Adventures in Automation

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

  1. fan27

    fan27

    The new strategy grinded out a few bucks this week...net positive by about $500 since strategy start.

    BTFD20210814.JPG
     
    #431     Aug 14, 2021
    They and yc47ib like this.
  2. fan27

    fan27

    I canned the NQ day trading strategy. Ended up a few bucks but it was way to distracting with my day job (even though it was automated).
     
    #432     Oct 1, 2021
  3. fan27

    fan27

    Ended the third quarter down a few percent. At the start of September I started trading stocks on an active basis. So far the results are very promising, especially given the fact that September was a down month (stock trades were up). The approach is to trade breakouts (discretionary) on the daily chart and hold for as long as the stocks decide to run.

    Performance2021930YTD.JPG
     
    #433     Oct 1, 2021
    themickey likes this.
  4. themickey

    themickey

    So this journal coming to its end or what are you planning, stocks?
     
    #434     Oct 1, 2021
  5. themickey

    themickey

    Basically how I go about things.
    Have a watchlist and await pullbacks then the breakout.
    Also, I'll take oportunistic trades, stocks which are off the radar and have spectacular moves, but that requires doing a little research that it is not a pump and dump and the stock has a high chance of success, eg checking out the quality of the directors, market cap size etc.
     
    #435     Oct 1, 2021
    fan27 likes this.
  6. themickey

    themickey

    I took one small $500 position trade yesterday on a known shit stock, a shit sub penny stock, shit directors, gold explorer Africa, bottom of the barrel, pure 100% gamble, but I took it only due to the enormous size of trades which were hitting it. Rare for me to take these type trades, it was priced at $0.004.
     
    Last edited: Oct 1, 2021
    #436     Oct 1, 2021
    fan27 likes this.
  7. fan27

    fan27

    I am still very much running more my core auto strategies on MES. It is only the new day trading strategy on NQ that I shelved. Those strategies hardly use any of my capital so I am starting to trade stocks and a little crypto.
     
    #437     Oct 1, 2021
  8. fan27

    fan27

    Nice...I got Mark Minervini's book "Think and trade like a champion" and am using a elements of his VCP pattern. I have the following scan I run in stockcharts.com. Stocks from that scan that look good will be added to a watch list and will be acted upon if there is a breakout.

    // Trend Template
    [Close > SMA(50, Close)]
    AND [Close > SMA(150, Close)]
    AND [Close > SMA(200, Close)]
    AND [SMA(50, Close) > SMA(150, Close)]
    AND [SMA(150, Close) > SMA(200, Close)]
    AND [Close >= [Min(253,Close) + [Min(253,Close) * 0.25]]]
    AND [Close >= [ Max(253,Close) - [Max(253,Close) * Max(253,Close) * 0.25]]]
    // VCP
    AND [adX Line(14) < 30]
    AND [ATR(50) > ATR(7)]
    AND [SMA(50, Volume) > SMA(7, Volume)]
    // Stock Universe
    AND [type = stock]
    AND [SMA(20, Volume) > 200000]
    AND [Close > 5]
    and [country is US]


    My current holdings include:

    VTSI - Entered 2021-9-10 at 9.32
    CLR - Entered 2021-9-15 at 42.61
    PAG - Entered 2021-9-16 at 95.25
    ICL - Entered 2021-9-23 at 7.31
    JLL - Entered 2021-10-01 at 257.83

    I have had five small losses so far with ATH, CALX, CYRX, SNAP and CVS.
     
    #438     Oct 1, 2021
    ph1l likes this.
  9. themickey

    themickey

    I look at a couple of things in particular on my algo, a breakout in daily volume which is greater than 300% of long term average and I also need to see a minimum daily turnover (price*volume).
    On the ASX turnovers are much smaller than USA markets so not much point me giving that figure, but a high turnover in a stock signals there is some serious interest in the stock.

    Now, take pump and dump stocks, you may wish to eliminate these. The way I do it, pumpers are retailers so they have limited capital. I look at the minimum time stamps, in my instance 1 minutes tf's, and I want to see large trades going thru per minute. on ASX for example, retailers don't trade $100k trade sizes ever or constantly, so, if I set my sights on watching 1 minute trades and $100k sizes going through frequently, good bet this is not pump and dump.
    My example of the sub penny shit stock I bought yesterday, this was being hit with $150,000 trades and larger at times throughout the day.
     
    #439     Oct 1, 2021
    Aged Learner, Snuskpelle and fan27 like this.
  10. ph1l

    ph1l

    Is the subexpression
    Code:
    [Close >= [ Max(253,Close) - [Max(253,Close) * Max(253,Close) * 0.25]]]
    
    correct? It appears to be true for any Max(253,Close) >= 4 (assuming prices are not negative).
     
    #440     Oct 1, 2021
    fan27 likes this.