Monday, June 8, 2015

06-08-2015 Results

The market is still in transition. I'm thinking that it wants to go higher, but all it really needs to do is pick a direction and the programs will put cash in my pocket.

Overall, a decent day - green is good

Today's Action:

 just ok

 perfect

 perfect

too much volatility here - stopped out

Friday, June 5, 2015

06-05-2015 Weekly Results

The first week of June is over. The first two days of the week were so good that the portfolio was able to make a profit even though the last 3 days of the week were losers. Hopefully the market transition will complete soon so the charts will start producing again on a regular basis.


06-05-2015 Results

A little tough today. The volatility has been steadily increasing during the short period I target with these strategies - its just the cost of doing business.

Today's Action:

 The DAX chart traded 2 times again. It's very interesting that all of that took only 2.5 minutes

 The 5 minute chart got in early and picked the right direction - an early winner

 The 6 minute chart got in a little later but not quite late enough to go long - and it was stopped out

Ditto for the 19min chart - either the wrong direction or got in too early

Thursday, June 4, 2015

06-04-2015 Results

Another losing day - but not a disaster. The programs are actually performing very well. As long as the market doesn't stay in transition for too long, everything should be all fine.

Today's Results:

 It happens - when the strategy is based on filling the opening gap there will always be times when the gap doesn't get filled.

 Just like the 6m chart yesterday, this one just barely got stopped out before the market turned higher

 perfect

perfect

Wednesday, June 3, 2015

06-03-2015 Results

Had a stop loss today on the 6min chart - the volatility was just barely too much for it...the chart went long and was stopped out at the low.... just as I had predicted, the volatility is increasing which can cause some issues in the short term. The other charts all made money, so that makes it not as bad...

Today's Action:

 Two trades on the DAX this morning - both winners - nice

 A real early trade on the 5min chart today - made all of its money and got out before the stock market open.

 The 6min chart waited to get in this morning and decided it wanted to go long, which almost worked - it was stopped out at the low of the day - then the chart went straight up... oh well

The 19min chart was in and out quickly - perfect

Tuesday, June 2, 2015

06-02-2015 Results

Another good day

Today's results:


 nice - this trade only took about 25 seconds

 basically break even

 perfect

perfect

Monday, June 1, 2015

06-01-2015 Results

Another month begins...
Only a couple of changes have been made. I increased the number of contracts being traded... the 5min chart is now trading 3, the 6min chart is now trading 5, and the 19min chart is now trading 2. I also added a new chart that trades the German DAX. The German market opens in Europe at 2AM CST (my time), and this chart gets in and out very quickly (a few minutes). In the back testing, it has maintained a  better than 80% winners - so lets see how it goes.... For the new DAX chart only 1 contract is being traded.

All Winners today. It is obvious that the market is in a transition period. The only reason that the systems have been performing through this transition is because the stops are set far enough back to handle the volatility. If the volatility gets higher before the market picks a direction, the systems may start having a little trouble - like they did at the end of February.

Today's Action:

 It works. Note that the DAX trades in Euros - so there is a conversion to US dollars involved as well. The times on these trades is the exchange time in Europe - it takes a little getting used to.

 perfect

 perfect

perfect