I've kept a public journal on and off over the years, on other forums and here. Some versions helped me, others turned into performance art. These are the rules I've settled on, and I'd be interested in what others use.
Post the plan before the session, not just the result afterwards. Without the plan, a journal is just a highlight reel.
Post losing days with the same detail as winning days. I've noticed that I tend to write more on good days. I now have a fixed template so every day gets the same treatment.
Use R, not money. Partly privacy, partly because R makes it comparable across account sizes and over time.
Don't edit old posts, except to fix typos. If I got something wrong, I say so in a new post.
Keep it short. My best public journal entries are 150 words. My worst are long explanations of why a bad trade was really a good trade.
Don't respond to every comment during the trading day. I read them in the evening.
Stop if it starts changing how I trade. On one forum years ago I noticed I was taking trades partly because they'd look good in the journal. That was the end of that journal.
What rules do you follow, and has keeping a public journal ever made your trading worse?
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Share your rules for public trading journals
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LondonScalper
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Shadow Trader
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Re: Share your rules for public trading journals
Your first rule needs one more piece for me: the plan has to include a level and an invalidation, not just a bias. Looking for longs on EURUSD can be made right by almost any morning, while long above 1.1650 with the idea dead on an M5 close under 1.1635 can actually be wrong in public.
On R, I agree, with one condition. R has to stay a fixed fraction of the account for the whole journal, otherwise size creep hides inside it and a month of +1R days at double risk looks identical to a normal month.
I also stopped posting intraday. Mine goes up once before London and once after I close the platform, which removes the temptation to update mid-trade and fish for agreement.
Your last rule is the important one, and I found a way to measure it. Every trade in my log has a yes or no column for whether it was in the posted plan, and when the no column passed 3 out of 20 trades in a fortnight, I paused the public version for a month.
Did the fixed template make your losing day entries more honest, or just the same length as the good ones? For me it was mostly length at first, and the honesty came about a month later.
On R, I agree, with one condition. R has to stay a fixed fraction of the account for the whole journal, otherwise size creep hides inside it and a month of +1R days at double risk looks identical to a normal month.
I also stopped posting intraday. Mine goes up once before London and once after I close the platform, which removes the temptation to update mid-trade and fish for agreement.
Your last rule is the important one, and I found a way to measure it. Every trade in my log has a yes or no column for whether it was in the posted plan, and when the no column passed 3 out of 20 trades in a fortnight, I paused the public version for a month.
Did the fixed template make your losing day entries more honest, or just the same length as the good ones? For me it was mostly length at first, and the honesty came about a month later.