken Calhoun

Having taken thousands of stops during my trading career, I've learned a lot since the late 1990s about this. Failing small and often is a good way to learn (under-$20 stops). Failing large, often or not, is a bad way to learn (over-$100 stops). Let me show you the difference.

Common errors and fixes:


1) TRADING ERROR: Overtrading choppy markets:
I still do this myself on occasion, trading 11am-2pm when I know my odds are usually not good overall, for highly volatile stock charts. I've figured out a perfect discipline and risk-management "fix" for this trading error that many of us make:

FIX #1: Trade lighter share size. Trade ever-lighter shares on sequential trades, for example if I do 20 shares for an initial trade, then get stopped out -- my next trade in the same stock will likely be 15 shares, the next trade 10 shares, the next 8, the final 5 shares. I have to be 'right' in my trades at least one-two times in a row before I can scale into them on size. When I'm wrong, I force myself to trade ever-lighter shares.


FIX #2: Use technical rules and fences; for example no trading when the TRIN is between .7 and 1.5, particularly no trading if it's between .9 and 1.2. Another rule is trade light/not at all when the NASDAQ Composite is inside the prior day's high-low trading range, since "out" range days are better for trading.



2) TRADING ERROR: Taking large stops
(defined as over-$100 per trade).

FIX: Initiate all new trades on very small share size, and keep stops to a maximum of $20 or so, if possible. When stocks gap against you premarket, set a stopout value roughly 1/2 point under the premarket/open gap down low; don't sell the gap down open immediately, as sometimes these will recover a bit.


Trail a close stop on them if they do recover, to minimize the damage. In-market, it's helpful to scale into winners from initial small-share trades, vs starting off all new trades with 100+ shares from the beginning.



3) TRADING ERROR: Selling profitable trades too early.


FIX #1: Consider using an approach based on current day's low, and prior day's high/low, as parameters to test when setting initial and stop-out values. Look at swing trading chart intervals (5-10-55-day charts) to determine box ranges, and use stops accordingly. Also, I like using 10-minute hammers and shooting stars for pivot points on 5-day 10-min charts.


FIX #2: I've been doing this a lot in my own trades, is just scale out a bit at a time on winning trades. For example if I'm in MGM from 12.08 on a position I've built up to 300 shares and it's now at 12.88, I may set a trailing stop for 100 shares at 12.79, and another trailing stop for 100 shares at 12.55, and a trailing stop for the remaining 100 shares at just over breakeven, at at 12.09. This is a solid professional trading strategy, using dynamic scale-in and scale-out tactics.


Side note: Taking small wins early and often is just fine. For example I closed out most of my open long positions yesterday into the 11:44am rally pivot retracement, for nice gains. I'm a much bigger fan of "take a lot of small wins before the market takes them back", rather than being patient and hoping for huge homeruns. It's smart to at least start scaling out of winning positions using 2 or more hard-stops or trailing stops.


Remember, protecting and booking open profits is your #1 job as a trader
(equally or likely more important is keeping small stops). So at least scale out of winners more rapidly than you otherwise would, for at least 1/3 to 1/2 position exits with gains, letting the balance "ride" with a tight protective stop.


4) TRADING ERROR: Missing out on trading highly-volatile stocks
(like BP/RIG/APC lately for example)

This is a particularly frustrating one, because typical traders trade too few stocks and therefore minimize their chances of participating in big runs for stocks that do move strongly. I did this a lot, missing out and being on the sidelines, back during the '99 bubble, eg I might be trading SPLS/DCLK which I did a lot, when in fact the stronger movers may have been YHOO/QCOM/WCOM for the day, for example.


FIX: Consider trading a wider array of stocks, all on very small share size, using an inexpensive $1-commissh broker like interactivebrokers.com. This gets you "in the game" on stocks that are moving, without having to worry about being overleveraged on any small handful of just a few positions at a time. Then you can scale into the ones that Do move in your favor, while keeping small stops on everything else.



5) TRADING ERROR: Being too greedy on a single trade, that then goes against you for a big stop loss.

Getting in too much size on a trade from the beginning, then watching it turn against you, as the mental picture of a big winner quickly turns to frustrating and disappointment taking an over-$100 stop out on a single trade.


FIX: While I'm the last guy in the world to be telling people to be patient, I will instead advise using a scale-in strategy for all trades, regardless of how great they look. The strategy for how to do this is to look at the dollar amount of capital expended from the get-go on a single trade attempt, which should be less than 1% or so of your capital base.


For example, that means $400 in the initial trade to start each position on a $40K account, eg 20 shares of a $20 stock; that's how most of my trades start. Making the common mistake of putting on all trades at 100-1k shares from the beginning can cause losses to multiply and grow faster than your wins; so instead scale in small for all trades, then only add to winners once they're in the money.


I hope that helps, more on the way. Having learned from my mistakes, which I've made plenty of, those are some useful tips that can potentially help you as a reminder.
Feel free to print out this post and keep it near your trading monitor for help.

Let me know YOUR common trading mistakes, and I'll post what I've done for my own trades, to hopefully help you solve them. Having trained thousands of traders since 1999, I've "seen it all", and may be able to reach into my toolkit of techniques to give you what you need.


Trade smart, and best wishes for success with your trades.

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