Friday, February 27, 2015

February Trading Summary

Net breakdown (contracts traded):
6E $1112(3), ZS $190(2), NQ -$250(17), CL $21(52)
RESULTS FOR FEBRUARY
Contracts:74
Net $P/L:1070
Wins:36
Losses:35
Win%:51
$Commissions:277
Avg$Win:123
Avg$Loss:-96

Friday, February 20, 2015

Fri. 2/20

2:05pm CST - EDIT - Updated below table for a Euro system trade that came after my earlier post. I actually messed up and traded a 2-lot instead of 1 and got 10 more ticks/contract than I was supposed to.  I'll take it!
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10:50am CST - Well that was as frustrating a day as they come. Once again my overall MFE was greater than MAE (only by +4 ticks today). Back to the drawing board for next week or two.
Net breakdown (contracts traded):
CL -$385(9), 6E $416(2)
RESULTS FOR DAY
Contracts:11
Net $P/L: 31
Wins: 5
Losses: 5
Win%:50
Avg$Win: 104
Avg$Loss: -98

In other news, Female Investors Often Beat Men and
Forex Trading is Far More Hazardous to your Wealth than Commonly Believed.

Thursday, February 19, 2015

Thurs. 2/19

2:25pm CST - Well I needed a day like today trading this system to reveal its weakness. Lower timeframe signals got mostly caught in the chop and the whippy price action didn't help matters. Higher timeframes did not fire off any signals.  The Stage 5 Trade Analyzer data was telling too. Unacceptable to have overall higher MFEs than MAEs and come out with a losing day.
RESULTS FOR DAY
CL Contracts:17
Net $P/L: -575
Wins: 6
Losses: 11
Win%:35
Avg$Win: 113
Avg$Loss: -114

Wednesday, February 18, 2015

Wed. 2/18

1:35pm CST - Day turned out okay after missing an early trade in the March contract because broker prematurely set that to "liquidation only" a day earlier than normal. No harm done in this case on rollover day.
RESULTS FOR DAY
CL Contracts:4
Net $P/L: 315
Wins: 4
Losses: 0
Win%:100
Avg$Win: 79
Avg$Loss: 0

Tuesday, February 17, 2015

Tues. 2/17

1:50pm CST - Opportunity galore today.
RESULTS FOR DAY
CL Contracts:6
Net $P/L: 317
Wins: 4
Losses: 2
Win%:67
Avg$Win: 139
Avg$Loss: -119

Friday, February 13, 2015

Fri. 2/13

1:25pm CST - For the week, net +$539.
RESULTS FOR DAY
CL Contracts:4
Net $P/L: 265
Wins: 3
Losses: 1
Win%:75
Avg$Win: 116
Avg$Loss: -84

Thursday, February 12, 2015

Thurs. 2/12

2:00pm CST -
RESULTS FOR DAY
CL Contracts:4
Net $P/L: 235
Wins: 3
Losses: 1
Win%:75
Avg$Win: 116
Avg$Loss: -114

In other news, hedge funds underperform because investors are irrational.

Wednesday, February 11, 2015

Wed. 2/11

2:10pm CST - Traded a CL strat today I've been working on. Have some things to work out with the rules but nothing like live trading to show you where the deficiencies are.
RESULTS FOR DAY
CL Contracts:8
Net $P/L: -151
Wins: 4
Losses: 4
Win%:50
Avg$Win: 84
Avg$Loss: -121

Tuesday, February 10, 2015

Tues. 2/10

2:15pm CST - Crop Report trade plus a fat finger entry I exited right away.  I hate making dumb errors like this.  I normally close my DOM or set quantity to zero when I'm not trading to avoid this but didn't today and happened to accidentally clicked on "market buy" part of DOM.
RESULTS FOR DAY
ZS Contracts:2
Net $P/L: 190
Wins: 1
Losses: 1
Win%:50
Avg$Win: 208
Avg$Loss: -17

Friday, February 6, 2015

Fri. 2/06

2:00pm CST - 1 system trade that was painful to watch in the afternoon as it came just a few ticks from target but wouldn't quite get there.  So I took it off early, instead of the pit close* where my system calls for an exit when neither stop or target is hit.  (*Won't be able to say that much longer.)
RESULTS FOR DAY
6E Contracts:1
Net $P/L: 696
Wins: 1
Losses: 0
Win%:100
Avg$Win: 696
Avg$Loss: 0

For weekend viewing, this is a great clip.

Tuesday, February 3, 2015

Tues. 2/03

4:00pm CST - Bad testing day today in NQ. Plus I missed a $220 Euro system trade this morning because I was in the kitchen when it signaled.
RESULTS FOR DAY
NQ Contracts:14
Net $P/L: -355
Wins: 3
Losses: 9
Win%:25
Avg$Win: 71
Avg$Loss: -63

In other news, just noticed when my P/L was slightly off that CME fees changed on Feb. 1st. We are paying a penny more per side for the E-minis and looks like 2 pennies for the YM.

Monday, February 2, 2015

Mon. 2/02

2:35pm CST - Continuing with NQ system testing this week and monitoring/incubating the TF system for the time being.  And still trading the 6E system in the rare cases it actually signals a trade!
Happy Groundhog Day! 19" of snow in Chicago over past 36 hours making this the 5th biggest snowstorm on record. It's a mess out there!
RESULTS FOR DAY
NQ Contracts:3
Net $P/L: 105
Wins: 2
Losses: 1
Win%:67
Avg$Win: 104
Avg$Loss: -103