Wednesday, May 23, 2018

Wed. 5/23 -1.5%

1:25pm CDT - No trading last week and my system would have had a small loss if I had. Had a long signal Monday that nearly got to target before coming back to stop me out last night. Hard to watch that one play out...
RESULTS FOR DAY
CL Contracts:1
Net $P/L: -214
Wins: 0
Losses: 1
Win%:0
Avg$Win: 0
Avg$Loss: -214

Friday, May 11, 2018

No trades

No trades this week and other commitments next week so cobwebs will form here for now....
Interestingly my earlier system (traded faster charts for whole CL session for +6R) would have had 32 trades since 4/30 for $930 net.  Versus my current tweak (slower chart, +5.5R, 2 hours a day only) had just 2 trades for $550.  If I had traded all session it would have been 9 trades for $1330. 

Good weekend/week to all.

Thursday, May 3, 2018

Thurs. 5/03 +5.3%

1:00pm CDT - No trade yesterday and a much needed win today on CL system.
RESULTS FOR DAY
CL Contracts:1
Net $P/L: 706
Wins: 1
Losses: 0
Win%:100
Avg$Win: 706
Avg$Loss: 0

Tuesday, May 1, 2018

Tues. 5/01 -1.2%

12:50pm CDT - OK, I'm slowing things down a bit and trading a slightly slower CL chart with my system and only during 9:30-11:30am CT and with a 5.5R.  Still backtests well, much fewer trades, less monthly profit but higher avg. trade profit.  We'll see soon enough...
RESULTS FOR DAY
CL Contracts:1
Net $P/L: -154
Wins: 0
Losses: 1
Win%:0
Avg$Win: 0
Avg$Loss: -154

In other news, I'm going to move to Russia. “Since yesterday evening, I’m up 1.5 million rubles ($24,000).”

Monday, April 30, 2018

April Trading Summary -12.3%

Net breakdown (contracts traded):
CL -$1320(38), ES -$570(44)
RESULTS FOR APRIL
Contracts:82
Net $P/L:-1890
Wins:21
Losses:60
Win%:26
$Commissions:295
Avg$Win:259
Avg$Loss:-106

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

Friday, April 27, 2018

Thurs./Fri. 4/26-27 -5.4%

2:20pm CDT - Well this week sucked. After 3 weeks trading CL system and the very first trade being the best winner in years, I'm averaging -$35/trade and a 10.5% win rate (backtest avg. was 19%).  I knew it would be hard to trade such a system, and I'm sure I'd feel differently if I currently sat above the zero line, but this drawdown is nearly as deep as expected in an entire year.  Need to do some thinking.  Kick it to curb?  Change from +6R system to something much less?  Return to incubating? Thoughts welcome.  For the week, including ES losses, net -$2306.
RESULTS FOR DAY
CL Contracts:5
Net $P/L: -770
Wins: 0
Losses: 5
Win%:0
Avg$Win: 0
Avg$Loss: -154

Wednesday, April 25, 2018

Wed. 4/25 -7.3%

1:50pm CDT - Sidelining ES again.  CL system had another sucky day making 2 in a row.  Still within tested drawdown range but sucks nonetheless.
Net breakdown (contracts traded):
ES -$204(5), CL -$918(7)
RESULTS FOR DAY
Contracts:12
Net $P/L: -1122
Wins: 2
Losses: 10
Win%:0
Avg$Win: 78
Avg$Loss: -128

Tuesday, April 24, 2018

Tues. 4/24 -6.6%

3:10pm CDT - Tough day to start trading ES again with tweaked discretionary method. CL system sucked equally.
Net breakdown (contracts traded):
CL -$700(5), ES -$391(5)
RESULTS FOR DAY
Contracts:10
Net $P/L: -1091
Wins: 0
Losses: 10
Win%:0
Avg$Win: 0
Avg$Loss: -109

Monday, April 23, 2018

Mon. 4/23 +4.3%

2:10pm CDT - Good start to week. System left lots on table.
RESULTS FOR DAY
CL Contracts:1
Net $P/L: 676
Wins: 1
Losses: 0
Win%:100
Avg$Win: 676
Avg$Loss: 0

Friday, April 20, 2018

Fri. 4/20 -0.7%

1:20pm CDT - Happy 420 day! In the past 7 trading days my system is 1 for 14. Net for the week -$345.
RESULTS FOR DAY
CL Contracts:1
Net $P/L: -114
Wins: 0
Losses: 1
Win%:0
Avg$Win: 0
Avg$Loss: -114

In other news, good to see how CTA/hedge funds are doing occasionally...

Thursday, April 19, 2018

Thurs. 4/19 -2.9%

4:10pm CDT - Looking for any evening/overnight selloff!  Target 67.34.  Will update table later or include result tomorrow...
EDIT: Stopped out at 6:02pm CDT
RESULTS FOR DAY
CL Contracts:3
Net $P/L: -472
Wins: 0
Losses: 3
Win%:0
Avg$Win: 0
Avg$Loss: -157

Wednesday, April 18, 2018

Wed. 4/18 -0.7%

2:00pm CDT - The joys of system trading - sat on one trade all day, -1/2R, +3.5R, -1/2R, +4.5R, -1R stop at end of day. Target was +6R.  A+ for following rules at least, despite the sting.
RESULTS FOR DAY
CL Contracts:1
Net $P/L: -114
Wins: 0
Losses: 1
Win%:0
Avg$Win: 0
Avg$Loss: -114

Tuesday, April 17, 2018

Tues. 4/17 +4.5%

3:35pm CDT -
RESULTS FOR DAY
CL Contracts:1
Net $P/L: 706
Wins: 1
Losses: 0
Win%:100
Avg$Win: 706
Avg$Loss: 0

Monday, April 16, 2018

Mon. 4/16 -2.2%

2:40pm CDT -
RESULTS FOR DAY
CL Contracts:3
Net $P/L: -352
Wins: 0
Losses: 3
Win%:0
Avg$Win: 0
Avg$Loss: -117

Friday, April 13, 2018

Fri. 4/13 -3.6%

2:10pm CDT - Happy Friday the 13th! (as I type, listening to Ziggy Marley "Three Little Birds.") I have to remind myself that with a 19% win rate, 81% of trades will stop out with my system.  Plus there were 27 losers in a row in backtest.  But for the week, net +$737.
RESULTS FOR DAY
CL Contracts:4
Net $P/L: -606
Wins: 0
Losses: 4
Win%:0
Avg$Win: 0
Avg$Loss: -151

Thursday, April 12, 2018

Thurs. 4/12 -0.6%

4:10pm CDT -
RESULTS FOR DAY
CL Contracts:1
Net $P/L: -94
Wins: 0
Losses: 1
Win%:0
Avg$Win: 0
Avg$Loss: -94

Wednesday, April 11, 2018

Wed. 4/11 +1.3%

2:00pm CDT - No idea how the last trade will work out, stop 66.97, target 65.50. Will report tomorrow or update table below if it fills before I retire for the night.
EDIT: Stopped out 9:16pm CDT, table updated below.
RESULTS FOR DAY
CL Contracts:4
Net $P/L: 224
Wins: 1
Losses: 3
Win%:25
Avg$Win: 776
Avg$Loss: -184

Tuesday, April 10, 2018

Mon./Tues. 4/10-4/11 +7.8%

1:55pm CDT - Started trading CL 6R system, no discretion. And as luck would have it, had a nice winner to start which exited as I slept.  I had a look back in the logs to see when I last had a winner that size or larger.  Had to go back to 12/18/2013 for a 5-lot NQ trade. For a single lot trade, as this was, had to go way back to 9/24/2008 when I shorted ES at 1192.50 and bought 5 days later at 1165.00.  Maybe there's something to swing trading? Some may find it crazy I can look up pretty much every trade I've ever made since I started in this biz. #OCD
RESULTS FOR DAY
CL Contracts:2
Net $P/L: 1212
Wins: 1
Losses: 1
Win%:50
Avg$Win: 1316
Avg$Loss: -104

Friday, April 6, 2018

Fri. 4/06 +1.3%

2:45pm CDT - For the week, that was way too much work for a net +$25.  Back to the drawing board on my ES method.  Meanwhile, my CL system, if I had traded it, had 9 trades for +$2600!  Incubation may be ending next week...
RESULTS FOR DAY
ES Contracts:2
Net $P/L: 206
Wins: 1
Losses: 1
Win%:50
Avg$Win: 209
Avg$Loss: -3

Thursday, April 5, 2018

Thurs. 4/05 +0.1%

3:10pm CDT - Another digging out of hole day.
RESULTS FOR DAY
ES Contracts:9
Net $P/L: 20
Wins: 3
Losses: 5
Win%:38
Avg$Win: 183
Avg$Loss: -106

Wednesday, April 4, 2018

Wed. 4/04 +0.0%

3:15pm CDT - Huge day for the ES, not for me. Content to get back to even. Left lots on table with several trades.
RESULTS FOR DAY
ES Contracts:10
Net $P/L: 4
Wins: 4
Losses: 6
Win%:40
Avg$Win: 150
Avg$Loss: -99

Tuesday, April 3, 2018

Tues. 4/03 +2.5%

2:55pm CDT -
RESULTS FOR DAY
ES Contracts:4
Net $P/L: 374
Wins: 4
Losses: 0
Win%:100
Avg$Win: 94
Avg$Loss: 0

Monday, April 2, 2018

Mon. 4/02 -3.8%

3:20pm CDT - Volatility is great, until it isn't.  Too much to handle today.  Should have called it a day before I finally did.
RESULTS FOR DAY
ES Contracts:9
Net $P/L: -580
Wins: 3
Losses: 6
Win%:33
Avg$Win: 26
Avg$Loss: -110

Sunday, April 1, 2018

To BE or not to BE?

Worked on more programming of my CL strat which is incubating for now as I plan to continue trading ES method for this week.  Comments here, prodded me to examine this closer and the data is below.  Thoughts encouraged!  My conclusion, BE stops or trailing stops add complexity but can sometimes help smooth out profit curve a bit but generally degrade overall performance. I was a bit surprised though the 3rd and 4th results below (of the 6) were so close in overall profit to the 1st original (optimized) system.  It does feel like I'm potentially over-optimizing more variables by trying to improve results by manipulating stops, and that's not a good thing...

In other news, was this really 6 years ago?  LOL

Thursday, March 29, 2018

Quarter 1 2018 Trading Summary +2.4%

March Trading Summary -7.9%

Net breakdown (contracts traded):
CL -$1962(69), ES +$631(17)
RESULTS FOR MARCH
Contracts:86
Net $P/L:-1331
Wins:28
Losses:24
Win%:54
$Commissions:348
Avg$Win:193
Avg$Loss:-280

Thurs. 3/29 +1.5%

2:20pm CDT - Ending month on a high note even though I lost this month thanks to (3) $1000+ loss days on CL system early in month.  Guess I'm "incubating" that system for now.  Particularly if I can continue to string together ES days like I have this week.  For the week, net +$637.
RESULTS FOR DAY
ES Contracts:4
Net $P/L: 224
Wins: 3
Losses: 1
Win%:75
Avg$Win: 76
Avg$Loss: -3

Wednesday, March 28, 2018

Wed. 3/38 +1.4%

2:40pm CDT - ES was all over the place today as was my trading. Tough to hold for larger gains when price is jumping all up/down the DOM.
RESULTS FOR DAY
ES Contracts:10
Net $P/L: 205
Wins: 6
Losses: 4
Win%:60
Avg$Win: 120
Avg$Loss: -128

Tuesday, March 27, 2018

Tues. 3/27 +1.4%

12:25pm CDT - Tried to short CL right around 8:30 CDT, kept trading my limit order price 65.91 but no fill. That would have been a nice one!  Meanwhile, testing ES live (wish I had held that last one)...
RESULTS FOR DAY
ES Contracts:3
Net $P/L: 203
Wins: 3
Losses: 0
Win%:100
Avg$Win: 68
Avg$Loss: 0

Monday, March 26, 2018

Mon. 3/26 +0.0%

2:45pm CDT - Not sure I can trade my CL system with +6R settings that I should trade to maximize profit.  You'll notice from Ninja summary 2 posts ago there were 27 consecutive losers during test period.  Could anyone trade through that?  I guess a robot.  Last week system, if traded, would have netted $2500/contract though.  But that was an outlier week for sure.  I did trade it today and should still be short (no exit at close).  But after being up nearly 3R, I moved stopped to BE and got stopped. I've tested BE stops and they just don't help profits at all (the way I coded it anyways). Have another idea to test and will code soon.  Also may be going live soon on ES idea I've been SIM'ing...
RESULTS FOR DAY
CL Contracts:1
Net $P/L: 6
Wins: 1
Losses: 0
Win%:100
Avg$Win: 6
Avg$Loss: 0