AutoTrading Micro NQ and ES

Discussion in 'Journals' started by rolan, Dec 11, 2021.

  1. rolan

    rolan

    I've been in markets since early 2000. I kept a Journal here in 2011 named "Rol's Trading Journal" which somehow made it into the Hall of Fame thread. It was profitable, but also suffered big DD towards end of 2011. I guess I haven't learned much, LOL.

    I was also reminded in that journal not to trade too big and have some shorting tools in my arsenal. Watching the ES I'm seeing that often it behaves the same ways certain times of day. This is a work in progress.

    How's this "Then the Unusual occurred and I tried to make back losses by increasing size"
     
    #111     Feb 10, 2022
  2. rolan

    rolan

    Well I am back within range of new highs. I took another sizable draw down in February, although not as bad as in January because I decreased max position size, and even less in March. Although, a bigger size would have given me increased gains in the most recent bounce.

    Current position is short 3 cars of MNQ

    upload_2022-3-19_10-32-53.png
     
    #112     Mar 19, 2022
  3. rolan

    rolan

    upload_2022-3-19_10-47-16.png
     
    #113     Mar 19, 2022
  4. rolan

    rolan

    So far, March is shaping up as a good month for me. For the year, I am up 8.0%, with SP500 down -6.23%.
     
    #114     Mar 19, 2022
  5. rolan

    rolan

    I'm going to start making estimated quarterly tax payments, so I don't get penalized. And may need to make withdrawals from my futures account to pay them in the future.

    upload_2022-3-19_11-3-25.png
     
    #115     Mar 19, 2022
  6. traider

    traider

    Why is your drawdown so large? Is there any way to control that?
     
    #116     Mar 19, 2022
  7. rolan

    rolan

    Evidently I was trading too big for current market conditions. What I got away with last year hasn’t been as fruitful so far this year. Part of me says to step off the gas now, but another part says the bottom is in.

    I am shooting for a 100% return this year. I know 50% drawdowns are baked in if I am going for 100% returns. I do plan to be more cautious. If I can be down 50%, then why not twice that? I have already made adjustments after January and February’s drawdowns to hopefully limit downside.
     
    #117     Mar 20, 2022
  8. rolan

    rolan

    upload_2022-3-21_11-2-51.png

    Strategy returning to its glory days. Risking 1 micro ES right here, right now. I guess it works until it doesn't.
     
    #118     Mar 21, 2022
    NoahA likes this.
  9. rolan

    rolan

    upload_2022-3-22_8-48-52.png

    Back to cash. I think I'll wait till the end of each month to adjust HWM if I am above, to give it chance to be a positive number. I also plan to start tracking my performance verse NQ along with ES, since I trade both.
     
    #119     Mar 22, 2022
    NoahA likes this.
  10. This is what you wrote on February 2nd. After sitting through a very deep drawdown for the 2nd time in this journal. Then you did it again a 3rd time.

    If history repeats itself you'll do it again and eventually you'll take a very big hit. It seems to me you're rewarded for 'bad behavior' and keep repeating mistakes which potentially can blow up your entire account.

    I'd hate to see that happen with such a nice acount.

    Thoughts?
     
    #120     Mar 24, 2022
    SunTrader likes this.