PREFACE

Trading is easy; anyone with a few bucks can do it. Making money, however, is a whole different ball game. A simple fact of trading is that almost 90 percent of all commodity traders and those who day trade equities lose money. Investing in stocks, by contrast, was always looked at as a safe long-term play, but as I write this, I have to say that may not be the case anymore. So why is there such a high percentage of losing traders? Do they all have something in common that makes them lose continuously? Why do a select few traders repeatedly make money while the masses lose? What are the common traits that winning traders possess that losers don't, and vice versa? Can losing traders become winning traders? What do bad traders do that good traders avoid? More important, what do winning traders do that is different?

With such a high percentage of traders losing, there have to be some things they all do that cause those results. Throughout this book I will try to answer these questions as I detail how successful traders behave differently and can consistently make money by making high probability trades and avoiding common pitfalls. As important as learning how to trade successfully is learning how to avoid losing. People who are not clear on this will have trouble turning the corner and becoming winning traders. I won't just point out what traders' weaknesses are; I will help readers overcome and avoid those common mistakes while showing how a successful trader would react in the same situation. The goal is to teach all traders to have the mindset of a successful trader.

There is no easy recipe for becoming a winning trader, but hard work, experience, capital, and discipline are some of the basic ingredients. Although most people will lose money, by learning to trade with the percentages, I believe the average person can become a successful trader. Most of the best traders started out on a frustrating note but were able to turn it around. Sure, some traders may get lucky at first, but trading is a learning process that takes years to master. Much of that learning consists of being able to tell the difference between high and low probability situations. By doing this one can begin to filter out trades that have a low probability of working while being more aggressive on others.

Many trading books I've read make it seem that trading is a piece of cake and that anyone can do it after reading the book. That's not the case. Reading will help, but experience is a much better teacher. One of the best ways of improving, in my opinion, is by correcting past mistakes. It's easy enough to tell a trader how to trade and to teach him that the trades offering the highest potential reward for the lowest risk offer the highest probability of success. Yet there is nothing a book can teach that a $1000 loss can't amplify. No book can teach you how to handle losses mentally or how emotions affect one's trading. Only having real money on the line will make you feel the pain and exuberance that can cause traders to behave erratically. Paper trading can help with some things, but one needs to risk actual money to learn how to handle emotions and risk. People follow their rules to a T in paper trading, but as soon as real money is on the line, they begin to ignore those rules.

As a trader trades, the first few years will be filled with countless mistakes. These mistakes are important because only when traders realize what they are doing wrong can they start to concentrate on not making those mistakes over and over again. By weeding out the bad trades, a trader becomes an overall better trader. It is important to show why some trades are bad even if they turn out to be winners, simply because they have a high risk/reward ratio. Some trades are not worth the risk and should never be done. To trade successfully one needs to consistently make trades that offer low risk compared to the reward.

I may tend to repeat main points throughout the book; this is not because my editor wanted a bigger book but because these things are important and repetition will make them stick in the reader's mind. After reading High Probability Trading one should be able to distinguish between different types of opportunities and take the winning approach. If you are currently trading and have lost money, this book will help you uncover why while leading you to overcome those faults. It will help you learn when to trade and when not to trade. It will help you realize the importance of and how to write a trading, game, and money management plan, without which one should not be trading. A trading plan need not be elaborate, but every trader should have one.

Having traded both stocks and commodities, I will talk about both throughout this book and will use the term market to refer to both. This book was originally planned to focus on commodity traders, but I expanded it to benefit equity traders as well. Trading is trading whether one is trading IBM, Yahoo, pork bellies, or S&P 500 futures; it's all basically the same. There are some differences, such as margin, leverage, software, expiring contracts, and limit locks, but for the most part if you can trade one, you can trade the other. The book does have a bias toward the short-term trader, but its overall goal is to help all traders, from beginners to seasoned vets, whether they are short-term day traders or position takers.

WHAT IS HIGH PROBABILITY TRADING?

I define high probability trading as trades with a low risk/reward ratio that are backtested to have a positive expectancy with predetermined money management parameters. The best traders always trade when the odds are in their favor, not just because the market is open. They trade for a reason: to make money, not to amuse themselves. For the most part high probability trades are made only in the direction of the major trend. If the market is uptrending, a trader will wait for a dip and test some support level before entering. Dips are just waves in a trend, and though shorting them can be profitable, these are low-percentage trades and should be avoided. High probability traders know how to cut their losses and let their good trades run. You cannot come out ahead of the game if you lose $500 when you lose and make only $200 on the good trades because you are too eager to take a profit. As important as letting profits ride is knowing when to take a profit. Many bad traders let winning trades dwindle into losers because they don't know when to get out of a good trade or have no exit rules. Exiting a trade is even more important than making it, because that's what determines whether you win or lose. If a trader randomly put on trades but knew how to exit them properly, he would probably be a winning trader.

Though going with the trend always offers the best success rate, trying to pick tops or bottoms can have a high degree of success if the right pattern is prevalent and the trader is quick to realize when he is wrong. When trying to pick the end of a trend, traders will be wrong often, and so they must be able to quickly accept the fact that they are wrong. When one is correct in picking a top or bottom, the reward can be substantial, so cumulatively these trades can have a high probability of success. It doesn't matter what one's trading style is: If a trader is disciplined and has a solid trading strategy and money management plan, he can make money.

To be a high probability trader one needs to have a trading plan. This includes trading strategies and, more important, knowing how to manage risk. This book will help a trader develop all the skills and tools needed to make a proper trading plan. As each person has a unique style, there is no perfect trading plan that will work for everyone. Each individual has to make a plan that best suits his trading and psychology. Once a plan is set up, most of the hard work has been done, yet many traders fail to spend the time to develop a plan and instead jump straight into trading.

WHAT MAKES A TRADER GOOD?

In a nutshell, a trader who makes money is one who works as hard during nonmarket hours as he does when the market is open. These traders know in advance what markets they will trade and what their actions will be. They patiently wait for the market to give them an opportunity to enter and are agile in getting out when they are wrong. They look for markets or stocks that are in a trend and wait for a retracement in order to get into the trade. They do not try to outguess the market or think they are better than the market; they take what the market gives them. They have full control of their emotions, are always focused, and do not spread themselves too thin or overtrade.

A Trader Who Has a Good Chance at Success Has the Following Attributes
Is properly capitalized
Treats trading like a business
Has a low tolerance for risk
Trades only when the market provides an opportunity
Can control emotions
Has a trading plan
Has a risk management plan
Is incredibly disciplined
Is focused
Has backtested his trading methodology
A Trader Who Has a Good Chance at Failure Has Any of the Following Attributes
Is undercapitalized
Lacks discipline
Overtrades
Does not understand the markets
Rushes into trades
Chases the market
Is afraid of missing a move
Is stubborn and marries a position or idea
Misinterprets news
Is always looking for home runs
Lets losers get too big
Takes winners prematurely
Takes trading too lightly
Takes large risks
Has little control of his emotions

ABOUT THE BOOK

Throughout this book I'll give many personal examples, as well as examples involving traders I've known who are both good and bad traders. I've known traders who began terribly but were able to turn it around and many who just never learned. I'll use these examples to help get my point across in stressing what to do and what not to do. I protect these peoples' identities to keep from embarrassing some of them. I'm not too proud to say that I was a horrible trader, and I detail all my losing habits as well as those I've seen in others along the way. I always had a great sense of market direction, but there were too many other issues that kept me from succeeding. Once I was able to conquer those weaknesses, and learn to trade with the odds in my favor, my trading turned around. My turnaround came mostly from watching both good and bad traders and starting to emulate the traits of the successful ones while avoiding anything I had in common with the bad ones. Getting better was also a result of analyzing my losing trades and trying to learn a lesson from them. Eventually it gets to be painful to lose; as with a child who must touch a hot oven once, pain can be a good teacher. One thing that helped me was sitting next to a guy who was just awful; he made the same mistakes over and over and over again. I was able to notice a few similarities I had with him and quickly decided that it was time to change them. Watching him trade helped me get a clearer picture of my mistakes.

High Probability Trading will walk the reader through what I believe to be the most important aspects of being a successful trader. The book runs through most aspects of trading, starting with the building blocks every trader needs to succeed and ending with discipline and the emotional factors traders face. In between, there is a thorough discussion on technical and fundamental analysis, on making and using a game plan, a trading plan, and a risk management plan, and on how to write and backtest a system. It will help readers learn to trade with the odds in their favor while avoiding the proven losing situations. I conclude each chapter with a short section called "Becoming a Better Trader," followed by some tips on what to do and what not to do, and some questions traders can ask themselves to make sure they are doing the right thing. This should help identify strengths and weaknesses that could guide one onto the path of becoming a winning trader.

A LITTLE BIT ABOUT ME

I was a living example of what a trader should not do. If there was a way to lose money trading, I think I did it. Trading since 1990, I consistently lost money for 7 years before turning it around. I was persistent and determined enough to know what I wanted and to work hard at getting it. With 14 years in the trading industry as a clerk, floor trader, retail broker, and trader, I have seen or made just about every mistake a trader can make. Having had the luxury of being in constant contact all those years with both successful professional traders and those who didn't have a prayer, I've been able to see the different qualities they possess. I have seen how they can have the same trades on, yet the good traders make money while the poor ones never seem able to. It was through my brokerage customers that I was finally able to see on a regular basis how and why the average trader repeatedly loses money. More important, I was able to see the traits I had in common with bad traders, and I realized I had to change my style if I wanted to succeed. Overtrading, for example, was my biggest albatross until I noticed that every other trader who overtraded lost as well; the more selective traders were the ones who continuously made money. Throughout this book I'll detail the steps I took to evolve into a better trader and show how anyone with determination can do so as well. Learning to change a bad habit is not easy, but it has to be done to become a better trader.

A BRIEF PROFESSIONAL HISTORY

After a short stint as a stockbroker in 1987, I worked as a crude oil options clerk on the floor of the New York Mercantile Exchange. A few years later I scraped together $30,000 and got a seat trading New York Financial Exchange (NYFE) and dollar index futures. Being undercapitalized, I lasted only a few months before I lost half my capital on one mistake. Not having enough money to trade from the pit anymore, I joined forces with another trader, forming a trading partnership. We went to trade out of a brokerage office, with several other experienced former floor traders. It was here that I learned to read charts and began to work on system writing.

From 1995 to 1997 I took a break from trading full-time to go to graduate school. When I finished, I decided to start a discount brokerage firm, Link Futures. Online trading had just started creeping into the futures industry, and relatively few firms had an Internet presence. Link Futures offered deep discount brokerage and had a trading room where traders could trade. Unfortunately, as the online trading craze caught on, larger firms started under-cutting each other in price, and once again I was undercapitalized: I did not have the advertising budget to compete and make the business thrive. The bright side was that my trading started to get consistently better as I watched what my clients did wrong.

In March 2000, when I was offered a position trading equities, it didn't take much thought to decide to go for it. My potential as a trader was much larger than it had been with the brokerage firm, and so I made the move to become a proprietary equity trader. Very few people can say they love their jobs, but I can honestly say I do.

A final note: I refer to traders by using male pronouns. I'm not a sexist; I'm just making it easier. Although trading is primarily a male industry, there are female traders who have done quite well. My partner at Link Futures was a woman, and she was a great trader.

Enjoy the book.