Wednesday, December 12, 2018

Wed. 12/12 -2.4%

3:00pm CST - Perfect system execution today.  4 ticks slippage total.
RESULTS FOR DAY
NQ Contracts:6
Net $P/L: -310
Wins: 2
Losses: 4
Win%:33
Avg$Win: 207
Avg$Loss: -181

Tuesday, December 11, 2018

Tues. 12/11 -6.6%

3:00pm CST - Easy come yesterday, easy go today.  Took all signals today except one winner I missed during lunch.
RESULTS FOR DAY
NQ Contracts:14
Net $P/L: -916
Wins: 5
Losses: 9
Win%:36
Avg$Win: 170
Avg$Loss: -196

Monday, December 10, 2018

Mon. 12/10 +5.1%

3:00pm CST - Kicking myself harder than usual today. I missed the first trade of day (a winner) as I was in the bathroom.  Then I elected to stop for day after 3 winners in a row.  A nice profit is good to sit back and relax on, no? Well, it could be if I make future decisions to stop trading after being down with a string of losers.  But I generally don't do this or believe in it.  And it's a crime to have outlier losing days but not allow outlier winning days!  This was one of those days.  If I had taken all signals, today would have been: 23 Wins, 6 Losses, Net $2900.  I didn't even get 1/4 of this!

Now I know if an edge is consistent throughout a trading day (if time of day is truly irrelevant), it really doesn't matter if you miss trades, go eat lunch, answer door, etc.  Just keep trading when you are able and the results will work themselves out.

I'm getting close to being able to get automated backtest results but my Ninjascript code is so inefficient it's hard to run on my computer.  Takes forever or locks up Ninja and I have to start over. Manual results so far I'm pleased with.  1:1 RR, just over 57% winners, reasonable drawdowns, and gross avg. gain is 5.4 ticks per trade per contract.
RESULTS FOR DAY
NQ Contracts:3
Net $P/L: 665
Wins: 3
Losses: 0
Win%:100
Avg$Win: 222
Avg$Loss: 0

Friday, December 7, 2018

Fri. 12/07 +2.8%

2:10pm CST - For the week, +$1228 net.
RESULTS FOR DAY
NQ Contracts:12
Net $P/L: 355
Wins: 7
Losses: 5
Win%:58
Avg$Win: 167
Avg$Loss: -162

Thursday, December 6, 2018

Thurs. 12/06 +3.0%

2:50pm CST - It was tough to keep up with all the signals in first hour or so as NQ was all over the place.  Bailed at BE on last trade that would have added another $200. And completely passed on another long after that that would have been another $200.  My gut said to protect profits with little time left in day but the plan was to take all signals until close.
RESULTS FOR DAY
NQ Contracts:22
Net $P/L: 372
Wins: 11
Losses: 11
Win%:50
Avg$Win: 209
Avg$Loss: -175

Tuesday, December 4, 2018

Tues. 12/04 +2.3%

3:05pm CST - Should have quit after first 3 trades...
RESULTS FOR DAY
NQ Contracts:12
Net $P/L: 280
Wins: 7
Losses: 5
Win%:58
Avg$Win: 190
Avg$Loss: -210

Monday, December 3, 2018

Mon. 12/03 +1.8%

3:25pm CST - Same method as ES Fri. but NQ backtest looks better so starting there.  Cautiously optimistic!
RESULTS FOR DAY
NQ Contracts:3
Net $P/L: 220
Wins: 2
Losses: 1
Win%:67
Avg$Win: 207
Avg$Loss: -193

Friday, November 30, 2018

November Trading Summary -9.8%

Net breakdown (contracts traded):
NQ -$1310(48), ES +$18(2)
RESULTS FOR NOVEMBER
Contracts:50
Net $P/L:-1291
Wins:14
Losses:2
Win%:88
$Commissions:136
Avg$Win:120
Avg$Loss:-1488

Past Monthly Trading Summaries - link on the right
Equity Curve - updated link on the right

Fri. 11/30 +0.2%

2:55pm CST - New idea testing...
RESULTS FOR DAY
ES Contracts:2
Net $P/L: 18
Wins: 1
Losses: 1
Win%:50
Avg$Win: 147
Avg$Loss: -128

Tuesday, November 13, 2018

Tues. 11/13 -13.9%

1:45pm CST - Sometimes I have to relearn lessons the hard way. Maybe this would have been sustainable in a less volatile market but back to drawing board.  With most failures, I have new ideas.
RESULTS FOR DAY
NQ Contracts:23
Net $P/L: -1922
Wins: 7
Losses: 1
Win%:88
Avg$Win: 132
Avg$Loss: -2848

Monday, November 12, 2018

Mon. 11/12 +4.6%

3:20pm CST - $3600/contract range today in NQ may not have been the best day to go live.  I escaped several close calls with 4 digit MAEs.  So much different with real $ on the line than trading SIM.
RESULTS FOR DAY
NQ Contracts:25
Net $P/L: 613
Wins: 6
Losses: 0
Win%:100
Avg$Win: 102
Avg$Loss: 0

Friday, November 9, 2018

Demo Results

1:00pm CST - Traded demo account this week.  It's so easy a monkey do it!  Seriously though, my approach averaged into positions (5-lot NQ max) and scaled out too.  Lots of discretion and a bit reminiscent of my trading in 2007 when I was wildly successful until doubling down endlessly nearly killed me.  I may attempt to recreate some portion of this week's Sim success in live account soon. The key will be to be unbiased, quick, nimble, and rarely blow out of a 5-lot max position and when I do, limit loss to around a typical day's profit.

Wednesday, October 31, 2018

October Trading Summary -5.0%

RESULTS FOR OCTOBER
CL Contracts:18
Net $P/L:-694
Wins:10
Losses:8
Win%:56
$Commissions:71
Avg$Win:97
Avg$Loss:-208

Tuesday, October 30, 2018

Tues. 10/30 -1.3%

1:20pm CDT -
RESULTS FOR DAY
CL Contracts:1
Net $P/L: -174
Wins: 0
Losses: 1
Win%:0
Avg$Win: 0
Avg$Loss: -174

Wednesday, October 24, 2018

Wed. 10/24 -1.4%

2:00pm CDT - Time for another break.
RESULTS FOR DAY
CL Contracts:5
Net $P/L: -190
Wins: 3
Losses: 2
Win%:60
Avg$Win: 69
Avg$Loss: -199

Tuesday, October 23, 2018

Tues. 10/23 -5.9%

1:15pm CDT - Buying at high of day and selling at low for full stop outs does not help the results.
RESULTS FOR DAY
CL Contracts:6
Net $P/L: -854
Wins: 2
Losses: 4
Win%:33
Avg$Win: 116
Avg$Loss: -271

Monday, October 22, 2018

Mon. 10/22 +2.3%

1:40pm CDT -
RESULTS FOR DAY
CL Contracts:3
Net $P/L: 318
Wins: 3
Losses: 0
Win%:100
Avg$Win: 106
Avg$Loss: 0

Friday, October 19, 2018

Fri. 10/19 +1.5%

12:30pm CDT - 1st trades this month.. Testing a discretionary CL system that's very related to system I was mechanically trading before.
RESULTS FOR DAY
CL Contracts:3
Net $P/L: 208
Wins: 2
Losses: 1
Win%:67
Avg$Win: 106
Avg$Loss: -4

Friday, September 28, 2018

Quarter 3 2018 Trading Summary -10.7%

September Trading Summary -0.5%

RESULTS FOR SEPTEMBER
6E Contracts:11
Net $P/L:-72
Wins:7
Losses:4
Win%:74
$Commissions:46
Avg$Win:59
Avg$Loss:-121

Fri. 9/28 -1.8%

1:30pm CDT -
RESULTS FOR DAY
6E Contracts:2
Net $P/L: -252
Wins: 0
Losses: 2
Win%:0
Avg$Win: 0
Avg$Loss: -126

Thursday, September 27, 2018

Thurs. 9/27 +1.4%

1:20pm CDT - Less than 45 sec...
RESULTS FOR DAY
6E Contracts:1
Net $P/L: 196
Wins: 1
Losses: 0
Win%:100
Avg$Win: 196
Avg$Loss: 0

Wednesday, September 26, 2018

Wed. 9/26 +0.1%

3:25pm CDT -
RESULTS FOR DAY
6E Contracts:2
Net $P/L: 10
Wins: 2
Losses: 0
Win%:100
Avg$Win: 5
Avg$Loss: 0

Tuesday, September 25, 2018

Tues. 9/25 -0.0%

2:15pm CDT - Had +13 ticks MFE twice and +11 on last trade but Euro not moving today. 
RESULTS FOR DAY
6E Contracts:4
Net $P/L: -5
Wins: 3
Losses: 1
Win%:75
Avg$Win: 2
Avg$Loss: -10

Monday, September 24, 2018

Mon. 9/24 -1.6%

1:30pm CDT -
RESULTS FOR DAY
6E Contracts:1
Net $P/L: -223
Wins: 0
Losses: 1
Win%:0
Avg$Win: 0
Avg$Loss: -223

Friday, September 21, 2018

Fri. 9/21 +1.4%

12:15pm CDT - I'm back. Did some sim trading but hate that so back live testing tweaked 6E method.  I'm taking a break on CL system too, for now.  Of course the 3 trades missed so far grossed: -$130, +$770, +$1330.
RESULTS FOR DAY
6E Contracts:1
Net $P/L: 202
Wins: 1
Losses: 0
Win%:100
Avg$Win: 202
Avg$Loss: 0

Friday, August 31, 2018

August Trading Summary -10.9%

Net breakdown (contracts traded):
CL -$1679(10), 6E -$20(32)
RESULTS FOR AUGUST
Contracts:42
Net $P/L:-1699
Wins:21
Losses:20
Win%:51
$Commissions:172
Avg$Win:68
Avg$Loss:-156

Thursday, August 30, 2018

Thurs. 8/30 -1.3%

2:50pm CDT - Another losing CL system trade. Officially, it's 0 for 10 this month, down $2600.  But because I overrode a couple trades, I'm only down $1680 MTD on CL.  I do not feel like I won $920 however!   All trades in all symbols YTD I'm at -$1100 or -7.5% (~one CL system winner, in other words...)
RESULTS FOR DAY
CL Contracts:1
Net $P/L: -184
Wins: 0
Losses: 1
Win%:0
Avg$Win: 0
Avg$Loss: -184

Wednesday, August 29, 2018

Wed. 8/29 -3.0%

4:05pm CDT - Well that sucked all around...
Net breakdown (contracts traded):
CL -$124(1), 6E -$317(4)
RESULTS FOR DAY
Contracts:5
Net $P/L: -440
Wins: 0
Losses: 4
Win%:0
Avg$Win: 0
Avg$Loss: -110

Tuesday, August 28, 2018

Tues. 8/28 +0.0%

12:25pm CDT - Caught in chop but escaped in tact.
RESULTS FOR DAY
6E Contracts:4
Net $P/L: 2
Wins: 2
Losses: 2
Win%:50
Avg$Win: 55
Avg$Loss: -54