Wednesday, March 6, 2013

Wed. 3/06

2:20pm CST - The market had some nice moves but other than the first trade and almost the last trade (both ZS1), my systems did a poor job.  Had lots of slippage today too!
RESULTS FOR DAY
ZS Contracts:18
Net $P/L:-1605
Wins:2
Losses:3
Win%:40
Avg$Win:360
Avg$Loss:-775
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3 comments:

  1. JMF3March 6, 2013 at 2:38 PM

    How do you do position sizing? Is it on a trade by trade basis - or do you increase size on each subsequent trade, or each subsequent loss?

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  2. JMF3March 6, 2013 at 9:48 PM

    I don't mean to pry if that is proprietary system info, but just curious -

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  3. MBAGearheadMarch 7, 2013 at 2:18 PM

    Not proprietary just don't normally discuss the details of my systems on my blog. I will say that I increased my base size from 2 to 3 contracts for March trading so you will see more volatility in my results. And there is a case in one system where I reverse a position with double size. Backtested results (per contract) are slightly better when doing this vs. trading a fixed size.

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