Thursday, June 30, 2011

Quarter 2 2011 Trading Results


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8 comments:

  1. UnknownJune 30, 2011 at 3:11 PM

    I respect your honesty and willingness to share all the good and the not so good.

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  2. FxEdgeJune 30, 2011 at 3:46 PM

    Fully agree with Trin Café, this is definitely one of the best trading blogs I have ever read. I wish you a speedy account recovery.

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  3. TSTJune 30, 2011 at 7:49 PM

    Support line of PnL chart is at -9000 and then will rebound up. However 16 contracts need to be trimmed down to 8 for time-being - My trading mind at work here...

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  4. MBAGearheadJuly 1, 2011 at 1:51 PM

    Thanks.
    TST -just did that today, actually from 8 lots to 3.

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  5. TuxedoCatJuly 3, 2011 at 6:40 PM

    Using DBA as an example, since it's correlated and because good futures charts are harder to come by:

    http://finance.yahoo.com/echarts?s=DBA+Interactive#chart2:symbol=dba;range=6m;indicator=volume;charttype=line;crosshair=on;ohlcvalues=0;logscale=on;source=undefined

    vs.

    http://4.bp.blogspot.com/-vdtXFdlaIFI/TgzHHfXonQI/AAAAAAAAAjQ/jXUYdb3vjDs/s1600/Equity2011.png


    I'm just eye-balling it, but it looks like the trending market helped you a lot, and then when the market became wishy-washy, you started flailing and suffered along with it. So, essentially, the regime change happened and your strategy stopped performing.

    If my hypothesis is true, then you've got two options: change your overall strategy, or add a signal to help you identify days that are more like when the market was trending. If there's no fundamental driver, things aren't aligning to make your bet right more often than not.

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  6. MBAGearheadJuly 5, 2011 at 1:36 PM

    TC, or third option is to continue to trade it as is. Thanks for comment.

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  7. Big MikeJuly 25, 2011 at 9:59 PM

    Sorry if I missed it, but what are you using to generate your PnL reports? Is it output from your platform, or Excel?

    Mike

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  8. MBAGearheadJuly 26, 2011 at 8:07 AM

    Hey Big Mike, it's all done in Excel. I love Excel! :)

    ReplyDelete

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