ES emini futures trades 7-31-2009
second hook stopped out first then went up 1.00
third hook was going down on an up day but right after the 30 minute mark so I took it, made +1.00 went +6.75
some big movers today.
still not sure how to keep track of these trades and also keep track of how much I could have made with different stops and limit orders.
what would be really cool is if I could figure out a way so that I could go back and say if I had used a 1.25 sell order how much would I have made this month? then check 1.50 and see what that would have made for the month.
of course each month can be a little different, I am expecting September to have a lot more volume and moves than July but it would still be interesting information.
also looking at the number of seconds each trade takes, it looks like the winners are much shorter trades than the losing trades.
thinking there might be some way to say stay in the trade for some number of seconds then exit if it pulls back, and stay in the trade if it is going my direction.
