Another Mechanical Swing Trading System

Signals for 12/1/2009

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 11/30/2009 %H&L - Filtered Buy 300 Limit 197.25 H&L Filtered
ADBE 11/30/2009 %H&L - Filtered Buy 1500 Limit 34.41 H&L Filtered
ADP 11/30/2009 %H&L - Filtered Buy 1200 Limit 42.64 H&L Filtered
ADSK 11/30/2009 %H&L - Filtered Sell 2100 Stop 20.47 Stop Out
ADSK 11/30/2009 %H&L - Filtered Sell 2100 Limit 23.73 Profit
AKAM 11/30/2009 %H&L - Filtered Buy 2100 Limit 23.31 H&L Filtered
AMAT 11/30/2009 %H&L - Filtered Buy 4200 Limit 11.99 H&L Filtered
ATVI 11/30/2009 %H&L - Filtered Buy 4400 Limit 11.27 H&L Filtered
CEPH 11/30/2009 %H&L - Filtered Buy 900 Limit 53.10 H&L Filtered
CHKP 11/30/2009 %H&L - Filtered Sell 1600 Stop 28.02 Stop Out
CHKP 11/30/2009 %H&L - Filtered Sell 1600 Limit 32.48 Profit
CHRW 11/30/2009 %H&L - Filtered Sell 900 Stop 49.48 Stop Out
CHRW 11/30/2009 %H&L - Filtered Sell 900 Market Time Out
CMCSA 11/30/2009 %H&L - Filtered Sell 3400 Stop 12.85 Stop Out
CMCSA 11/30/2009 %H&L - Filtered Sell 3400 Limit 14.89 Profit
COST 11/30/2009 %H&L - Filtered Buy 800 Limit 59.10 H&L Filtered
CSCO 11/30/2009 %H&L - Filtered Buy 2200 Limit 22.97 H&L Filtered
CTAS 11/30/2009 %H&L - Filtered Buy 1800 Limit 27.69 H&L Filtered
DELL 11/30/2009 %H&L - Filtered Sell 3500 Stop 12.35 Stop Out
DELL 11/30/2009 %H&L - Filtered Sell 3500 Limit 14.32 Profit
ERTS 11/30/2009 %H&L - Filtered Sell 2900 Stop 15.03 Stop Out
ERTS 11/30/2009 %H&L - Filtered Sell 2900 Market Time Out
ESRX 11/30/2009 %H&L - Filtered Buy 600 Limit 82.87 H&L Filtered
EXPD 11/30/2009 %H&L - Filtered Sell 1600 Stop 27.73 Stop Out
EXPD 11/30/2009 %H&L - Filtered Sell 1600 Limit 32.15 Profit
FAST 11/30/2009 %H&L - Filtered Buy 1400 Limit 36.46 H&L Filtered
FISV 11/30/2009 %H&L - Filtered Sell 1100 Stop 40.48 Stop Out
FISV 11/30/2009 %H&L - Filtered Sell 1100 Limit 46.92 Profit
FLEX 11/30/2009 %H&L - Filtered Sell 7300 Stop 6.06 Stop Out
FLEX 11/30/2009 %H&L - Filtered Sell 7300 Limit 7.03 Profit
FLIR 11/30/2009 %H&L - Filtered Sell 1800 Stop 25.02 Stop Out
FLIR 11/30/2009 %H&L - Filtered Sell 1800 Limit 29.00 Profit
GILD 11/30/2009 %H&L - Filtered Buy 1100 Limit 45.68 H&L Filtered
GRMN 11/30/2009 %H&L - Filtered Sell 1700 Stop 25.88 Stop Out
GRMN 11/30/2009 %H&L - Filtered Sell 1700 Limit 29.99 Profit
HOLX 11/30/2009 %H&L - Filtered Buy 3600 Limit 14.04 H&L Filtered
IACI 11/30/2009 %H&L - Filtered Buy 2600 Limit 19.01 H&L Filtered
ILMN 11/30/2009 %H&L - Filtered Sell 1900 Stop 23.16 Stop Out
ILMN 11/30/2009 %H&L - Filtered Sell 1900 Market Time Out
INTC 11/30/2009 %H&L - Filtered Sell 2600 Stop 16.61 Stop Out
INTC 11/30/2009 %H&L - Filtered Sell 2600 Limit 19.25 Profit
INTU 11/30/2009 %H&L - Filtered Sell 1700 Stop 25.48 Stop Out
INTU 11/30/2009 %H&L - Filtered Sell 1700 Limit 29.54 Profit
JBHT 11/30/2009 %H&L - Filtered Sell 1600 Stop 27.53 Stop Out
JBHT 11/30/2009 %H&L - Filtered Sell 1600 Limit 31.91 Profit
KLAC 11/30/2009 %H&L - Filtered Sell 1600 Stop 27.56 Stop Out
KLAC 11/30/2009 %H&L - Filtered Sell 1600 Limit 31.94 Profit
LIFE 11/30/2009 %H&L - Filtered Buy 1000 Limit 48.65 H&L Filtered
LOGI 11/30/2009 %H&L - Filtered Sell 3000 Stop 14.62 Stop Out
LOGI 11/30/2009 %H&L - Filtered Sell 3000 Limit 16.94 Profit
LRCX 11/30/2009 %H&L - Filtered Buy 1500 Limit 33.39 H&L Filtered
MRVL 11/30/2009 %H&L - Filtered Buy 3400 Limit 14.78 H&L Filtered
MSFT 11/30/2009 %H&L - Filtered Buy 1700 Limit 28.68 H&L Filtered
MXIM 11/30/2009 %H&L - Filtered Buy 3000 Limit 16.91 H&L Filtered
ORCL 11/30/2009 %H&L - Filtered Sell 2300 Stop 19.27 Stop Out
ORCL 11/30/2009 %H&L - Filtered Sell 2300 Limit 22.34 Profit
ORLY 11/30/2009 %H&L - Filtered Sell 1300 Stop 33.81 Stop Out
ORLY 11/30/2009 %H&L - Filtered Sell 1300 Limit 39.19 Profit
PCAR 11/30/2009 %H&L - Filtered Sell 1300 Stop 32.68 Stop Out
PCAR 11/30/2009 %H&L - Filtered Sell 1300 Limit 37.88 Profit
QCOM 11/30/2009 %H&L - Filtered Sell 1100 Stop 39.13 Stop Out
QCOM 11/30/2009 %H&L - Filtered Sell 1100 Limit 45.35 Profit
RIMM 11/30/2009 %H&L - Filtered Buy 900 Limit 57.00 H&L Filtered
ROST 11/30/2009 %H&L - Filtered Buy 1200 Limit 43.09 H&L Filtered
SYMC 11/30/2009 %H&L - Filtered Buy 2900 Limit 17.42 H&L Filtered
TEVA 11/30/2009 %H&L - Filtered Buy 1000 Limit 52.25 H&L Filtered
URBN 11/30/2009 %H&L - Filtered Sell 1600 Stop 27.65 Stop Out
URBN 11/30/2009 %H&L - Filtered Sell 1600 Market Time Out
VRTX 11/30/2009 %H&L - Filtered Buy 1300 Limit 38.29 H&L Filtered
YHOO 11/30/2009 %H&L - Filtered Sell 3300 Stop 13.45 Stop Out
YHOO 11/30/2009 %H&L - Filtered Sell 3300 Market Time Out

 

Signals for 12/2/2009

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 12/1/2009 %H&L - Filtered Sell 300 Stop 173.58 Stop Out
AAPL 12/1/2009 %H&L - Filtered Sell 300 Limit 201.19 Profit
ADSK 12/1/2009 %H&L - Filtered Sell 2100 Stop 20.47 Stop Out
ADSK 12/1/2009 %H&L - Filtered Sell 2100 Limit 23.73 Profit
AKAM 12/1/2009 %H&L - Filtered Buy 2100 Limit 23.31 H&L Filtered
CEPH 12/1/2009 %H&L - Filtered Buy 900 Limit 53.10 H&L Filtered
CHKP 12/1/2009 %H&L - Filtered Sell 1600 Stop 28.02 Stop Out
CHKP 12/1/2009 %H&L - Filtered Sell 1600 Limit 32.48 Profit
CHRW 12/1/2009 %H&L - Filtered Sell 900 Stop 49.48 Stop Out
CHRW 12/1/2009 %H&L - Filtered Sell 900 Market Time Out
CMCSA 12/1/2009 %H&L - Filtered Sell 3400 Stop 12.85 Stop Out
CMCSA 12/1/2009 %H&L - Filtered Sell 3400 Limit 14.89 Profit
DELL 12/1/2009 %H&L - Filtered Sell 3500 Stop 12.35 Stop Out
DELL 12/1/2009 %H&L - Filtered Sell 3500 Limit 14.32 Profit
ERTS 12/1/2009 %H&L - Filtered Sell 2900 Stop 15.03 Stop Out
ERTS 12/1/2009 %H&L - Filtered Sell 2900 Market Time Out
EXPD 12/1/2009 %H&L - Filtered Sell 1600 Stop 27.73 Stop Out
EXPD 12/1/2009 %H&L - Filtered Sell 1600 Limit 32.15 Profit
FISV 12/1/2009 %H&L - Filtered Sell 1100 Stop 40.48 Stop Out
FISV 12/1/2009 %H&L - Filtered Sell 1100 Limit 46.92 Profit
FLEX 12/1/2009 %H&L - Filtered Sell 7300 Stop 6.06 Stop Out
FLEX 12/1/2009 %H&L - Filtered Sell 7300 Limit 7.03 Profit
FLIR 11/30/2009 %H&L - Filtered Sell 1800 Stop 25.02 Stop Out
FLIR 11/30/2009 %H&L - Filtered Sell 1800 Limit 29.00 Profit
GILD 12/1/2009 %H&L - Filtered Sell 1100 Stop 40.20 Stop Out
GILD 12/1/2009 %H&L - Filtered Sell 1100 Limit 46.60 Profit
GRMN 12/1/2009 %H&L - Filtered Sell 1700 Stop 25.88 Stop Out
GRMN 12/1/2009 %H&L - Filtered Sell 1700 Limit 29.99 Profit
IACI 11/30/2009 %H&L - Filtered Buy 2600 Limit 19.01 H&L Filtered
INTC 12/1/2009 %H&L - Filtered Sell 2600 Stop 16.61 Stop Out
INTC 12/1/2009 %H&L - Filtered Sell 2600 Limit 19.25 Profit
INTU 12/1/2009 %H&L - Filtered Sell 1700 Stop 25.48 Stop Out
INTU 12/1/2009 %H&L - Filtered Sell 1700 Limit 29.54 Profit
JBHT 12/1/2009 %H&L - Filtered Sell 1600 Stop 27.53 Stop Out
JBHT 12/1/2009 %H&L - Filtered Sell 1600 Limit 31.91 Profit
KLAC 12/1/2009 %H&L - Filtered Sell 1600 Stop 27.56 Stop Out
KLAC 12/1/2009 %H&L - Filtered Sell 1600 Limit 31.94 Profit
LOGI 12/1/2009 %H&L - Filtered Sell 3000 Stop 14.62 Stop Out
LOGI 12/1/2009 %H&L - Filtered Sell 3000 Limit 16.94 Profit
ORCL 12/1/2009 %H&L - Filtered Sell 2300 Stop 19.27 Stop Out
ORCL 12/1/2009 %H&L - Filtered Sell 2300 Limit 22.34 Profit
ORLY 12/1/2009 %H&L - Filtered Sell 1300 Stop 33.81 Stop Out
ORLY 12/1/2009 %H&L - Filtered Sell 1300 Limit 39.19 Profit
PCAR 12/1/2009 %H&L - Filtered Sell 1300 Stop 32.68 Stop Out
PCAR 12/1/2009 %H&L - Filtered Sell 1300 Limit 37.88 Profit
QCOM 11/30/2009 %H&L - Filtered Sell 1100 Stop 39.13 Stop Out
QCOM 11/30/2009 %H&L - Filtered Sell 1100 Limit 45.35 Profit
URBN 12/1/2009 %H&L - Filtered Sell 1600 Stop 27.43 Stop Out
URBN 12/1/2009 %H&L - Filtered Sell 1600 Market Time Out
YHOO 12/1/2009 %H&L - Filtered Sell 3300 Stop 13.45 Stop Out
YHOO 12/1/2009 %H&L - Filtered Sell 3300 Market Time Out

 

What do each of the signal types mean? For example, H&L Filtered is completely bizarre, but I wanted to get an idea of what the strategy is trying to say when having a stop and a limit for the same symbol. Is it trying to create an opportunity window of some kind?

 

After a buy, there are three signals generated:
1. A stop loss
2. A profit target
3. A time out, after a fixed no. of days.

 

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 12/1/2009 %H&L - Filtered Sell 300 Stop 173.58 Stop Out
AAPL 12/1/2009 %H&L - Filtered Sell 300 Limit 201.19 Profit
ADSK 12/2/2009 %H&L - Filtered Sell 2100 Stop 20.47 Stop Out
ADSK 12/2/2009 %H&L - Filtered Sell 2100 Market Time Out
ATVI 12/2/2009 %H&L - Filtered Buy 4400 Limit 11.27 H&L Filtered
CHKP 12/2/2009 %H&L - Filtered Sell 1600 Stop 28.02 Stop Out
CHKP 12/2/2009 %H&L - Filtered Sell 1600 Limit 32.48 Profit
CHRW 12/1/2009 %H&L - Filtered Sell 900 Stop 49.48 Stop Out
CHRW 12/1/2009 %H&L - Filtered Sell 900 Market Time Out
CMCSA 12/2/2009 %H&L - Filtered Sell 3400 Stop 12.85 Stop Out
CMCSA 12/2/2009 %H&L - Filtered Sell 3400 Market Time Out
DELL 12/2/2009 %H&L - Filtered Sell 3500 Stop 12.35 Stop Out
DELL 12/2/2009 %H&L - Filtered Sell 3500 Market Time Out
ERTS 12/2/2009 %H&L - Filtered Sell 3000 Stop 14.86 Stop Out
ERTS 12/2/2009 %H&L - Filtered Sell 3000 Limit 17.23 Profit
EXPD 12/2/2009 %H&L - Filtered Sell 1600 Stop 27.73 Stop Out
EXPD 12/2/2009 %H&L - Filtered Sell 1600 Limit 32.15 Profit
FISV 12/2/2009 %H&L - Filtered Sell 1100 Stop 40.48 Stop Out
FISV 12/2/2009 %H&L - Filtered Sell 1100 Limit 46.92 Profit
FLEX 12/2/2009 %H&L - Filtered Sell 7300 Stop 6.06 Stop Out
FLEX 12/2/2009 %H&L - Filtered Sell 7300 Limit 7.03 Profit
FLIR 12/2/2009 %H&L - Filtered Sell 1800 Stop 25.02 Stop Out
FLIR 12/2/2009 %H&L - Filtered Sell 1800 Market Time Out
GILD 12/2/2009 %H&L - Filtered Sell 1100 Stop 40.20 Stop Out
GILD 12/2/2009 %H&L - Filtered Sell 1100 Limit 46.60 Profit
GRMN 12/2/2009 %H&L - Filtered Sell 1700 Stop 25.88 Stop Out
GRMN 12/2/2009 %H&L - Filtered Sell 1700 Limit 29.99 Profit
HOLX 12/2/2009 %H&L - Filtered Buy 3600 Limit 14.06 H&L Filtered
IACI 12/2/2009 %H&L - Filtered Buy 2600 Limit 19.01 H&L Filtered
INTC 12/2/2009 %H&L - Filtered Sell 2600 Stop 16.61 Stop Out
INTC 12/2/2009 %H&L - Filtered Sell 2600 Market Time Out
INTU 12/2/2009 %H&L - Filtered Sell 1700 Stop 25.48 Stop Out
INTU 12/2/2009 %H&L - Filtered Sell 1700 Limit 29.54 Profit
JBHT 12/2/2009 %H&L - Filtered Sell 1600 Stop 27.53 Stop Out
JBHT 12/2/2009 %H&L - Filtered Sell 1600 Limit 31.91 Profit
KLAC 12/1/2009 %H&L - Filtered Sell 1600 Stop 27.56 Stop Out
KLAC 12/1/2009 %H&L - Filtered Sell 1600 Limit 31.94 Profit
LOGI 12/2/2009 %H&L - Filtered Sell 3000 Stop 14.62 Stop Out
LOGI 12/2/2009 %H&L - Filtered Sell 3000 Market Time Out
ORCL 12/2/2009 %H&L - Filtered Sell 2300 Stop 19.27 Stop Out
ORCL 12/2/2009 %H&L - Filtered Sell 2300 Limit 22.34 Profit
ORLY 12/2/2009 %H&L - Filtered Sell 1300 Stop 33.81 Stop Out
ORLY 12/2/2009 %H&L - Filtered Sell 1300 Limit 39.19 Profit
PCAR 12/2/2009 %H&L - Filtered Sell 1300 Stop 32.68 Stop Out
PCAR 12/2/2009 %H&L - Filtered Sell 1300 Market Time Out
QCOM 12/1/2009 %H&L - Filtered Sell 1100 Stop 39.13 Stop Out
QCOM 12/1/2009 %H&L - Filtered Sell 1100 Limit 45.35 Profit
URBN 12/2/2009 %H&L - Filtered Sell 1600 Stop 27.18 Stop Out
URBN 12/2/2009 %H&L - Filtered Sell 1600 Limit 31.51 Profit
VRSN 12/2/2009 %H&L - Filtered Buy 2400 Limit 21.20 H&L Filtered
YHOO 12/2/2009 %H&L - Filtered Sell 3300 Stop 13.24 Stop Out
YHOO 12/2/2009 %H&L - Filtered Sell 3300 Market Time Out

 

Going to take rest of the year off. Happy Holidays.

Signals for 12/4/2009

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 12/3/2009 %H&L - Filtered Sell 300 Stop 173.58 Stop Out
AAPL 12/3/2009 %H&L - Filtered Sell 300 Limit 201.19 Profit
ADP 12/3/2009 %H&L - Filtered Buy 1200 Limit 42.63 H&L Filtered
ADSK 12/3/2009 %H&L - Filtered Sell 2100 Stop 20.47 Stop Out
ADSK 12/3/2009 %H&L - Filtered Sell 2100 Market Time Out
AKAM 12/3/2009 %H&L - Filtered Buy 2100 Limit 23.33 H&L Filtered
AMGN 12/3/2009 %H&L - Filtered Buy 900 Limit 54.98 H&L Filtered
APOL 12/3/2009 %H&L - Filtered Buy 900 Limit 54.36 H&L Filtered
ATVI 12/3/2009 %H&L - Filtered Buy 4400 Limit 11.25 H&L Filtered
CHKP 12/3/2009 %H&L - Filtered Sell 1600 Stop 28.02 Stop Out
CHKP 12/3/2009 %H&L - Filtered Sell 1600 Market Time Out
CHRW 12/3/2009 %H&L - Filtered Sell 900 Stop 48.60 Stop Out
CHRW 12/3/2009 %H&L - Filtered Sell 900 Market Time Out
CMCSA 12/3/2009 %H&L - Filtered Sell 3400 Stop 12.85 Stop Out
CMCSA 12/3/2009 %H&L - Filtered Sell 3400 Market Time Out
COST 12/3/2009 %H&L - Filtered Buy 800 Limit 58.79 H&L Filtered
CTSH 12/3/2009 %H&L - Filtered Buy 1200 Limit 42.87 H&L Filtered
DELL 12/3/2009 %H&L - Filtered Sell 3500 Stop 12.35 Stop Out
DELL 12/3/2009 %H&L - Filtered Sell 3500 Market Time Out
DISH 12/3/2009 %H&L - Filtered Buy 2700 Limit 18.78 H&L Filtered
ERTS 12/3/2009 %H&L - Filtered Sell 3000 Stop 14.86 Stop Out
ERTS 12/3/2009 %H&L - Filtered Sell 3000 Market Time Out
EXPD 12/3/2009 %H&L - Filtered Sell 1600 Stop 27.73 Stop Out
EXPD 12/3/2009 %H&L - Filtered Sell 1600 Market Time Out
FISV 12/3/2009 %H&L - Filtered Sell 1100 Stop 40.48 Stop Out
FISV 12/3/2009 %H&L - Filtered Sell 1100 Market Time Out
FLEX 12/3/2009 %H&L - Filtered Sell 7300 Stop 6.06 Stop Out
FLEX 12/3/2009 %H&L - Filtered Sell 7300 Market Time Out
FLIR 12/3/2009 %H&L - Filtered Sell 1800 Stop 25.02 Stop Out
FLIR 12/3/2009 %H&L - Filtered Sell 1800 Market Time Out
GENZ 12/3/2009 %H&L - Filtered Buy 1000 Limit 48.62 H&L Filtered
GILD 12/3/2009 %H&L - Filtered Sell 1100 Stop 40.20 Stop Out
GILD 12/3/2009 %H&L - Filtered Sell 1100 Limit 46.60 Profit
GRMN 12/3/2009 %H&L - Filtered Sell 1700 Stop 25.88 Stop Out
GRMN 12/3/2009 %H&L - Filtered Sell 1700 Market Time Out
HOLX 12/3/2009 %H&L - Filtered Buy 3600 Limit 14.07 H&L Filtered
IACI 12/3/2009 %H&L - Filtered Sell 2600 Stop 16.73 Stop Out
IACI 12/3/2009 %H&L - Filtered Sell 2600 Limit 19.39 Profit
INTC 12/3/2009 %H&L - Filtered Sell 2600 Stop 16.61 Stop Out
INTC 12/3/2009 %H&L - Filtered Sell 2600 Market Time Out
INTU 12/3/2009 %H&L - Filtered Sell 1700 Stop 25.48 Stop Out
INTU 12/3/2009 %H&L - Filtered Sell 1700 Market Time Out
JBHT 12/3/2009 %H&L - Filtered Sell 1600 Stop 27.53 Stop Out
JBHT 12/3/2009 %H&L - Filtered Sell 1600 Market Time Out
KLAC 12/3/2009 %H&L - Filtered Sell 1600 Stop 27.56 Stop Out
KLAC 12/3/2009 %H&L - Filtered Sell 1600 Market Time Out
LOGI 12/3/2009 %H&L - Filtered Sell 3000 Stop 14.62 Stop Out
LOGI 12/3/2009 %H&L - Filtered Sell 3000 Market Time Out
ORCL 12/3/2009 %H&L - Filtered Sell 2300 Stop 19.27 Stop Out
ORCL 12/3/2009 %H&L - Filtered Sell 2300 Market Time Out
ORLY 12/3/2009 %H&L - Filtered Sell 1300 Stop 33.81 Stop Out
ORLY 12/3/2009 %H&L - Filtered Sell 1300 Market Time Out
PCAR 12/3/2009 %H&L - Filtered Sell 1300 Stop 32.68 Stop Out
PCAR 12/3/2009 %H&L - Filtered Sell 1300 Market Time Out
QCOM 12/3/2009 %H&L - Filtered Sell 1100 Stop 39.13 Stop Out
QCOM 12/3/2009 %H&L - Filtered Sell 1100 Market Time Out
RIMM 12/3/2009 %H&L - Filtered Buy 900 Limit 57.09 H&L Filtered
ROST 12/3/2009 %H&L - Filtered Buy 1200 Limit 43.15 H&L Filtered
SBUX 12/3/2009 %H&L - Filtered Buy 2400 Limit 20.94 H&L Filtered
URBN 12/3/2009 %H&L - Filtered Sell 1600 Stop 27.18 Stop Out
URBN 12/3/2009 %H&L - Filtered Sell 1600 Market Time Out
YHOO 12/3/2009 %H&L - Filtered Sell 3300 Stop 13.24 Stop Out
YHOO 12/3/2009 %H&L - Filtered Sell 3300 Market Time Out