Total Net Profit $11,106.67 (Per Share) $0.15 Gross Profit $25,294.54 Gross Loss ($14,187.86) Profit Factor 1.78 Total Number of Trades...
d08, You are right about the time priority during the day. I often notice I get maxed out on positions during a market drop near the open. If...
The data is from daily bars, O/H/L/C. In back testing, exits occur at the close of the day if the exit criteria are met. The entries occur if the...
I got burned today by CYH, Community Health Systems. I saw it heading rapidly lower from my entry but I saw no news out on it yet. Well,...
For the final year, 2010, the long only strategy performed as expected. In the market downturn from May thru June, it trended sideways. The short...
The long strategy had a sizable 23% DD into the March 2009 market lows. It then rallied off that and finished the year strong. The short...
In 2008, the long strategy had a 30% DD in mid-October, during the strong market decline. I would consider this a "tail" for my strategy. It...
For 2007, the long strategy continued its steady climb. The short strategy non-performed, except in mid July and October, when the market sold...
Here is a look at 2006. All three strategies had a maximum drawdown of about 12%. However, the short only strategy DD was more concentrated...
I am going to be posting comparisons of my long, short, and long/short rtm strategies by year starting in 2005. I will also include the SP500...
Here is my favorite trade for the day: [img]
Total Net Profit $10,745.26 (Per Share) $0.15 Gross Profit $23,582.04 Gross Loss ($12,836.78) Profit Factor 1.84 Total Number of Trades...
Man or man! I think you just marked to market the man's market maker's market.
I think the ability to enter the market gradually over a period of days while it is correcting was really the missing link in my strategy....
Great GekkoToBe, a fellow autotrader! Does Amibroker execute your trades? I have heard that it is unstable for real life order execution through...
Hi In2Deep and thanks for checking in and enjoy your new house! Iâve been reading your journal, as well as ElecEquityâs, PropTraderâs, and...
I saw a little buying action around the open, with EW and RBN turning out to be nice day trades. I am appreciating how crucial it is to be well...
Thanks for subscribing! That means a lot. I think having a âday jobâ helps to avoid stress from having to generate income from trading. One...
Hi Kohanz and thanks for the continued interest in this journal! I have not been getting a whole lot of questions so I was wondering if it was...
Daily realized profit/loss for the quarter. There were 12 down days out of approx. 60 trading days or 20% down days. This is in line with...
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