Monday, April 9, 2012

Eliminating the Confusion Factor – Building a trading system that works





By Michael Brook

Source:  StockCourse


One of the curious things about trading is that it is a rule free place. There aren’t any real rules as to how you interact with the ebb and flow of price on a daily or minute by minute basis. There isn’t a policeman there to tell you that you are speeding or going the wrong way. There aren’t any stop signs telling you that you just about to drive into a highway on the wrong side when all the traffic is heading in the opposite direction. The trading environment is a rule free space.

There’s a saying in german, “Wer hat der Wahl, auch hat der Qual”. Translated this means that if you have the choice you have the burden of the choice and it’s consequences.

In a rule free space like trading you have to make a lot of choices repeatedly and the burden of those choices are yours and yours alone. Every time you think about a trade you are making a choice about that trade. Will you stay in or will you get out… what about the last time this happened?, what’s going to happen next? Etc, etc, etc…

In such an environment, what is critical it to decrease the burden of the choices you necessarily have to make by virtue of being in the rule free space we call the market.

The best way of doing this is to have a clear set or rules that you have for yourself that you have worked out works for you. My style of trading will be different to your style. My risk profile may be different to yours, my skill level may be different, the instruments I like to trade may be different to the ones you like to trade etc,  etc, etc…

Before you can trade successfully you need to make clear decisions about:

The instruments and markets you trade in
The timeframe you trade in
The level of risk you are tolerant of.
The amount of time you have to learn the skill.
The intention you have for learning how to trade.

Each of those choices will affect your decisions and future profitability and success.



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Some people trade instruments that are too highly leveraged for their skill level. It surprises me that many people will trade instruments with the highest risk (leverage) without considering the downside consequences of that type of trading first.

This is akin to taking a learner driver and putting him behind the steering wheel a formula one race car telling him it’s going to be fine you’ll get there really fast. The predictable carnage is not easily explained away.

Traders who able to make quick decisions can make better short term traders than others who take longer to make decisions.

Once you have decided the things above you will need to do everything you can to reduce the amount of work that you will need to be doing in your decisions making.

To reduce the confusion factor you will need to have a trading plan that has clarity. The more complex any system is the more things that can go wrong with it. System theory holds that for a system that has “n” components there are “n squared” possible failure modes of that system.

So if you are building your  trading system  you want to make it as simple as you can.

In order to make your trading system simple you need to:

Have it as simple as you can
Have a precise market (context) for each trade
Have a set of trades for each market.
Have a set of simple entry and exit rules.
Have a detailed review methodology

If your trading is not working the probability is that either the decisions you made before you started trading have not stood up to your interaction with the market or the market is not favoring your trading system.

If you trading system is not as simple as it needs to be or is dripping with complexity the chances are that you aren’t getting the results you want out of it. There is a reliable predictable path for most traders whose trading gets initially more complex then substantially simpler with time.

Most expert traders have systems that are simple to implement.

The path to trading success is much like sharpening a knife. You have test it out before you know if it’s sharp enough. This means sometimes you will get a cut or too in the process.

The saying that the simple things in life are often the best is true particularly when it comes to trading systems.







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