Thursday, April 15, 2010

Thurs.

1:00pm CDT - This would have been more palatable if not for yesterday. But at least I followed my plan today. CL would have been a winner but was stopped out by 1 tick. Beans are stuck in slow motion (until today's spike midday anyways).

Net breakdown (contracts traded):
ZS -$974(12), GCL -$622(5)
RESULTS FOR DAY
Contracts:17
Net $P/L:-1596
Wins:0
Losses:3
Win%:0
Avg$Win:0
Avg$Loss:-532
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2 comments:

  1. Sith-TraderApril 15, 2010 at 1:57 PM

    I keep getting bad stop loss fill on QM 1 tick slippage minimum. Very often I got stopped out before it going my way. Maybe a partial stop will help? You only risk additional 30-60 dollar more but with better probabilities making profit or BEP. Besides 1 tick trapped very common on CL, even 4 or 5 tick trap exists.

    ReplyDelete
  2. AnonymousApril 15, 2010 at 4:08 PM

    There's a good thread on elitetrader about volatility adjusted stops. You might want to try some volatility-based stop in your backtests.

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