MBAGearhead Trading Journey

Monday, August 31, 2015

August Trading Summary

Net breakdown (contracts traded):
6E $138(3), CL $1692(23)

RESULTS FOR AUGUST
Contracts:	26
Net $P/L:	1830
Wins:	17
Losses:	9
Win%:	65
$Commissions:	100
Avg$Win:	264
Avg$Loss:	-296

Mon. 8/31

2:10pm CDT - $5000+ range today and I got $200. Better than red I guess. Crazy moves past few days.

RESULTS FOR DAY
CL Contracts:	4
Net $P/L:	215
Wins:	3
Losses:	1
Win%:	75
Avg$Win:	180
Avg$Loss:	-324

Friday, August 28, 2015

Fri. 8/28

1:45pm CDT - Acceptable week given the volatility...

RESULTS FOR DAY
CL Contracts:	3
Net $P/L:	439
Wins:	2
Losses:	1
Win%:	67
Avg$Win:	346
Avg$Loss:	-254

Thursday, August 27, 2015

Thurs. 8/27

1:20pm CDT - Passed on a long signal in final hour that would have netted $400 more. Crude is up 10% as I type this which is obviously an outlier day.

RESULTS FOR DAY
CL Contracts:	1
Net $P/L:	306
Wins:	1
Losses:	0
Win%:	100
Avg$Win:	306
Avg$Loss:	0

In other news, enhanced protections coming for retail forex.

Wednesday, August 26, 2015

12:30pm CDT - Not a great week going for me in CL. The 2nd trade today was actually a mistake that I thought was a signal at the time but turned out wasn't. A just have to shake my head on the stop run on my 3rd trade.

RESULTS FOR DAY
CL Contracts:	1
Net $P/L:	-781
Wins:	0
Losses:	3
Win%:	0
Avg$Win:	0
Avg$Loss:	-261

Tuesday, August 25, 2015

Tues. 8/25

1:55pm CDT - Up and down and nowhere makes for hard trading.

RESULTS FOR DAY
CL Contracts:	3
Net $P/L:	-171
Wins:	1
Losses:	2
Win%:	33
Avg$Win:	256
Avg$Loss:	-214

Monday, August 24, 2015

Mon. 8/24, Black Monday

2:45pm CDT - Can't recall a day when equity index futures were lock limit down for a time. Very volatile day. I did good to trade my systems and watch in amazement.

Net breakdown (contracts traded):
CL $226(1), 6E $646(1)

RESULTS FOR DAY
Contracts:	2
Net $P/L:	872
Wins:	2
Losses:	0
Win%:	100
Avg$Win:	436
Avg$Loss:	0

Friday, August 21, 2015

Fri. 8/21

1:45pm CDT - Had a secondary signal after my entry that indicated a lower target at 39.87. I kept original target but both hit. Still testing and need to work out more rule details like this but overall pleased after 7 wins and 1 loss over 8 days in CL trading.

RESULTS FOR DAY
CL Contracts:	1
Net $P/L:	216
Wins:	1
Losses:	0
Win%:	100
Avg$Win:	216
Avg$Loss:	0

Thursday, August 20, 2015

Thurs. 8/20

1:30pm CDT -

RESULTS FOR DAY
CL Contracts:	1
Net $P/L:	286
Wins:	1
Losses:	0
Win%:	100
Avg$Win:	286
Avg$Loss:	0

Wednesday, August 19, 2015

Wed. 8/19

2:15pm CDT - Had a feeling it was too late for a short in CL but feelings aren't part of my system. A Euro system trade triggered after FOMC minutes release which partly bailed out the CL loss.

Net breakdown (contracts traded):
CL -$224(1), 6E $146(1)

RESULTS FOR DAY
Contracts:	2
Net $P/L:	-78
Wins:	1
Losses:	1
Win%:	50
Avg$Win:	146
Avg$Loss:	-224

Tuesday, August 18, 2015

Tues. 8/18

1:30pm CDT - Thought I was going to be able to report how brilliantly lucky I was to be out of a long at the high tick of the day, but then it broke even higher. :/

RESULTS FOR DAY
CL Contracts:	1
Net $P/L:	236
Wins:	1
Losses:	0
Win%:	100
Avg$Win:	236
Avg$Loss:	0

Monday, August 17, 2015

Mon. 8/17

1:35pm CDT -

RESULTS FOR DAY
CL Contracts:	1
Net $P/L:	316
Wins:	1
Losses:	0
Win%:	100
Avg$Win:	316
Avg$Loss:	0

In other news, Hedge Funds do half as well. No surprise here.

Friday, August 14, 2015

Fri. 8/14

1:50pm CDT -

RESULTS FOR DAY
CL Contracts:	1
Net $P/L:	286
Wins:	1
Losses:	0
Win%:	100
Avg$Win:	286
Avg$Loss:	0

Thursday, August 13, 2015

Thurs. 8/13

10:00pm CDT - Didn't get chance to post after trading. I tried to be patient. Just 6 more minutes. Ugh....

RESULTS FOR DAY
CL Contracts:	1
Net $P/L:	66
Wins:	1
Losses:	0
Win%:	100
Avg$Win:	66
Avg$Loss:	0

In other news, Traders Busted!

Wednesday, August 12, 2015

Wed. 8/12

2:10pm CDT - Testing a new system with much less discretion involved. Happened to get a signal right after CL inventory report for 28 ticks in a minute. Meanwhile sat on my hands for the Crop Report which saw corn and beans down 7% at one point. ZSX5 dropped $1400 per contract 20 sec. after release and $3000 within 9 min. I guess crop yields are going to be good.

RESULTS FOR DAY
CL Contracts:	1
Net $P/L:	276
Wins:	1
Losses:	0
Win%:	100
Avg$Win:	276
Avg$Loss:	0

In other news, Algorithmic Trading: The Play-at-Home Version

Friday, August 7, 2015

Fri. 8/07

2:20pm CDT - More Euro system trades confirming that sometimes you're the bug, sometimes the windshield. Today the former. Had 26 ticks MFE on first trade before it shot up to stop with a couple ticks slippage a couple hours after entry. Then had a buy signal but couldn't get a fill. 4 min. later the target was hit without me.

RESULTS FOR DAY
6E Contracts:	1
Net $P/L:	-654
Wins:	0
Losses:	1
Win%:	0
Avg$Win:	0
Avg$Loss:	-654

Thursday, August 6, 2015

Thurs. - BookMap, CME Indexes

2:10pm CDT - Been doing a trial of BookMap software exclusively offered through Stage5 Trading. Not sure if I'll use it regularly but I can see some advantages particularly for scalpers. It remembers ALL DOM/order history and visualizes it on a chart. Sure there's spoofing bids and asks that disappear as price approaches but when the liquidity remains and trades or price bounces off those levels, it can be foretelling. See red circled areas. The whiter the horizontal bars are, the more size there is available on the order book at that given time.

In other news, the Russell 2000 is returning to CME, in 2 years...

Friday, July 31, 2015

July Trading Summary

Net breakdown (contracts traded):
6E $267(2), CL -$875(30), ES -$119(2), TF -$1779(7), ZS $153(2)

RESULTS FOR JULY
Contracts:	43
Net $P/L:	-2353
Wins:	16
Losses:	23
Win%:	41
$Commissions:	158
Avg$Win:	173
Avg$Loss:	-223

Fri. 7/31

3:25pm CDT - I lied, update sooner than I said. If I trade, like today's Euro system trade, there's a blog entry...

RESULTS FOR DAY
6E Contracts:	1
Net $P/L:	521
Wins:	1
Losses:	0
Win%:	100
Avg$Win:	521
Avg$Loss:	0

Wednesday, July 29, 2015

Wed. 7/29

2:20pm CDT - Sabotage is the word of the day since that's pretty much what I did to my plan. I'm back to breakeven on the year. I could blame it on my stubbornness to test things live instead of on a demo account. Fact is, I've grown impatient waiting for either success or failure to arrive. So I pushed the envelope today and pushed the wrong direction. It could have been a day equally green as the red below but it's not. So be it. I'll be fine after some fresh air this afternoon when I will realize stubbornness and impatience has no business in a trader's mindset. Comments off. Will update again in August after a break and some SIM trading.

RESULTS FOR DAY
TF Contracts:	7
Net $P/L:	-1779
Wins:	0
Losses:	3
Win%:	0
Avg$Win:	0
Avg$Loss:	-593

Tuesday, July 28, 2015

Tues. 7/28

2:05pm CDT -

Net breakdown (contracts traded):
CL -$279(5), ES -$119(2)

RESULTS FOR DAY
Contracts:	7
Net $P/L:	-398
Wins:	3
Losses:	4
Win%:	43
Avg$Win:	21
Avg$Loss:	-115

Monday, July 27, 2015

Mon. 7/27

1:20pm CDT - Traded from other computer today so no screenshot. Very choppy 57 cent range today!

RESULTS FOR DAY
CL Contracts:	2
Net $P/L:	-398
Wins:	0
Losses:	2
Win%:	0
Avg$Win:	0
Avg$Loss:	-199

Friday, July 24, 2015

Fri. 7/24

2:50pm CDT -

RESULTS FOR DAY
CL Contracts:	1
Net $P/L:	206
Wins:	1
Losses:	0
Win%:	100
Avg$Win:	206
Avg$Loss:	0

Wednesday, July 22, 2015

Wed. 7/22

1:25pm CDT - Inventory report days can be tricky as I know all too well. Going to do some more homework after testing this latest system in live trading for past week and a half.