The Trade Journal Experiment

Hey everyone,

I wanna start an experiment here. I will take [B]free[/B] systems everyone can find on the internet and try to turn them into [B]profitable[/B] strategies.

[U][B]The Experiment[/B][/U]

The premise is that every system can be profitable as long as [B]the system fits the trader’s psychology[/B] (“just makes sense to me”) and the [B]3 most important factors of trading[/B] are in harmony. These are:

[B][ul]
[li]Risk:Reward Ratio
[/li][li]Winrate
[/li][li]Risk Management
[/li][/ul][/B]

I will initially trade the chosen systems according to their rules and see whether they are mathematically sound, fit my personality, and what adjustments need to be made (if any).

[B]The criteria I am looking for at first in a system are:[/B]

[B][ul]
[li]Low expenditure of time
[/li][li]Very little to no trade management (Set & Forget)
[/li][li]Every contingency can be defined in a trade plan
[/li][/ul][/B]

(Note that I do not care whether a system is complicated or simple, or is based on price action or indicators, as they are the same anyway.)

By low expenditure of time I mean that if it is a day trading system, I need to be able to handle it with alarms, not having to watch the charts all day. If it is an EOD(End of Day)- or Swing-System, this means that I do not have to babysit the trades while I am in them. Set & Forget comes to mind. I am trading to create value and additional time in my life, not to be glued to the charts (although I enjoy it).

This goes hand in hand with my second criterion, very little to no trade management. It is a fact that I suck horribly at trade management. I accepted this, it is part of my trading personality. If I manage a trade it has to be by strict rules, which could also be programmed into a simple EA. But I prefer Set & Forget over any other option.

This condition automatically determines my third criterion. Every detail, e.g. trade times, risk per trade, how to manage a trade, etc., has got to be defined in the trade plan. There is no other way. Trading is a business and there has never been a successful business without a business plan.

Obviously, the less discretionary a system the better, because it is easier to define a trade plan, but i won’t exclude a discretionary system by default.

[B]I will develop condensed, detailed trade plans based on every system I trade and adjust them over time along with the system itself, should there be need for optimisation.[/B] Which brings me to the next point.

[U][B]The Feedback Loop / Standardised Improvement Process[/B][/U]

What you can’t measure, you can’t improve, a smart person once said. Dang right. That’s why the heart of my trading is a trade plan which defines every contingency of my trading in combination with a trade journal, where I track all the statistics I deem important, including psychology and alternative TP/SL strategies.

Now it is impossible to ever know your real winrate obviously because it changes with every trade you make, but there is a place where we have to start. For me, that is 50 trades. After taking 50 trades on a strategy with the same parameters, I will analyse my performance and adjust where necessary.

It’s a thin line between using a sample size too small or too big because we have to be able to adjust before going broke or wasting a lot of time, but we also need to escape recency bias, which can only be done by doing the exact same thing over and over and over again, until we know whether it works or it doesn’t.

[B]So the standard process with any system I trade is:

[ul]
[li]Define an incredibly detailed trade plan
[/li][li]Trade it for 50 trades on demo
[/li][li]Track every trade
[/li][li]Adjust the system and the trade plan where necessary
[/li][li]Repeat or go live if profitable
[/li][/ul][/B]
[I]And never stop the loop.[/I]

It is possible that there comes a point where I will stop trying to trade and improve a system on demo, which is when I just can’t seem to make it work. It happens, mainly due to psychological aspects. While system hopping is the death of every trader, clinging to something which just does not work out for you is just as detrimental. And yes, sometimes it is important to give up and go another way - a way that emphasizes on your strengths rather than your weaknesses.

I will post regular updates on trades plus monthly performance summaries, analyses, conclusions and adjustments, plus any other challenges and/or developments that come up.

[U][B]The Systems[/B][/U]

I will start with one system, try to make it work, and when it does, go live with it and begin to demo another system. The goal is to add 2-3 profitable systems to my arsenal which will compliment my monthly income additionally to the strategies I am already trading.

I think it is important to diversify in order to smooth out your equity curve and to avoid black swans. Some traders say you should be a one-trick pony, I disagree. You can be a multi-trick pony, as long as you learn your tricks step by step. Little by little.

interesting stuff here man! looking forward to future posts

After a lot of eating and walking and reading Easter is done for the year and I am back in my trading chair. Phew :20:.

Before I post the trade plan I want to actually teach you how to create one yourself. It’s always better to teach a man how to fish instead of giving him a fish. Well, I will do both ;). SO…please only take this as a kind of pattern which you can use to adjust to your own trading. Do not copy it 1:1.
If you want to be successful in this business you need to be able to sit down at a desk, start thinking hard until your brain hurts, and come up with your own thoughts and solutions.
That being said I’m a control freak and I love statistics. I try to quantify every single aspect of my life, be it calories intake, exercise, books I read, movies I watch, what I consume and put into my brain, etc. So this trade plan is integrated into my life plan. It is just a tiny piece in there. One chapter. But probably the most important one, because trading is my biggest source of income atm.

[U][B]The Basics Of A Trading Plan[/B][/U]

[B]What Is The Aim Of A Trading Plan?[/B]
It’s simple really. The aim is to never be in doubt even for a single second what to do next. If you ever find yourself in awe, thinking “what the hell am I going to do now?” or “what the heck did the market just do, and how do I react to it?”, then your trading is fundamentally flawed.

[B]What Tools Do You Need?[/B]
It’s up to you. You’ll need pen and paper if you want to write it down by hand, maybe that stimulates your brain best. Or you can use Powerpoint. I prefer Word or any other Writing software (Scrivener/Latex) because of their ability to easily create Table Of Contents. And you will need one because a real trading plan is…huge.
These days it is very easy to integrate pictures into your documents, which you will need to have picture book examples of entries, exits, setups, etc.

[B]Is The Trading Plan Fixed Forever Once Created?[/B]
No, it is a living thing. I constantly revise my plans every month. I have one plan for every strategy, and a general plan. When revising, always make sure not to fall into recency bias. Also, when I change something fundamentally, I put a date on it and save it as a new version (1.0; 1.1; 1.2…). So I have a history of all my plans and can follow the changes over time. That being said, I do not make big changes to it very often, sometimes not for years.

[B]Is The Trading Plan Your Bible?[/B]
It sure damn is. It is my bible, my almanac, my crazy book of secret wizard spells. It is my blueprint to make money and I follow it religiously. Should I ever break my trading plan, I will stop trading and take a holiday for at least a week. This kind of “punishment” is also anchored as a rule in my trading plan. You need discipline to do this.

[B]How Often Do You Read/Revise Your Trading Plan?[/B]
To be honest I know it by hard, every detail of it. I revise my trading every 50 trades, so that’s when I look at the trading plan as well. Although before putting on a single trade I do two things:

First, before starting a session, I go over examples of perfect trades from the past. This helps to burn the patterns into your brain which you are looking for day in day out.

Second, I go through my checklist, which is always printed out and next to me when trading. No checklist, no trades. On my checklist is also written down my pre-trading routine btw. So this is the first point really ;-).

My trading plan is split into three parts:

[B][ol]
[li]Personal Traits & Goals
[/li][li]General Rules
[/li][li]Strategy Specific Rules (“The System”)
[/li][/ol]
[/B]
Let’s take a look.

[U][B]The Contents Of A Trading Plan[/B][/U]

[B]1. Personal Traits & Goals[/B]

[B]a) Why Are You Trading[/B]
Why are you trading? What do you want to achieve in trading? Where do you want to be in 5 years? Do you want to be an independent trader, signal provider, educator? There are many career choices in trading and it should be clear to you what you want.

[B]b) Your Outlook[/B]
What do you want from life in general? Describe yourself, what kind of person are you? How are you going to achieve it? How does trading fit into your overall lifestyle? How are you tackling life in general? There is a blueprint you can work out in order to reach success in every profession. This plan will only fit to you. Write it down here. Think hard.

[B]c) What Are Your Strenghts & Weaknesses As A Person? How Does This Translate To Trading?[/B]
A trading system has to fit your personality. In trading you have to focus on your strengths and compound on them, don’t try to fight your weaknesses. This will make everything worse.

[B]d) What Kind Of Trader Are You?[/B]
Depending on your strengths & weaknesses and your current lifestyle situation, this should be very clear. Are you a discretionary trader or not? Short-term or longterm? Daytrader or Swingtrader? What timeframes are you trading? Do you prefer to interfere with your trades or let them run? Do you prefer high or low risk?

[B]e) What Is Your Edge Over Most Other Traders?[/B]
In Poker you sit next to your opponents so it is much more obvious that you need an edge over the other players in order to make money. In trading this is much more subtle, but in the end very true as well: If you do not have an edge over most of the other market participants, they will take your money. Not the market will take your money, they will. Period.
So, what is your edge? Emotional control? Outstanding self-reflection? A good understanding of probabilities and expected value?

[B]f) Your Financial Target(s)[/B]
This is optional. If you do not perform well under pressure (e.g. when you are falling short of your annual target at the end of the year), then simply do not set yourself monetary goals. However, if you do not perform well under pressure then you also have to think about this when making a plan to go pro.

When you have to trade to put food on the table, everything changes.

[B]h) Quarterly, Monthly, Weekly and Daily Trading Goals[/B]
To track all my goals I use a nice tool called Todoist. But you can also do it old-school on pen and paper or so. Just make sure to check on your goals every day and see what you can do to get closer to them. At the end of the day as well, scratch off what you achieved. Reward yourself.

Break down what you want to achieve (non-monetary). E.G. Daily: I will follow my checklist and my trading plan.

[B]2. General Rules[/B]

[B]a) Rule Number 1. Rule Number 1. Rule Number 1.[/B]
Don’t trade without your checklist. Follow your rules.

[B]b) General Money Management[/B]
How much maximum % of your bankroll do you risk per trade? How much of your bankroll is at your broker? How much of your net worth are you investing in trading? How much do you give yourself as a payout each month? When do you make the payment? Etc.

[B]c) Combined Risk[/B]
What’s the maximum risk across all strategies you trade? (e.g. maximum 1.5% so you can have max. 3 open trades, each 0.5%, or two 0.7% and one 0.1%, etc.).

[B]d) Emergency Stops, When To Stop Trading[/B]
Do you stop trading when you lost 20% of your bankroll? 30%? When do you stop trading a certain strategy? What other emergency stops do you need?

[B]e) Pre-Trading Routine For The Trading Week / Day[/B]
What do you do in order to prepare for trading to be at peak performance when you open your trading platform?

[B]f) When To Enter Trades Into The Journal[/B]
During the session, after the session, at the end of the week? Where does your attention have to be? How good is your multi-tasking? Don’t even ask whether you need a journal or not.

[B]g) When To Do The Analysis / Performance Review / Trade Plan Revision[/B]
Decide for something that works for you. I do a quick sanity check after every trade, a smaller review at the end of the day, a bigger one during the weekend, and after every 50 trades a complete analysis. I have a process how to do the analysis, as well. It is actually point 4 in my trade plan. Maybe I’ll post it here later on.

[B]h) What To Do After A Winning Trade / Losing Trade[/B]
The aforementioned sanity check. Did you follow all your rules and checklists? IF not, whats the punishment? If it was a losing trade, were all the entry criteria given? Could you have extracted more from a winning trade?

[B]I) Psychology/Feeling Well: When Not To Trade[/B]
Did you recently break up with your spouse? Well, you better don’t trade. Things like these have to be considered in your trade plan although of course we are never safe from Black Swans ;-).

[B]j) Improvement Loop: Learning, Education[/B]
How much time per week do you assign to improving? Again, learning by doing doesn’t work in trading. You have to pro-actively learn.

[B]k) Punishments[/B]
What’s the punishment if you break one of your rules? Be creative and make it hurt.

[B]l) How To Keep Emotions Out Of Business / Know My Numbers & Probabilities[/B]
Write down the hallmark numbers of your strategies. Always know where you are at the moment. Are you in the middle of a winning streak at the moment? Don’t become overconfident. Lost 5 trades in a row? You better know if this is still within the statistic laws of probability regarding to your winrate.

[B]m) The Rule To Change All Rules[/B]
When are you allowed to change the rules of your trading? When can you add new markets? When can you change your risk management? This also needs to be a rule. A government can’t be allowed to change their laws whenever they want to. There has to be a viable process. Develop one. I review my rules every 50 trades per strategy, or whenever I hit a huge roadblock. But make sure the changes have a sound foundation. Recency bias is every trader’s death.

[B]n) The Process For New Strategies[/B]
How long do you demo trade new strategies before integrating them live? What kind of account size do you use then? Do you need backtests? Want to add a new element, e.g. an indicator to your existing strategy? Do you demo it first or immediately trade it live? What’s the testing process look like?

[B]o) Checklist[/B]
Out of all the rules here, pick the rules you want to have on your checklist. Notice that none of these rules actually have much to do with the system you are trading yet. Nonetheless they are your bread and butter rules.

[B]3. Strategy Specific Rules (For Each Strategy You Trade You Develop Each Of These Points Individually)[/B]

[B]a) Name And Brief Description Of The Strategy[/B]
Name your strategy. Describe briefly what theories it is based on. What you especially like about it? What are the most important corners of the strategy?

[B]b) Special Remarks & Notes About The Strategy[/B]
Do you need a broker with especially low spreads for this strategy? Does it require a lot of attention? Only trade it on NFP day? Write it down.

[B]c) Tools Of The Trade (Indicators, Broker, Required Spreads, etc.)[/B]
Explain all your indicators and other tools you need in depth. Which broker are you trading the strategy on? I recommend trading one strategy per account.

[B]d) Markets Traded[/B]
Obvious. Why are you trading the markets? Write it down. Have a process for adding new markets / getting rid of unprofitable markets.

[B]e) Time Frames[/B]
Where do you take your trades, where do you look for analysis? Avoid flipping through charts and timeframes like a mad man.

[B]f) Trading Times[/B]
If it is daytrading, which sessions do you trade? If it is a pending order strategy, when do you set your pending orders, when do you review them, cancel them, or let them expire?

[B]g) Rules For Long / Short Entries & Examples[/B]
After noting down the rules for an entry (e.g. stochastic crosses above 20 from down below), insert at least 5 screenshots of picture book entry examples.

[B]h) Different Qualities Of Setups & Examples[/B]
You should be able to differentiate a good from a bad setup or you will never make money. Also you should know how to grade setups and bet more money on better setups.

[B]I) Rules For Exits & Examples[/B]
Again show pictures of exits in different situations.

[B]j) Rules For Trade Management & Examples[/B]
If you do not set & forget, make sure you have perfect rules for trade management or you will just end up making everything worse.

[B]k) Position Sizing / Risk Management[/B]
How much risk do you assign to the different qualities of setups?

[B]l) How To Deal With News / Fundamental Events[/B]
Don’t trade on NFP day? Don’t trade one hour before and after important news?

[B]m) Flowchart of the whole plan from General Trading Rules to Strategy-Specific Rules[/B]
This is gonna be huge but worth it. Your whole trading plan on one sheet. I will post an examples later on.

[B]n) Checklist[/B]
Out of all the rules here, create a checklist. Merge it with the checklist of part #2. Then follow it like points on the list were your 10 commandments. I recommend as many general checklist points as possible, because you can cross these off before starting a session and have them in the back of your head. A maximum of 7 checklist points for system rules should suffice. Simply because as a daytrader, you have to be quick sometimes. You can’t miss an opportunity because you are crossing off something on your list.

At first this might look like a lot, but trust me: once you got this framework into your head, it will free up a lot of thinking capacity and at the same time give you the so much needed confidence and security.

[B][U]Conclusion[/U][/B]

So that’s it for now, of course you can add or leave out a few points. I do change my trade plans as well, as I said. Sometimes certain points just run out of validity. Sometimes I have to add a new rule. Sometimes I notice that I do not need a certain point, etc. The important thing is: I have rules to follow when I change my rules. And I know every single letter in my trade plan which I follow by creating an encompassing checklist.

Maybe I will post a Word - template later of my trade plan, not filled out. I will definitely post examples for flowcharts and checklists. I will also definitely post Strategy-Specific Rules regarding the strategies that I trade (Bullet Point 3). I think the content of the other rules (Bullet Points 1 & 2) are too specific and need to be developed by each trader for his own personality.

Next week we will finally get into trading our first strategy! Did a little bit of testing this week and it looks like valuable material.

So long,
Moritz

I see this thread is ancient, but did you ever finish this experiment, or post the results somewhere? I’m really curious how it all came together.

Thanks,
Brandon

He’s the co-founder of edgewonk.com, Brandon. They do a lot of forum-spamming to promote themselves. No need to encourage them, and anyway he hasn’t been here for 6 months …