Friday, February 16, 2018

Fri. 2/16 +0.9%

2:00pm CST - For the week, net +$57.  Made a bit of progress coding my strat but it will not be possible, for me anyways, to code precisely what my current system rules are.  Ninjatrader makes it so hard to use limit orders in the code.  It gets very complicated.  Market orders are no problem.  I guess with President's Day Monday I have a long weekend to think about it.
RESULTS FOR DAY
CL Contracts:3
Net $P/L: 148
Wins: 2
Losses: 1
Win%:67
Avg$Win: 146
Avg$Loss: -144

Thursday, February 15, 2018

Thurs. 2/15 +2.2%

2:10pm CST - Overperformed strat today. Missed taking a losing trade due to lunch. It pays to eat sometimes.
RESULTS FOR DAY
CL Contracts:6
Net $P/L: 336
Wins: 4
Losses: 2
Win%:67
Avg$Win: 159
Avg$Loss: -149

Wednesday, February 14, 2018

Wed. 2/14 -2.2%

2:05pm CST - Underperformed today because I shouldn't have put first trade on (forgot it was inventory day) and skipped on a long near end of day that was a winner. Funny how that works. All the more reason to code my system. 
RESULTS FOR DAY
CL Contracts:6
Net $P/L: -344
Wins: 2
Losses: 4
Win%:33
Avg$Win: 111
Avg$Loss: -141

Tuesday, February 13, 2018

Tues. 2/13 +0.0%

2:55pm CST - Nothing exciting. Good system execution.
RESULTS FOR DAY
CL Contracts:2
Net $P/L: 2
Wins: 1
Losses: 1
Win%:50
Avg$Win: 96
Avg$Loss: -94

Monday, February 12, 2018

Mon. 2/12 -0.5%

2:40pm CST -
RESULTS FOR DAY
CL Contracts:4
Net $P/L: -86
Wins: 2
Losses: 2
Win%:50
Avg$Win: 101
Avg$Loss: -144

Friday, February 9, 2018

Fri. 2/09 +2.3%

1:35pm CST - Missed 2 trades while in kitchen getting lunch, 1 winner, 1 loser. Otherwise, perfect execution of system.
RESULTS FOR DAY
CL Contracts:5
Net $P/L: 360
Wins: 4
Losses: 1
Win%:80
Avg$Win: 136
Avg$Loss: -184

Thursday, February 8, 2018

Thurs. 2/08 -2.0%

2:35pm CST - Back to system trading... The Jan. test trades which did well carried too much risk to downside so I tweaked things so I don't add, have set entry and exit points, and 1:1 RR. Some data below (not listed but worst drawdown during backtest was $820). Backtest was manual as coding would be very very hard but perhaps I will try it at some point soon.
RESULTS FOR DAY
CL Contracts:4
Net $P/L: -316
Wins: 1
Losses: 3
Win%:25
Avg$Win: 146
Avg$Loss: -154

Tuesday, February 6, 2018

Tues. 2/06 -3.2%

11:50am CST - Live by the sword, die by the sword. As I said yesterday, I should have sat on my hands. I was up $490 early today and didn't have the balls to hold the long that worked so well (had another $3000+ potential). Then mid-morning, I traded the chop thinking I knew something. I know nothing. Perhaps I needed this day to get me back on course to mechanically trading systems instead of gun slinging.
RESULTS FOR DAY
YM Contracts:5
Net $P/L: -526
Wins: 3
Losses: 2
Win%:60
Avg$Win: 163
Avg$Loss: -508

Monday, February 5, 2018

Mon. 2/05 +0.3%

4:30pm CST - Total gut feel on this trade at close. Moved stop too soon. Would have had +$1000 MFE 10 min. later just before the 4pm close.  We'll see how it opens and responds tomorrow. I should sit on my hands when my gut gets ideas!  Some serious money can be made on days like this though (or lost).  Still working on CL stuff - hope to resume trading soon.
RESULTS FOR DAY
YM Contracts:1
Net $P/L: 52
Wins: 1
Losses: 0
Win%:100
Avg$Win: 52
Avg$Loss: 0

Wednesday, January 31, 2018

January Trading Summary +7.1%

RESULTS FOR JANUARY
CL Contracts:25
Net $P/L:1081
Wins:14
Losses:3
Win%:82
$Commissions:99
Avg$Win:110
Avg$Loss:-153

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

Wed. 1/31 +0.8%

2:00pm CST - Still testing my current method but nice to have a nice win streak to start out for a change (after 8 days). I know better than to think I've finally found what will work for me but I'm cautiously optimistic. Then again, that's my normal default state of being!  I will have some $500+ losses at some point due to the nature of averaging in but the winners should offset those.  They won't however if I trade like I did today.  1st trade I just needed to hold 1 more minute and I likely would have quit for day.  And then the last trade I lost all patience and just bailed.  May take a day or two off to work on some stuff, we'll see...
RESULTS FOR DAY
CL Contracts:5
Net $P/L: 130
Wins: 2
Losses: 1
Win%:67
Avg$Win: 94
Avg$Loss: 58

Tuesday, January 30, 2018

Tues. 1/30 +0.7%

2:05pm CST -
RESULTS FOR DAY
CL Contracts:3
Net $P/L: 108
Wins: 2
Losses: 0
Win%:100
Avg$Win: 54
Avg$Loss: 0

Monday, January 29, 2018

Mon. 1/29 +1.3%

1:10pm CST -
RESULTS FOR DAY
CL Contracts:2
Net $P/L: 212
Wins: 2
Losses: 0
Win%:100
Avg$Win: 106
Avg$Loss: 0

Friday, January 26, 2018

Fri. 1/26 +1.4%

12:50pm CST - For the week net +$631.
RESULTS FOR DAY
CL Contracts:2
Net $P/L: 222
Wins: 2
Losses: 0
Win%:100
Avg$Win: 111
Avg$Loss: 0

Thursday, January 25, 2018

Thurs. 1/25 -1.2%

2:30pm CST - Tough day but limited the damage. Too many reversal signals.
RESULTS FOR DAY
CL Contracts:7
Net $P/L: -188
Wins: 2
Losses: 2
Win%:50
Avg$Win: 106
Avg$Loss: -200

Wednesday, January 24, 2018

Wed. 1/24 +1.4%

2:00pm CST -
RESULTS FOR DAY
CL Contracts:2
Net $P/L: 212
Wins: 2
Losses: 0
Win%:100
Avg$Win: 106
Avg$Loss: 0

Tuesday, January 23, 2018

Tues. 1/23 +1.7%

2:20pm CST -
RESULTS FOR DAY
CL Contracts:3
Net $P/L: 258
Wins: 1
Losses: 0
Win%:100
Avg$Win: 258
Avg$Loss: 0

Monday, January 22, 2018

Mon. 1/22 +0.8%

12:40pm CST - Back in the saddle, testing, for now...
RESULTS FOR DAY
CL Contracts:1
Net $P/L: 126
Wins: 1
Losses: 0
Win%:100
Avg$Win: 126
Avg$Loss: 0

Saturday, December 30, 2017

2017 Trade Analysis

I ended the year down -$3,787 or -20%.

Here's the data:

Happy New Year to all! May we all kick ass in 2018!

Quarter 4 2017 Trading Summary -7.6%

December Trading Summary +0.0%

RESULTS FOR DECEMBER
CL Contracts:1
Net $P/L:5
Wins:1
Losses:0
Win%:100
$Commissions:5
Avg$Win:5
Avg$Loss:0

Wednesday, December 20, 2017

Wed. 12/20 +0.0%

1:45pm CST - Had to make a quick trade in 1 of my 2 accounts that hadn't been traded since Sept. to avoid the new $15 inactivity fee Gain Capital is now imposing! Good thing I got a tick instead of losing more than $15!  Happy Holidays to all!

Thursday, November 30, 2017

November Trading Summary -2.6%

RESULTS FOR NOVEMBER
CL Contracts:14
Net $P/L:-405
Wins:2
Losses:12
Win%:14
$Commissions:55
Avg$Win:216
Avg$Loss:-70

Mon.-Thurs. 11/27-11/30 -2.6%

4:30pm CDT - Test traded a new method this week. Systematic entries, discretionary exits. A bit up and down as usual. Mon. -$300, Tues. +$206, Wed. +$108, Thurs. -$420. For the stats see the monthly summary in next post as I only traded these 4 days this month.  Back at it soon hopefully.

Friday, November 3, 2017

Revist

3:30pm CDT - Should be obvious to all but I've been in a rut.  Ya think?!  I haven't made many live trades of late and spend most of my time, when I'm at my desk, looking at charts with infinite combinations of settings, indicators, and such.  It takes time to find a needle in a haystack, or so I tell myself.  My expectations have certainly become inversely proportional to the time/years I've spent in this endeavor.  Every time I think of a new trading idea, scroll through charts, and record some results in Excel I run into unacceptable results.  I like to do this first before deciding to invest the time to "code" the strat but I honestly haven't coded much of anything this year besides a handful of indicators.

I need to get out of my routine. A start at that was today where I decided to revisit some past strategies I have coded.  I randomly picked a few and guessed at some settings and what instruments to run them on.  The third one in (coded 4.5 years ago), using NQ, produced the below.  Sure it's only 2 ticks gross profit per trade average but that's just with my "guesses" at settings.  Maybe there's something here?  Or somewhere else in my archives, with my lowered expectations...

Tuesday, October 31, 2017

October Trading Summary -5.1%

RESULTS FOR OCTOBER
CL Contracts:6
Net $P/L:-834
Wins:0
Losses:5
Win%:0
$Commissions:24
Avg$Win:0
Avg$Loss:-167

Monday, October 30, 2017

Mon. 10/30 -2.4%

2:50pm CDT -
RESULTS FOR DAY
CL Contracts:2
Net $P/L: -378
Wins: 0
Losses: 1
Win%:0
Avg$Win:0
Avg$Loss: -378

Wednesday, October 18, 2017

Wed. 10/18 -2.8%

12:55pm CDT - First trades this month, testing a new method. It didn't go so well. You learn so much more in 1 day trading a system live than you do in weeks of backtesting. Neither can be excluded imho.
RESULTS FOR DAY
CL Contracts:4
Net $P/L: -456
Wins: 0
Losses: 4
Win%:0
Avg$Win:0
Avg$Loss: -114

Friday, September 29, 2017

Quarter 3 2017 Trading Results


September Trading Summary -2.6%

Net breakdown (contracts traded):
ES +$39(4), CL -$160(5), 6E -$318(9)
RESULTS FOR SEPTEMBER
Contracts:18
Net $P/L:-439
Wins:5
Losses:12
Win%:29
$Commissions:67
Avg$Win:211
Avg$Loss:-125