April Trading Summary

Note: Only traded 9 days during month
Net breakdown (contracts traded):
CL -$259(2), TF $789(27)

RESULTS FOR APRIL
Contracts:	29
Net $P/L:	530
Wins:	7
Losses:	7
Win%:	50
$Commissions:	80
Avg$Win:	408
Avg$Loss:	-332

Wed. 4/25

2:35pm CDT - I’ve been in this game long enough that it shouldn’t surprise me any more how quickly things can turn on a dime. Did my new strategy just have “beginner’s luck” last week? And now it’s back to reality? Today I found myself second guessing a couple exits and subsequently moved stops, contradicting my plan. So test period is over for now as I do some more homework.

Net Breakdown (contracts traded): TF -$766(6), CL -$259(2)

RESULTS FOR DAY
Contracts:	8
Net $P/L:	-1025
Wins:	0
Losses:	4
Win%:	0
Avg$Win:	0
Avg$Loss:	-256

Tues. 4/24

1:25pm CDT - Short before the news.

RESULTS FOR DAY
TF Contracts:	2
Net $P/L:	-1285
Wins:	0
Losses:	1
Win%:	0
Avg$Win:	0
Avg$Loss:	-1285

Mon. 4/23

1:00pm CDT - Went short a couple times.  Market will likely fall into close since I am done.

RESULTS FOR DAY
TF Contracts:	4
Net $P/L:	10
Wins:	1
Losses:	1
Win%:	50
Avg$Win:	13
Avg$Loss:	-3

Fri. 4/20

10:40am CDT - Not bad.  Good to be trading again with results like this week (knock on wood).  For the week, net gain of +$1569.

RESULTS FOR DAY
TF Contracts:	2
Net $P/L:	505
Wins:	1
Losses:	0
Win%:	100
Avg$Win:	505
Avg$Loss:	0

Thurs. 4/19

2:30pm CDT - Wild swings today thanks to news and options expiry and whatever else...

RESULTS FOR DAY
TF Contracts:	2
Net $P/L:	15
Wins:	1
Losses:	0
Win%:	100
Avg$Win:	15
Avg$Loss:	0

Wed. 4/18

12:30pm CDT - TF was going nowhere fast this morning so I’m content with today’s performance. I am kicking myself for not getting a fill on a CL short however. I’m incorporating my new strategy to also trade CL inventory report days and the first day today of trading CL would have been $500+. Missed fill by just a tick – maybe I should use market orders.

I still consider myself in test mode as I am not 100% confident in my new rules just yet. But what better way to do that than with live trading!? I mostly gave up trying to completely code things as a Ninja Strategy. I just don’t have the advanced skills or desire to finish this. But what I have learned about Ninja programming in past couple months will certainly be useful going forward. As before, I don’t plan to discuss strategy details on this public blog but I will add that I am using longer timeframe charts and am scaling in entries more so than before.

RESULTS FOR DAY
TF Contracts:	5
Net $P/L:	327
Wins:	1
Losses:	1
Win%:	50
Avg$Win:	342
Avg$Loss:	-15

Tues. 4/17

10:20am CDT - Moved stop up too soon in hindsight. But it wasn't a bad day...

RESULTS FOR DAY
TF Contracts:	2
Net $P/L:	225
Wins:	1
Losses:	0
Win%:	100
Avg$Win:	225
Avg$Loss:	0

Mon. 4/16

12:50pm CDT - Short this morning from 796.5

RESULTS FOR DAY
TF Contracts:	1
Net $P/L:	497
Wins:	1
Losses:	0
Win%:	100
Avg$Win:	497
Avg$Loss:	0

Fri. 4/13

9:50am CDT - It's been so long I have been itching to trade again so decided to throw caution and Friday the 13th superstitions to the wind and call it a test day. Glad I did. Still working on system development...

RESULTS FOR DAY
TF Contracts:	3
Net $P/L:	1262
Wins:	1
Losses:	0
Win%:	100
Avg$Win:	1262
Avg$Loss:	0

Throwing in the towel

This is madness. The markets are too efficient and random to make a go of this any longer. I am tired of feeding my broker and not myself. Therefore I am done. Back to engineering it is for me.

I wish you all the best.

9:30 pm EDIT: Read comments