Adventures in Automation

Discussion in 'Journals' started by fan27, Jan 21, 2019.

  1. fan27

    fan27

    Long two more positions! Long 3 ES, 3 YM and 1 NQ. Will post details later.
     
    #241     Jul 17, 2019
  2. fan27

    fan27

    Long 1 NQ at 7929.75 and exit at 7873.50
    -$1129.1

    Exit 1 ES at 2985.75
    -$1029.10

    Long 2 ES at 2996.50 for 30 min bar strategy.
    Stop at 2978.25
    Limit at 3019.25
    Exit after 100 bars

    Looking like this recent crop of trades might be a total bust. Currently long 3 YM and 2 ES.
     
    #242     Jul 17, 2019
  3. themickey

    themickey

    Markets tad bearish atm other than gold, I'm guessing a few days of minor negative moves but at this stage nothing to worry about. But being profitably long directly ahead, doubt it.
    Don't trade on my advice, just throwing in my thoughts.
    dbp8fux-8de2a799-5d29-4004-95a6-c48297e3d092.png
     
    #243     Jul 17, 2019
    fan27 and nooby_mcnoob like this.
  4. I've been trying to train a network today to find the direction and strength of the "line of least resistance": https://www.turtletrader.com/livermore-jesse/. The purpose is to set a direction for the day/week/month which prevents me from going long against the market. It worked today anyway.

    I think you may want to build in something like that. Entry signals are fine, but I think you should also work on exit signals. From what I've seen on this journal, you don't lose immediately on entry as your entries are generally good, but they lose steam.

    Dude, I was remarking how much it looked like a bouncing ball at close yesterday. Weird.
     
    #244     Jul 17, 2019
    fan27 and themickey like this.
  5. themickey

    themickey

    When I wake up early, USA is closing, we are opening in another couple of hours.
    First thing I do every day is scan hundreds of positions in USA with an algo which gives me the lie of the land, USA sets the mood for our (Australia) market when we open. My algo's interpret the market and individual stocks way better than any media talking heads. :)
    stand-out.jpg
     
    #245     Jul 17, 2019
    nooby_mcnoob likes this.
  6. That's exactly it, capturing the mood.
     
    #246     Jul 17, 2019
  7. fan27

    fan27

    I agree there is room for improvement. I might revisit my attempt at creating a hedging component to to my approach. Honestly, I am really at the early stages of doing serious research as almost my entire time has been spent building the tech. Stay tuned!
     
    #247     Jul 17, 2019
    inCom and nooby_mcnoob like this.
  8. fan27

    fan27

    Exit 3 YM at 27150
    -$2082.3

    2 ES still open.
     
    #248     Jul 18, 2019
  9. fan27

    fan27

    Exit 2 ES at 2978.50
    -$1808.2

    Long 1 YM contract on 30 min bar strategy.
    Stop at 26927
    Limit at 27361
    Exit after 100 bars
     
    #249     Jul 18, 2019
  10. fan27

    fan27

    Late posting.

    Long 1 ES contract at 2986.5 on 30 min bar strategy.
    Stop at 2961.0
    Limit at 3018.5
    Exit after 100 bars
     
    #250     Jul 20, 2019