Вот Вам исповедь на заданную тему ( не мое ) - оригинал здесь:
http://www.elitetrader.com/vb/showthrea ... genumber=2
It's probably not the most popular thing to say on here, but it is possible to make decent money by taking lots of $10 to $100 profits and a few $200 to $2k losses. You can average down once or twice. All you need is 2 prerequisites:
1. an edge
2. you have to be willing to cut that occasional loss at some point before it becomes disastrous; You can take it when it's pretty bad, when it's really, really bad, or when it's sickening. Just don't wait until it's a disaster.
Let me give you my net P/L for the past couple of weeks to illustrate my point:
2/11 +95.00 (had something else to do that day)
2/12 +622.10
2/13 +600.30 (took a pretty bad loss, around $300)
2/14 +795.70
2/15 +876.20
2/19 +407.65 (took a really bad loss, $600)
2/20 +858.87
2/21 +914.50
2/22 -375.00 (this loss was sickening, in excess of $1000)
Let me tell you about the sickening loss, which was my second one I suffered this year: When the rumor came out, I happened to be long, made about $100, then started fading the rally: Made another $100, then got burned.
Did I know about the danger in Friday afternoon rallies (lack of standing orders)? Yes.
Did it keep me from fading this one? No.
Do I look pretty stupid now? Yes.
If a similar situation presented itself in the future, would I make the same mistake again? Honestly, I probably would.
Here's the point I'm trying to make: There will always be people (occasionally including yourself) who think you are stupid for trading a certain way. This is irrelevant.
When you take a huge loss, sometimes you will think to yourself, "I did what seemed like the right thing to do, but the market still didn't go my way." Other times you will think, "I am such a moron for even entering this trade; I should have known better; at least I should have taken the loss sooner." All this is also irrelevant.
The only thing that matters (besides an overall edge) is that you take that loss before it wipes you out and move on.
Since I'm already in the confessional, let me tell you my way of making sure this happens: I withdraw my profits frequently and keep my trading account small at all times. (As you may have guessed by now, I'm a 1 lot piker; the above figures are from my $10k account [well, $16k at the moment; it's getting ripe for a withdrawal].)
I started trading with $50k in 2001, and for a couple of years, I kept losing tiny amounts while trying to figure out what I was doing, gradually bringing my account down below $30k. At some point a few years ago, I found my edge and still traded cautiously, refining said edge. Fast forward to early 2006, my account is somewhere in the $90k range. (I had never made any withdrawals or deposits after 2001.) I start thinking to myself, "This sucks. Being a full time trader is boring." So I start gambling, mainly in crude oil futures, which I have no clue about.
By September of 2006 my account is down to $20k. So I decide to quit and get a job. I go short ZB and leave the account account alone while I enjoy my new found carreer strapped into a cubicle at a large corporation, answering phone calls from irate customers. (Well, in the beginning, I took calls from all kinds of customers, until they promoted me to the irate queue.) In the summer of 2007, my trading account is down below $8k, so I close out that ZB position and start scalping on my days off. Lo and behold, it's much easier to make 100% in a $10k account than 15% in a $70k one. You're not tempted to fuck around when your back is to the wall. You simply can't afford to ride your losers for too long.
After a few months, even though I don't like to quit, it became sort of a no-brainer: I would spend 40 hours (Saturdays through Wednesdays) making $500 a week, still having to concentrate pretty much the entire time just to do an adequate job in the call center. Then on my "weekend", Thursday and Friday, I would make a grand or two scalping futures. The first couple of months, I just kept telling myself, "You've been lucky so far, the pendulum may swing the other way next weekend." But after a while, and after having made about 300% in my tiny account, I could no longer close my eyes to the truth. So I quit my day job and went back to full time trading.
It's funny how it all seems to boil down to a struggle with my own ego: not just trading, but also by J.O.B. Ultimately I had to decide between being adequate, but not perfect on the phone, arguing over $100 billing issues, or being an adequate, but not a really good trader. If they had just stroked my ego a little bit more at my day job, I probably wouldn't ever have quit, but the way it was, nobody (including myself) really appreciated the work I was doing there or at home, so I decided to optimize by income.
The reason I started tallying my daily P/L a couple of weeks ago is that I am considering growing my account and trade size. (To tell you the truth, I don't really know what to do with all the cash I keep withdrawing. I can't get myself to frivolously waste it, and I don't believe in saving fiat money for the long term. The only "investment vehicles" I believe in are precious metals, but I'm already way over exposed. I do like women, but after I realized that the only thing you can really buy from them is the physical act itself, I sort of lost interest in all that crap as well. Who needs to touch them and their germs if you can look at them for free on the Internet?)
To the OP: Rather than apologizing for this off topic post, let me offer you this consideration: Your situation may have more to do with mine than you might want to admit to yourself.