How to Design a Share Trading Strategy

Before we start:A swing low requires at least three periods (bars on
All Traders should have a mantra, as follows:a bar chart) to be established. A swing low is formed
I will educate myself on how the market works.when a period's low is lower than both the period
I will learn how to find and place a trade.before it and the period after it. A swing high is the
I will create a trading plan and trade my plan.reverse. It is formed when a period's high is higher
I will not chase the market with emotions.than both the period before and after it. You cannot
I will decide to be a day trader or an overnight tradersay that a particular bar on a chart is the lowest the
(or longer) before I enter the market to help tostock will go until the stock experiences a period in
control my emotions.which it does not continue to go lower. Therefore, in
I will be patient and wait for a market set up.its simplest definition a swing low is not established
I will never trade without a protective stop lossuntil a period occurs in which a stock does not make
order.a new low for the move.
The market will meet my criteria or I will notThis should establish your entry point to go long.
trade.have refined a standard procedure that I useExits are somewhat more intuitive, especially once
for the process of creating a trading strategy. Iyou are in profit. I generally exit when I get a swing
always start with the big picture and makehigh, when the MACD starts to turn down or when
increasingly more detailed decisions about thethe stochastic indicator starts to turn down. I am
strategy.happy to exit with small profits rather than let them
I begin with the assessment of what type marketturn into a loss.
action I want to trade and what kind of trader I am.Day trading is part mechanical and part intuitive. You
Then I end up with making decisions on exits, andhave to watch all the time, adjust your trailing stop
how far away to put my money management stops.loss and take profits when you can.
How can you adapt my strategy making to yourI believe it is one of the toughest ways of trading,
personal psychology?but in a volatile market, can also be one of the most
You Must Pick the Marketprofitable.
The first decision you must make is what type ofNow let us explore how to set a strategy for a
market you want to trade. Although this may looktrending market.
like an easy decision, in fact, it is a difficult judgment,Should we use weekly or daily charts?
because most new traders only consider the profitWeekly charts are much more difficult to trade
aspect. They simply try to pick the strategy thatbecause it takes more discipline. To trade weekly
they think will make the most money. Focusing oncharts, you must make your decisions on the
money will probably lead you to make the wrongweekends and not make any changes until the next
decision. It is the psychological aspect of trading eachweekend. For most traders, this is very difficult to
of the markets that is the most importantdo. It is very easy to yield to temptation and move
consideration. It does not make sense to create aa stop loss or a money management stop, or want
very profitable strategy if you are unable to tradeto keep your profits and exit the market early.
psychologically.Most people don't think of trading weekly charts. My
What is Your Trading Time Frame?experience is that when following trend trading, there
You need to decide whether you will day trade oris a lot of money to be made trading weekly charts,
trade on daily or weekly charts. It is very difficult tosimply because so few traders are able to do so. To
have a job and trade intra-day. It is not totallymake money in the markets, you have to walk
impossible, just very difficult.where the average traders do not venture. Weekly
Most people want to trade part time and still holdcharts are one of those places. However, whether
down a day job. If you want to do this, it is betteryou us weekly or daily charts, the strategy remains
to trade daily or weekly charts. You will only be ablevery similar. There is more price detail in the daily
to look at the market outside of your working hourschart, but also more price noise.
and your strategy design will have to take this intoWhat is a Set-Up for a Trade?
account.Let us look at some of the indicators which we could
The strategy should not require you to check theuse. For a trending market, trading for the medium or
market during the day. I think that there is only alonger term, I prefer to use Exponential Moving
certain amount of money that you can get from theAverages (EMA) of 150, 50 and 20 periods. I would
markets and that depends on the time frame youlike to point out that I rarely enter a trade long if the
choose to trade.price is below the 150 day EMA.
Time frame choice is a personal decision, and ofThe other guide I use is volume. Volume indicates
course there are no right or wrong answers. Theinterest by other traders and momentum in the
ultimate decision is personal preference influenced bymarket.
financial your considerations. But you have to makeI am sure that most traders have tested the Moving
this decision before you start looking for indicators,Average Crossover Strategy sometime in their
as the choice of indicators is influenced by the timetrading career. The average trader will look at this
frame selection.strategy and believe that the only thing to test is if
However remember the old saying: "if you 'buy andthe two or more moving averages cross over.
hold' then eventually everything will be fine.New traders will experiment with many different
Remember the expression touted - "It's time in thelengths for the averages. As I said before, I prefer
market, not timing the market."to use Exponential Moving Averages (EMA) of 150,
My guess is that more active investment50 and 20 periods.
management will be the key for anyone wanting toWhen they don't find any that work to their
make a better-than-inflation return from shares oversatisfaction, they discard the moving average
the next five years.strategy concept entirely and move on to something
What I am trying to point out is that short term orelse. They keep looking for that Holy Grail indicator
day trading in this type of market is better than buythat they hope can instantly make them successful.
and hold. But it must fit in with your time availability.We have all been there and have all discarded many
The Types of Marketgreat ideas. The discarding of an idea, more often
There are three types of market action: trending,than not, is a mistake. I believe that for the most
directionless and volatile. I think a directionless marketpart, any indicator can be made into a profitable
is very hard to trade, thus I will not discuss thestrategy. Yes, I said any indicator. When we discard
directionless market here. I would suggest tradingthe moving averages, it is usually a mistake because
either a trending market or a volatility market.the moving averages by themselves only represent
You can choose a trend strategy, knowing that youone half of the strategy development process.
are going to have to trade through periods ofThe second half of a strategy, the half that most
corrections during the directionless phase, or youtraders ignore completely, is what I call the "Entry
choose a volatility strategy that will give youPoint." I will talk about exactly what these two terms
extended periods of doing nothing while you wait formean and how using them. Together they can turn
the next trade. Which one is for you?something as simple as a moving average crossover
We will look at a volatile market and a trendinginto a promising new trading technique.
market and build our strategy accordingly.To develop and execute a successful strategy, we
What is a Volatile Market?need a set-up and an entry signal. The set-up is the
A volatile market is characterized by sharp jumps inset of conditions that are necessary prior to
price, up or down. This type of market actionconsidering taking a position in the market. It consists
involves a quick and unexpected change in volatility.of the indicator or group of indicators that tell us to
One measure of volatility might be the difference orget readyto enter the fray. Set-ups don't get you in
spread between two moving averages - the spreadthe market; they simply make you aware that a
increases with volatility. Price action, such as gaptrade could be possible.
openings or an increase in the daily range, can also beHere are some examples of a trend following set-up:
considered an indication of an increase in volatility.A fast moving EMA crossing over a slow moving
Each of these two types of markets (Trending andEMA.
Volatile) are tradable, but with markedly differentPrice moving close to or outside a channel, e.g.
trading strategies. Let's take a look at each type ofBollinger or Standard deviation channel.
market behavior and the strategies that arePrices reaching the upper or lower line of a moving
appropriate to that type of market.average envelope.
Strategy: Volatile marketSudden increase in volume.
Trades generated by this type of strategy areThere are countless other indicators and conditions
usually short-term, and when trading this type ofthat could be used as set-ups. In the final analysis,
strategy, you will be out of the market a significantyou are limited only by your creativity.
amount of time.Once we have defined our set-up rules, we can then
Volatility strategies generate a high percentage ofestablish our Entry rules.
winning trades, although these trades usuallyCreating Entry Rules
generate small profits per trade. The ForeignBy trading only set-ups, you lose the added accuracy
Exchange (Forex) market is a typical market that Iand increased profitability of a strategy that uses
would class as volatile. Trend following strategiesboth set-up and entry. If trading set-ups by
don't work well in the Forex market.themselves worked and was profitable, trading would
Today's market volatility is unprecedented, but so isbe easy and all traders would be rich.
the market opportunity if you have the right tradingAn entry is the signal by which the trader purchases
methodology. With CFD Trading you don't have tothe contract in the market. It is the technique that a
worry about whether the market goes up, down ortrader should use to take a market position once the
sideways as long as it stays within your boundaries.rules for the setup have been met.
The record volatility has created great value for CFDEntry selection is dependent on the type of set-up
or day trades, while allowing you to set conservativeyou've designed. The entries must be designed
strike prices.differently depending on the type of strategy you
Whether you are a novice or experienced daychoose to trade.
trader, you now have the opportunity to learn howThere are two rules which should be followed to
to take advantage of today's chaotic marketenter a trade.
conditions and target attractive profits.The first rule requires prices to move in the
However you must realise that trading a volatileexpected direction before entering the market. If our
market, e.g. day trading, is inhabited by the sharpestset-up indicates a long position, we would require the
minds in the game. They are all out to grab yourprice action to move up in some specified manner
money. The best way to start day trading is slowly,before we would be comfortable taking a position.
calmly and armed with all the education and the bestWe want the price action to confirm the set-up and
mentorship you can muster. Look at your marketforce us into taking a position.
indicators and learn how they interact.For instance, let us assume that on today's close our
Comparing medium or long term trading with dayset-up has given us a long signal. We might require a
trading is like comparing a wombat with a kangaroo.breakout above the high of today's bar to confirm
Entry points, exit points and risk reward ratios arethat the market is in bullish mode. With this breakout
different. Go slowly when you begin day trading.as a condition of entry, we have now required
Preserve your trading capital and most of all, don'tspecific market action in the direction of the set-up
trade without a trading plan.before we risk taking a market position.
Let us have a look what indicators I use.You may decide to place a buy order if the price is a
I use volume, 3 moving averages (MA), MACD andset number of points above the previous day's close.
stochastic indicator.It is up to you to decide what your entry point
Generally, I use a 5 minute chart with the MA set atshould be, once you have a set up.
18, 39 at 50 periods. The MA18 and 39 are my mainThe only limit to creating viable entries is your
ones, while I keep the 50 as my trend indicator. Icreativity. There are potentially many techniques that
have also volume, MACD and stochastic on the chart.make interesting entries.
When trading CFD, I set my daily range as per myThe second rule requires you to enter the trade if
Bias Indicator, as outlined on my web site. Then Iyour entry point is met. You should not hesitate to
look for possible trades on a number of charts in myenter.
watch list. I look for trends and volatility.Trading the set-up and entry concept and making
If the trend is going up, I watch for an opportunitysure that you follow the rules gives far superior
to go long, if the trend is going down, I seek to goresults when compared to trading either set-ups or
short. Always wait for a retracement, watch theentries by themselves. Using both a set-up and an
MACD and stochastic indicators. In this discussion, Ientry together enhances the performance and
will concentrate on going long, however you canprofitability of a strategy.
apply the opposite technique to go short.I wish you success with your trading. Please do not
Let us assume that we have an uptrend and the lasthesitate to email questions to me.
few candles show a retracement. Watch yourIt is of benefit to look for a good mentor to help
stochastic indicator. If it shows oversold, wait for ityou to keep on the path of learning. If interested,
to turn up. Also watch your MACD. It should alsolook on my web site where you can find a good (I
start to turn up. If possible, candles should show ahope) and affordable mentoring program. I may well
clear swing low.be of help to you.