PPJ
The Coach
Special
http://waveridersclub.blogspot.com
Elements of Trading Plan
2
http://waveridersclub.blogspot.com
- Stop Tools
- How to Trailing Stop
- Profit Target
- Combination of Indicators
3 Exit Strategic
- What’s Trading StyleTrend Follow? Swing? Day?
- Trade Setup
- Position Sizing
2 Entry Rules- Amount of Capital
- % Risk of Capital
- %Loss per Trade
- Control Losses
1 Risk Control
Why 2% Risk ? Can be More ?
• 2% Risk of Capital
• Max. 5% Risk of Capital (Based on Trade Performance)
• 20% Max. Loss per Trade
• No more 5 Losing Trades in Consecutive
3
http://waveridersclub.blogspot.com
4
• Control Loss not more than 2% Risk of Capital
• Max. Loss = Capital x 2%
• Capital = 1,000,000 Baht
• Loss = 1,000,000 x 2% = 20,000 Baht
• Stop Loss = Buy Price – Stop Price
• Position Size = Max. Loss / Stop Loss
•ซือ้หุน้หลายตวั ใชว้ธิแีบง่ Capital เป็นหลายกอ้น งา่ยในการค านวณมากกวา่
2% Risk of Capital
http://waveridersclub.blogspot.com
5
Example
• Buy Price = 12 , Stop Price = 11.5
• Stop Loss = 12 – 11.5 = 0.50 (4%)
• Capital = 500,000
• Max. Loss = 500,000 x 2% = 10,000
• Position Size = 10,000 / 0.5 = 20,000 shares
• Buy = 12 x 20,000 = 240,000 Baht
2% Risk of Capital
http://waveridersclub.blogspot.com
http://waveridersclub.blogspot.com
Buying Price = 20
Stop Loss = 18.50
Target = 24.5 (100%)
RR = 4.5/1.5
= 3.0
100%
0%
61.8%
38.2%
Internal
0
A
B
6
Position Sizing
Cash Capital = 500,000 Baht
Limited Loss 2% = 10,000 Baht
Buying Price = 20 , Stop Loss = 18.50
Loss 20 – 18.5 = 1.50 baht
Position Size = 10,000/1.50 = 6,667 shares
1st Buy 20 x 6,500 = 130,000 Baht
http://waveridersclub.blogspot.com
7
http://waveridersclub.blogspot.com
1st Buying Price = 20
Stop Loss = 18.50
2nd Buying Price = 22.50
Stop Loss = 21
Target = 29 (161.8%)
RR = 6.5/1.5
= 4.33
0
A
B
100%
0%
61.8%
38.2%
Internal
200%
161.8%
138.2%
8
Adding 2nd Buy• 1st Buy 200,000 Baht , Price above 1st Buy
• Remain Capital = 370,000 Baht
• Limited Loss = 10,000 Baht
• 2nd Buy = 22.50 , Stop Loss = 21
• Loss = 22.50 – 21 = 1.50 Baht
• Position Size = 10,000/1.5 = 6,667 shares
• 2nd Buy 22.5 x 6,500 = 146,250 Baht
http://waveridersclub.blogspot.com
9
http://waveridersclub.blogspot.com
1st Buying Price = 20
Stop Loss = 18.50
2nd Buying Price = 22.50
Stop Loss = 21
3rd Buying Price = 29
Stop Loss = 26
Target = 35 (261.8%)
RR = 6/3 = 2
100%
0%
61.8%
38.2%
Internal
200%
161.8%
138.2%
0
A
B
10261.8%
Adding 3rd Buy• 1st Buy 130,000 Baht , 2nd Buy 146,250 Baht
• Total = 276,250 , Remain = 223,750 Baht
• Total Shares = 13,000 shares
• Average Price = 21.25 Baht
• 3rd Buy = 29, Stop Loss = 26
• Loss = 29 – 26 = 3.0 Baht
• Position Size = 10,000/3 = 3,333 Shares
• 3rd Buy 29 x 3,000 = 87,000 Baht
http://waveridersclub.blogspot.com
11
http://waveridersclub.blogspot.com
1st Buying Price = 20
Stop Loss = 18.50
2nd Buying Price = 22.50
Stop Loss = 21
Exit EMA15 = 32
3rd Buying Price = 29
Stop Loss = 26
0
A
B
100%
0%
61.8%
38.2%
Internal
161.8%
138.2%
261.8%12
Not Buy 3rd
Total Shares 13,000
Total Buy 276,250 (55.25%)
Average Price 21.25
Exit @ 3232 – 21.25
= 10.75 (50.59%)
Profit10.75 x 13,000
= 139,750
% of Port139,750 / 500,000
= 27.95%
Rewards
http://waveridersclub.blogspot.com
13
Buy 3rd
16,000
363,250 (72.65%)
22.7031
32 – 22.7031
= 9.2969 (40.95%)
9.2969 x 16,000
= 148,750
148,750 / 500,000
= 29.75%
14
6% Compounding Table6 Years Compounding Table
Start Capital
1,000,000.00 %profit per
month 6% Unitx 1000 Baht
Mth# Capital Profit Profit/wk Total Capital Mth# Capital Profit Profit/wk Total Capital Mth# Capital Profit Profit/wk Total Capital
1 1,000.00 60.00 15.00 1,060.00 25 4,048.93 242.94 60.73 4,291.87 49 16,393.87 983.63 245.91 17,377.50
2 1,060.00 63.60 15.90 1,123.60 26 4,291.87 257.51 64.38 4,549.38 50 17,377.50 1,042.65 260.66 18,420.15
3 1,123.60 67.42 16.85 1,191.02 27 4,549.38 272.96 68.24 4,822.35 51 18,420.15 1,105.21 276.30 19,525.36
4 1,191.02 71.46 17.87 1,262.48 28 4,822.35 289.34 72.34 5,111.69 52 19,525.36 1,171.52 292.88 20,696.89
5 1,262.48 75.75 18.94 1,338.23 29 5,111.69 306.70 76.68 5,418.39 53 20,696.89 1,241.81 310.45 21,938.70
6 1,338.23 80.29 20.07 1,418.52 30 5,418.39 325.10 81.28 5,743.49 54 21,938.70 1,316.32 329.08 23,255.02
7 1,418.52 85.11 21.28 1,503.63 31 5,743.49 344.61 86.15 6,088.10 55 23,255.02 1,395.30 348.83 24,650.32
8 1,503.63 90.22 22.55 1,593.85 32 6,088.10 365.29 91.32 6,453.39 56 24,650.32 1,479.02 369.75 26,129.34
9 1,593.85 95.63 23.91 1,689.48 33 6,453.39 387.20 96.80 6,840.59 57 26,129.34 1,567.76 391.94 27,697.10
10 1,689.48 101.37 25.34 1,790.85 34 6,840.59 410.44 102.61 7,251.03 58 27,697.10 1,661.83 415.46 29,358.93
11 1,790.85 107.45 26.86 1,898.30 35 7,251.03 435.06 108.77 7,686.09 59 29,358.93 1,761.54 440.38 31,120.46
12 1,898.30 113.90 28.47 2,012.20 36 7,686.09 461.17 115.29 8,147.25 60 31,120.46 1,867.23 466.81 32,987.69
13 2,012.20 120.73 30.18 2,132.93 37 8,147.25 488.84 122.21 8,636.09 61 32,987.69 1,979.26 494.82 34,966.95
14 2,132.93 127.98 31.99 2,260.90 38 8,636.09 518.17 129.54 9,154.25 62 34,966.95 2,098.02 524.50 37,064.97
15 2,260.90 135.65 33.91 2,396.56 39 9,154.25 549.26 137.31 9,703.51 63 37,064.97 2,223.90 555.97 39,288.87
16 2,396.56 143.79 35.95 2,540.35 40 9,703.51 582.21 145.55 10,285.72 64 39,288.87 2,357.33 589.33 41,646.20
17 2,540.35 152.42 38.11 2,692.77 41 10,285.72 617.14 154.29 10,902.86 65 41,646.20 2,498.77 624.69 44,144.97
18 2,692.77 161.57 40.39 2,854.34 42 10,902.86 654.17 163.54 11,557.03 66 44,144.97 2,648.70 662.17 46,793.67
19 2,854.34 171.26 42.82 3,025.60 43 11,557.03 693.42 173.36 12,250.45 67 46,793.67 2,807.62 701.91 49,601.29
20 3,025.60 181.54 45.38 3,207.14 44 12,250.45 735.03 183.76 12,985.48 68 49,601.29 2,976.08 744.02 52,577.37
21 3,207.14 192.43 48.11 3,399.56 45 12,985.48 779.13 194.78 13,764.61 69 52,577.37 3,154.64 788.66 55,732.01
22 3,399.56 203.97 50.99 3,603.54 46 13,764.61 825.88 206.47 14,590.49 70 55,732.01 3,343.92 835.98 59,075.93
23 3,603.54 216.21 54.05 3,819.75 47 14,590.49 875.43 218.86 15,465.92 71 59,075.93 3,544.56 886.14 62,620.49
24 3,819.75 229.18 57.30 4,048.93 48 15,465.92 927.96 231.99 16,393.87 72 62,620.49 3,757.23 939.31 66,377.72
http://waveridersclub.blogspot.com
15
4% Compounding Table
http://waveridersclub.blogspot.com
6 Years Compounding TableStart
Capital1,000,000.00
%profit per month 4% Unit
x 1000 Baht
Mth Capital Profit Profit/wk Total Capital Mth Capital Profit Profit/wk Total Capital Mth Capital Profit Profit/wk Total Capital
1 1,000.00 40.00 10.00 1,040.00 25 2,563.30 102.53 25.63 2,665.84 49 6,570.53 262.82 65.71 6,833.35
2 1,040.00 41.60 10.40 1,081.60 26 2,665.84 106.63 26.66 2,772.47 50 6,833.35 273.33 68.33 7,106.68
3 1,081.60 43.26 10.82 1,124.86 27 2,772.47 110.90 27.72 2,883.37 51 7,106.68 284.27 71.07 7,390.95
4 1,124.86 44.99 11.25 1,169.86 28 2,883.37 115.33 28.83 2,998.70 52 7,390.95 295.64 73.91 7,686.59
5 1,169.86 46.79 11.70 1,216.65 29 2,998.70 119.95 29.99 3,118.65 53 7,686.59 307.46 76.87 7,994.05
6 1,216.65 48.67 12.17 1,265.32 30 3,118.65 124.75 31.19 3,243.40 54 7,994.05 319.76 79.94 8,313.81
7 1,265.32 50.61 12.65 1,315.93 31 3,243.40 129.74 32.43 3,373.13 55 8,313.81 332.55 83.14 8,646.37
8 1,315.93 52.64 13.16 1,368.57 32 3,373.13 134.93 33.73 3,508.06 56 8,646.37 345.85 86.46 8,992.22
9 1,368.57 54.74 13.69 1,423.31 33 3,508.06 140.32 35.08 3,648.38 57 8,992.22 359.69 89.92 9,351.91
10 1,423.31 56.93 14.23 1,480.24 34 3,648.38 145.94 36.48 3,794.32 58 9,351.91 374.08 93.52 9,725.99
11 1,480.24 59.21 14.80 1,539.45 35 3,794.32 151.77 37.94 3,946.09 59 9,725.99 389.04 97.26 10,115.03
12 1,539.45 61.58 15.39 1,601.03 36 3,946.09 157.84 39.46 4,103.93 60 10,115.03 404.60 101.15 10,519.63
13 1,601.03 64.04 16.01 1,665.07 37 4,103.93 164.16 41.04 4,268.09 61 10,519.63 420.79 105.20 10,940.41
14 1,665.07 66.60 16.65 1,731.68 38 4,268.09 170.72 42.68 4,438.81 62 10,940.41 437.62 109.40 11,378.03
15 1,731.68 69.27 17.32 1,800.94 39 4,438.81 177.55 44.39 4,616.37 63 11,378.03 455.12 113.78 11,833.15
16 1,800.94 72.04 18.01 1,872.98 40 4,616.37 184.65 46.16 4,801.02 64 11,833.15 473.33 118.33 12,306.48
17 1,872.98 74.92 18.73 1,947.90 41 4,801.02 192.04 48.01 4,993.06 65 12,306.48 492.26 123.06 12,798.74
18 1,947.90 77.92 19.48 2,025.82 42 4,993.06 199.72 49.93 5,192.78 66 12,798.74 511.95 127.99 13,310.68
19 2,025.82 81.03 20.26 2,106.85 43 5,192.78 207.71 51.93 5,400.50 67 13,310.68 532.43 133.11 13,843.11
20 2,106.85 84.27 21.07 2,191.12 44 5,400.50 216.02 54.00 5,616.52 68 13,843.11 553.72 138.43 14,396.84
21 2,191.12 87.64 21.91 2,278.77 45 5,616.52 224.66 56.17 5,841.18 69 14,396.84 575.87 143.97 14,972.71
22 2,278.77 91.15 22.79 2,369.92 46 5,841.18 233.65 58.41 6,074.82 70 14,972.71 598.91 149.73 15,571.62
23 2,369.92 94.80 23.70 2,464.72 47 6,074.82 242.99 60.75 6,317.82 71 15,571.62 622.86 155.72 16,194.48
24 2,464.72 98.59 24.65 2,563.30 48 6,317.82 252.71 63.18 6,570.53 72 16,194.48 647.78 161.94 16,842.26
16
Position Size in each Stop Loss
http://waveridersclub.blogspot.com
17
1. Initial Stop – Breakout Pyramid
http://waveridersclub.blogspot.com
18
1. Initial Stop – Breakout Pyramid
Initial Stop
Initial Stop
Initial StopEntry
Entry
Entry
http://waveridersclub.blogspot.com
19
1. Initial Stop – Breakout Pyramid
Initial Stop
Open Short
Open Short
Initial Stop
Initial Stop
http://waveridersclub.blogspot.com
1st Bar Stop
2nd Bar Stop
3rd Bar Stop
1st Bar Stop
2nd Bar Stop
3rd Bar Stop
20
• Trend Up : Low ของแทง่ X เป็น Stop
• Trend Down : High ของแทง่ X เป็น Stop
• เริม่ Entry ใช ้3rd Bar Stop (Safety Belt)
• ราคาวิง่ไป กระชบัลดจ านวน Bar เพือ่ Lock Profit
2. X-Bars StopLive Bar
Live Bar
http://waveridersclub.blogspot.com
21
2. X-Bars Stop
Initial Stop
Open Long
Open Long
Initial Stop
3-Bars Stop After Open Gap
Open Long
Trailing Stop by 3-Bars Stop
2-Bars Stop
http://waveridersclub.blogspot.com
22
3. MA Stop• ใช ้Moving Average ในการวาง Stop
• ใชไ้ดท้ัง้ EMA , SMA
• เลอืกใชเ้สน้ใหเ้หมาะกบัสนิคา้ และความเร็วในการ Run Trend
• ตวัอยา่ง
EMA 5, 15 , 35
SMA 9, 20
Alligators
http://waveridersclub.blogspot.com
ANACONDA TECHNICS
http://waveridersclub.blogspot.com
The Squeeze Technics• Mastering of The Trade, John F. Carter,
2nd Edition
• เป็นการยกุตใ์ช ้Bollinger Band รว่มกบั KeltnerChannel
• ใชจั้บจังหวะทีเ่กดิ Price Consolidated in Very Narrow Area เรยีกวา่ “The Squeeze”
• เป็นการบบีตัวกอ่นที ่Price จะระเบดิ Momentum ออกมาอยา่งรนุแรงไป ดา้นใดดา้นหนึง่
•คลา้ยงยูักษ์ ทีห่ดตัวกอ่นดดีตัวโจมตเีหยือ่
24
http://waveridersclub.blogspot.com
25
http://waveridersclub.blogspot.com
Bollinger Band• Developed by John Bollinger , 1980s
• Volatility Band, use Standard Deviation Above and Below of SMA
• SMA20 , SD. 2.0
• ใชจั้บจังหวะการระเบดิของราคาใหช้ว่งเวลาสัน้ๆExtreme Short-term Price Trending
• เหมาะกบั Time Frame Day หรอื Intraday
26
http://waveridersclub.blogspot.com
Bollinger Band Signal• Price วิง่เป็น Trend, Band กางออก (Expand)
• Price พักตัว Consolidate , Band หบุเขา้ (Narrow)
• Price Breakout อยา่งม ีMomentum แรง ราคาจะวิง่เกนิ Std.Div. Price ทะล ุBand
• Price Above Upper Band Buy Signal
• Price Below Lower Band Sell Signal
• ราคาออ่นแรง จะถอยออกหา่งจาก Band
• Price Away Band Prepare for Exit Signal
27
http://waveridersclub.blogspot.com
28
http://waveridersclub.blogspot.com
Keltner Channel• Developed by Chester W. Keltner, in his 1960 book “How to Make Money in Commodities”
• Volatility Envelope , use ATR – Average True Range set Above and Below of SMA
• Default SMA10 , ATR(10) x 1.0
• ใชด้จัูงหวะของราคาวิง่แรง ซือ้มาก (Overbought) หรอืขายมาก (Oversold)
• ใชใ้นการ Run Trend และ Stop Loss
29
http://waveridersclub.blogspot.com
Keltner Channel Signal• ขอบบน = SMA10 + 1 ATR
• ขอบลา่ง = SMA10 – 1 ATR
• ราคาอยูน่อก Channel ม ีTrend
• ราคาเขา้ใน Channel ออ่นแรง
• ราคาขา้มเสน้ SMA ตรงกลาง Stop Loss
30
http://waveridersclub.blogspot.com
31
http://waveridersclub.blogspot.com
Bollinger Band + Keltner Channel
• Parameter
• Bollinger Band ; SMA20 , SD 2.0
• Keltner Channel ; SMA20 , ATR(20) x 1.5
• Signal
• Price Squeeze รอ Breakout
• Entry : Price Breakout , Close ทะล ุBand
• Stop : Keltner Channel or SMA20
• Exit : Price Away Band and In Channel
32
http://waveridersclub.blogspot.com
The Squeeze Indicator
• The Squeeze Indicator แสดง Momentum ของราคา และการเกดิ Squeeze Signal
• Histogram = ระยะหา่งระหวา่ง Bollinger Band กบั Keltner Channel และทศิทางของราคา
• Squeeze Dot = แสดง สแีดง Squeeze เมือ่ Band เขา้ไปอยูใ่น Channel แสดง สเีขยีว = ไม ่Squeeze
33
http://waveridersclub.blogspot.com
34
http://waveridersclub.blogspot.com
35
http://waveridersclub.blogspot.com
36
http://waveridersclub.blogspot.com
The Zone• The Zone = Combo AO + AC
• AO = Momentum
• AC = Acceleration
• Green Zone = AO & AC Green Agree
• Red Zone = AO & AC Red Agree
• Grey Zone = AO & AC Disagree
• The Zone happen 6-8 Bars Continuous in average
37
http://waveridersclub.blogspot.com
Trading In The Zone
Indicator GREEN RED GREY
AO
AboveZero[+]
Entry Buy Sell ExitNO
TRADEBelowZero[-]
Buy Exit Entry Sell
38
http://waveridersclub.blogspot.com
Buy on Green ZoneIn Green Zone ; 1st Green Zone Happen
1. Wait 2nd Green Zone , Close of 2nd Green Higher Close of 1st Green Buy @ Close
2. Continue Buy if Close of Green Zone still be Higher than the Previous Bar
3. The 5th Green Zone is the Last Buy
4. Stop place under Low of the 5th Green Zone or the Last Entry and Trailing Stop when Price Rising up Higher High
39
http://waveridersclub.blogspot.com
Buy on Green Zone
40
http://waveridersclub.blogspot.com
No Entry after the 5th Zone
41
http://waveridersclub.blogspot.com
42
http://waveridersclub.blogspot.com
Sell on Red ZoneIn Red Zone ; 1st Red Zone Happen
1. Wait 2nd Red Zone , Close of 2nd Red LowerClose of 1st Red Sell @ Close
2. Continue Sell if Close of Red Zone still be Lower than the Previous Bar
3. The 5th Red Zone is the Last Sell
4. Stop place Above High of the 5th Red Zone or the Last Entry and Trailing Stop when Price Falling down Lower Low
43
http://waveridersclub.blogspot.com
Sell on Red Zone
44
http://waveridersclub.blogspot.com
No Entry after the 5th Zone
45
http://waveridersclub.blogspot.com
46
http://waveridersclub.blogspot.com
47
http://waveridersclub.blogspot.com
48
http://waveridersclub.blogspot.com
THE ENDhttp://waveridersclub.blogspot.com
Top Related