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Strategies for Short-term Traders

Stockbee has spoken several times about Mark Boucher's Hedgefund Edge book, particularly the Appendix A in the back that discusses "Strategies for Short-term Traders" and "Trading Runaway Moves". This book is hard to come by. It was written in the late 90s, and I think, is pretty pricey on Amazon.

In the section Boucher discusses a trading strategy focused on identifying and capitalizing on "runaway" stock or futures moves. The primary pattern in focus is the "flag within a flag pattern," which is observed in a flag trading range. Here are the key points summarized from the content: Flag Trading Range: This is a pattern where a stock or futures contract makes a strong run-up and then consolidates for a while, forming what looks like a flag, before breaking out again to the upside. The breakout from such a pattern can often result in prolonged moves higher, making it a potentially profitable trading situation. Mixing Time Frames: By mixing longer and shorter time frames, a trader can position with low short-term bar risk but potentially profit from a more extended move. For instance, you might identify a breakout from a flag pattern on a daily chart, then use a half-hourly chart for precision in your entry and exit points. Flag within a Flag: This is the core pattern discussed. Essentially, after identifying a breakout on a longer time frame (like a daily chart), you then look for a smaller flag pattern within that breakout on a shorter time frame (like a half-hourly chart). Entry is signaled by a breakout above the high bar of this shorter-term flag, with a protective stop-loss below its low. Implementation: When a new high breakout occurs, shift to the half-hourly chart and look for the smaller internal flag pattern. If this smaller flag breaks out, that's your entry point. Risk Management: Traders are advised to reduce risk by selling half the position once they've achieved a profit equal to their initial risk, turning the trade into a potential break-even or better. This approach ensures limited loss and offers the possibility of capitalizing on more extended runs. Bearish Flags: The strategy is not only limited to bullish scenarios. In bear markets or with assets that are dropping, the same principle can be applied in reverse, looking for flags signaling downward continuations. The general concept is to exploit strong breakouts (either upward or downward) by first identifying them on longer time frames and then refining entry and exit points using shorter time frames. Proper risk management is essential, with traders encouraged to limit their potential losses and capitalize on the most explosive market moves.
By @PaulStifler3

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