Friday, June 1, 2012

Fri. 6/01

2:05pm CDT - Another day too wild for my system.  But I have some ideas for filters as a result.  The work never ends...  For the week, a net gain of +$154.

RESULTS FOR DAY
CL Contracts:16
Net $P/L:-681
Wins:8
Losses:8
Win%:50
Avg$Win:96
Avg$Loss:-181
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6 comments:

  1. LiamJune 1, 2012 at 2:49 PM

    Keeping in mind it was NFP today and the most volatile in quite a while for that matter, I wouldn't go making too many changes based on what wasn't a "normal" day. Of course I use the word normal loosely! Just a thought anyway..

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  2. AnonymousJune 1, 2012 at 7:04 PM

    I think Liam's on the money.

    On volatile, fast days, my profit per share plummets as well. My slippage goes up, and everything kind of goes out the window. Short of improving my latency situation or speed, there's not much I can do other than tread water, or worse, lose money. Don't jump on the "change my system" mindset until you get some more data.

    -TC

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  3. coryJune 1, 2012 at 8:00 PM

    suggestion for day filter, avoid, Monday, Friday, end of month, roll over day, expire option day

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  4. Kevin DaveyJune 1, 2012 at 11:12 PM

    Read the story "Acres of Diamonds."

    ReplyDelete
  5. MichaelJune 2, 2012 at 6:19 AM

    Kevin, I just read a summery of that story, something to remember. Thanks!

    ReplyDelete
  6. MBAGearheadJune 3, 2012 at 9:01 AM

    Thanks for comments, ideas, filter and book recommendations!

    ReplyDelete

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