Dynamic Trend Profile

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Hi all:

Here is one option trader's experience. I'd like to hear yours.

For a portion of my overall portfolio I trade options for "fast moving" stocks. I primarily do ATM calls with DELTA as close as possible to 50. Since 11/18/04 - 6/24/05 I am up 50% on limited $ for proof of concept . Not too bad, but I have been up 180%. I have had trouble identifying exit points vs market volatility. Enter DT.

I attended session in Ft Lauderdale in July. Been paper trading since then with market filters to identify trending vs oscillating markets. With latter, I stay on side line. When conditons are good, I search for trades in SB to SD rooms. With overall equity market very skittish, I want to stay on short time frames. I have used several iterations of methodology (after some discussion with Tom & Marcus). From that point of 11/8/05 I have taken 11 paper trades, not lost on 8 (73% winners) with average gain of +25% (including losses) with average hold of 4.4 days.

Because of above market conditions and from discussion with Marcus, I use RF of 14, stars of 4 in trade room, min RRR of 2; usual confirms in 2 higher room size, plus stronger RF there also. Lastly, I look for trigger to target =/> $2. Trading stops were taken with slow profile timing boxes versus "Stop Loss" or when stock price approached "Stop Loss".

Let me know what you think.
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