Global Sports: Methods Of Entry For The Scalp Trader

Saturday, October 30, 2010

Methods Of Entry For The Scalp Trader

By Roger Hunt

If you read my previous article, you will have a good idea what scalp trading is. You will also have your direct access platform set-up like a scalp trader. Now it is time to start to cover the strategy. Before you start to look at stocks and decide whether it's a good short or long trade, you need to know the methods of entering a position. From my last article I described the level 2 and the definition of adding or taking liquidity, which you will need to understand in order to get this next part. To simplify the methods of entry I am only going to cover 2 at this stage. They are called the momentum entry and the average-in.



Scalp Trading Momentum Entry Method

When using this entry method you will be taking liquidity. You use an inside limit order. This means for example if you are going long (buying shares with the intent of selling them higher) you send a buy limit order at the inside "Ask". Why use a limit order rather than a market order? This is because you will be using this method of entry when you see momentum building in the Level 2 and Time & Sales. Often when this happens the fills achieved from the market order end up different from the price you saw on your screen (this is referred to as slippage). An inside limit order stops slippage at the expense of not getting filled or perhaps only getting a partial fill.

Scalp Trading Average-in Method

When using this entry method you will be adding liquidity. This is where you plan multiple entries to achieve a position that suites your risk tolerance for this stock and trade. So say for example you want to be long 1000 shares. With the momentum method, described above, you would take the entry with the full 1000 shares on the start of a momentum move. This is not the case with the average-in method. You would "Bid" 300 shares at a price level almost certain to get hit. You then "Bid" another 300 shares at a lower price level which has a good chance of getting hit. Finally you "Bid" the remaining 400 shares at the lowest price level you realistically think you could get hit at. Each time you get filled your average position price gets improved.

It is worth noting this is not averaging down! Averaging down would be "bidding" the full 1000 shares on the first order and then when the price moves against you "Bid" another 1000 shares to improve your average position price but at the expense of your risk tolerance. You have exceeded you risk tolerance because you planed on a 1000 shares position but now, of course you have 2000 shares. Trades become much harder to manage when you trade outside your planed risk tolerance (I will cover risk tolerance and planning in future articles)

Exit Method

There will be only one method of exit for now. It is the average-out. This is like the average-in but in reverse. Continuing with the long example above, once you have your 1000 shares you "offer" 300 at a price very likely to get taken. Then another 300 slightly higher. Finally the last 400 at a realistic level in line with Technical Analysis (which I will cover in future scalp trading articles).

For New Scalp Traders

It is important to master the scalp trading average-in entry method before using the momentum method. In my next article I will cover a Strategy where these entry and exit methods can be used.

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