Da Quant Code...

Discussion in 'Journals' started by ML_QUANT, Nov 29, 2008.

  1. I’m going to every week, publish my journal from this one specific pilot account because other than the bellow listed reasons, more importantly I need your help!

    After a couple of decades of R&D on day trading, I believe I’ve come as close as anyone ever has to the HG but I am tired and a little bored of putting it altogether and finishing the final touches alone and in the closet! A little boost, a lot of criticism from the ET community should provoke me to push myself further and finish the final mile…

    I’ll be publishing the complete trade list and would like to see if my code could be broken or not? That should be interesting, I believe it cannot though.

    I have the following several major problems that I’m presently tackling:
    1. I am, contrary to the principles, letting my losses run according to the system at hand and cutting my gains short contrary to the same system!
    2. The system entry and exits are fully mechanized although, in the profit taking area, I discretionally intervene, since if left to the system, a lot of the gains would be wiped out.
    3. Because of 2 above, I stick to a single contract and keep the account balance in the 10k range, since that is my comfort zone when testing because I never back test neither use stops.
    4. I can be very successful with the single contract averaging to max 3 contracts but as soon as I raise capital and start 10 / 20 / 30 lots, the whole psychology gets messed up and can’t relate each trade performance to a single contract! This is a huge problem. I can mentally deal with losing a couple of 15 full points back to back and recover from it but, the same is not true about losing a couple of 150 points back to back although I could afford it and recover from it(need to build up the confidence level one step at a time but meanwhile missing big time on the potential gains that the same dedication to the monitor per day could earn me 5k a day instead of 500). One way to overcome the phobia, would have been to join a prop and benefit from the room’s support which I’m trying to seek that here in this forum.

    Anyways, I could go on but better cut it short and discuss problems as we go on…

    A few points to note:
    During the 2 decades, my accumulated losses from the day trading Ops. Are only below the 150k range I guess and hopefully the blown accounts in the 10 range. Which is very reasonable as a start up cost but the 2 decades has been far too long and cannot be justified even if I have reached a very successful level today. My major losses are the business opportunities I’ve lost due my dedication to trading and abusing a very successful manufacturing business. Someone recently said, it takes 10k+ of monitor time to become a successful day trader and I do also confirm that and it seems not worth it since the learning curve is very lengthy and the means do not justify the end.

    My trades are based on FILO.

    Good luck to me, although luck cannot and should NOT be part of trading. I'll continue posting my journals from the previous week on.

    It is quite normal for us to differ but let us please intellectually keep this thread clean.

    Technical Analysis is NOT and does NOT provide a Solution but, an Insight... it does.
     
  2. DAILY STATEMENT
    * * * * * * * * * * C O N F I R M A T I O N * * * * * * * * * *
    THE FOLLOWING TRADES HAVE BEEN MADE THIS DAY FOR YOUR ACCOUNT AND RISK.
    TRADE SETTL AT BUY SELL CONTRACT DESCRIPTION EX PRICE CC DEBIT/CREDIT
    ------- ------- -- -------------- -------------- ------------------------------ -- ----------- -- -------------------
    11/24/2008 1 DEC S&P 810.25
    11/24/2008 1 DEC S&P 811.75
    11/24/2008 1 DEC S&P 814
    11/24/2008 1 DEC S&P 815.25
    11/24/2008 1 DEC S&P 827.75
    11/24/2008 2 DEC S&P 828
    11/24/2008 1 DEC S&P 828.5
    11/24/2008 1 DEC S&P 828.75
    11/24/2008 1 DEC S&P 829.5
    11/24/2008 1 DEC S&P 830
    11/24/2008 5 DEC S&P 830
    11/24/2008 1 DEC S&P 830.5
    11/24/2008 2 DEC S&P 830.5
    11/24/2008 1 DEC S&P 830.75
    11/24/2008 1 DEC S&P 831
    11/24/2008 1 DEC S&P 831
    11/24/2008 2 DEC S&P 831.25
    11/24/2008 1 DEC S&P 831.25
    11/24/2008 2 DEC S&P 831.5
    11/24/2008 1 DEC S&P 831.5
    11/24/2008 1 DEC S&P 831.75
    11/24/2008 2 DEC S&P 831.75
    11/24/2008 2 DEC S&P 832
    11/24/2008 2 DEC S&P 832
    11/24/2008 1 DEC S&P 832.25
    11/24/2008 1 DEC S&P 832.25
    11/24/2008 3 DEC S&P 832.5
    11/24/2008 2 DEC S&P 832.75
    11/24/2008 1 DEC S&P 832.75
    11/24/2008 2 DEC S&P 833
    11/24/2008 3 DEC S&P 833.5
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    11/24/2008 6 DEC S&P 834
    11/24/2008 1 DEC S&P 834
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    11/24/2008 3 DEC S&P 834.75
    11/24/2008 2 DEC S&P 835
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    11/24/2008 1 DEC S&P 836.75
    11/24/2008 2 DEC S&P 837.25
    11/24/2008 3 DEC S&P 838
    11/24/2008 1 DEC S&P 838
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    11/24/2008 2 DEC S&P 838.75
    11/24/2008 2 DEC S&P 839
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    11/24/2008 2 DEC S&P 839.25
    11/24/2008 1 DEC S&P 839.25
    11/24/2008 2 DEC S&P 839.75
    11/24/2008 2 DEC S&P 840.25
    11/24/2008 1 DEC S&P 840.75
    11/24/2008 1 DEC S&P 841
    11/24/2008 1 DEC S&P 841.25
    11/24/2008 1 DEC S&P 847.5
    11/24/2008 1 DEC S&P 848.25
    11/24/2008 1 DEC S&P 849
    11/24/2008 6 DEC S&P 849
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    11/24/2008 1 DEC S&P 850
    11/24/2008 1 DEC S&P 850.25
    11/24/2008 2 DEC S&P 850.5
    11/24/2008 1 DEC S&P 854
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    11/24/2008 1 DEC S&P 854.5
    11/24/2008 3 DEC S&P 855.75
    11/24/2008 1 DEC S&P 856
    11/24/2008 1 DEC S&P 856.5
    11/24/2008 1 DEC S&P 857.5
    11/24/2008 1 DEC S&P 858.25
    11/24/2008 1 DEC S&P 860
    11/24/2008 1 DEC S&P 860
    11/24/2008 1 DEC S&P 861.25
    11/24/2008 1 DEC S&P 861.5
    11/24/2008 1 DEC S&P 863.25
    11/24/2008 1 DEC S&P 863.5
    11/24/2008 1 DEC S&P 863.5
    11/24/2008 2 DEC S&P 863.75
    11/24/2008 1 DEC S&P 864.5
    11/24/2008 1 DEC S&P 864.75
    11/24/2008 1 DEC S&P 810.25
    11/24/2008 1 DEC S&P 811.75
    11/24/2008 1 DEC S&P 814
    11/24/2008 1 DEC S&P 815.25
    11/24/2008 1 DEC S&P 827.75
    11/24/2008 2 DEC S&P 828
    11/24/2008 1 DEC S&P 828.5
    11/24/2008 1 DEC S&P 828.75
    11/24/2008 1 DEC S&P 829.5
    11/24/2008 1 DEC S&P 830
    11/24/2008 5 DEC S&P 830
    11/24/2008 1 DEC S&P 830.5
    11/24/2008 2 DEC S&P 830.5
    11/24/2008 1 DEC S&P 830.75
    11/24/2008 1 DEC S&P 831
    11/24/2008 1 DEC S&P 831
    11/24/2008 2 DEC S&P 831.25
    11/24/2008 1 DEC S&P 831.25
    11/24/2008 2 DEC S&P 831.5
    11/24/2008 1 DEC S&P 831.5
    11/24/2008 1 DEC S&P 831.75
    11/24/2008 2 DEC S&P 831.75
    11/24/2008 2 DEC S&P 832
    11/24/2008 2 DEC S&P 832
    11/24/2008 1 DEC S&P 832.25
    11/24/2008 1 DEC S&P 832.25
    11/24/2008 3 DEC S&P 832.5
    11/24/2008 2 DEC S&P 832.75
    11/24/2008 1 DEC S&P 832.75
    11/24/2008 2 DEC S&P 833
    11/24/2008 3 DEC S&P 833.5
    11/24/2008 1 DEC S&P 833.75
    11/24/2008 6 DEC S&P 834
    11/24/2008 1 DEC S&P 834
    11/24/2008 2 DEC S&P 834.25
    11/24/2008 1 DEC S&P 834.25
    11/24/2008 3 DEC S&P 834.75
    11/24/2008 2 DEC S&P 835
    11/24/2008 1 DEC S&P 835
    11/24/2008 2 DEC S&P 835.25
    11/24/2008 2 DEC S&P 835.5
    11/24/2008 3 DEC S&P 835.5
    11/24/2008 1 DEC S&P 836
    11/24/2008 5 DEC S&P 836
    11/24/2008 1 DEC S&P 836.25
    11/24/2008 2 DEC S&P 836.5
    11/24/2008 2 DEC S&P 836.5
    11/24/2008 1 DEC S&P 836.75
    11/24/2008 2 DEC S&P 837.25
    11/24/2008 3 DEC S&P 838
    11/24/2008 1 DEC S&P 838
    11/24/2008 1 DEC S&P 838.5
    11/24/2008 2 DEC S&P 838.75
    11/24/2008 2 DEC S&P 839
    11/24/2008 1 DEC S&P 839
    11/24/2008 2 DEC S&P 839.25
    11/24/2008 1 DEC S&P 839.25
    11/24/2008 2 DEC S&P 839.75
    11/24/2008 2 DEC S&P 840.25
    11/24/2008 1 DEC S&P 840.75
    11/24/2008 1 DEC S&P 841
    11/24/2008 1 DEC S&P 841.25
    11/24/2008 1 DEC S&P 847.5
    11/24/2008 1 DEC S&P 848.25
    11/24/2008 1 DEC S&P 849
    11/24/2008 6 DEC S&P 849
    11/24/2008 1 DEC S&P 849.5
    11/24/2008 1 DEC S&P 850
    11/24/2008 1 DEC S&P 850.25
    11/24/2008 2 DEC S&P 850.5
    11/24/2008 1 DEC S&P 854
    11/24/2008 1 DEC S&P 854
    11/24/2008 1 DEC S&P 854.25
    11/24/2008 1 DEC S&P 854.5
    11/24/2008 3 DEC S&P 855.75
    11/24/2008 1 DEC S&P 856
    11/24/2008 1 DEC S&P 856.5
    11/24/2008 1 DEC S&P 857.5
    11/24/2008 1 DEC S&P 858.25
    11/24/2008 1 DEC S&P 860
    11/24/2008 1 DEC S&P 860
    11/24/2008 1 DEC S&P 861.25
    11/24/2008 1 DEC S&P 861.5
    11/24/2008 1 DEC S&P 863.25
    11/24/2008 1 DEC S&P 863.5
    11/24/2008 1 DEC S&P 863.5
    11/24/2008 2 DEC S&P 863.75
    11/24/2008 1 DEC S&P 864.5
    11/24/2008 1 DEC S&P 864.75

    F1 71* 71* GROSS PROFIT OR LOSS US 412.50
    NET PROFIT/LOSS FROM TRADES 178.20
    ENDING BALANCE 11,261.50
     
  3. Day 2 Tue. 11/25/2008

    11/25/2008 1 DEC S&P 834.25
    11/25/2008 1 DEC S&P 837.25
    11/25/2008 3 DEC S&P 838
    11/25/2008 1 DEC S&P 839.5
    11/25/2008 1 DEC S&P 841
    11/25/2008 1 DEC S&P 841.25
    11/25/2008 1 DEC S&P 841.5
    11/25/2008 3 DEC S&P 841.5
    11/25/2008 1 DEC S&P 841.75
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    11/25/2008 1 DEC S&P 842.75
    11/25/2008 2 DEC S&P 843
    11/25/2008 2 DEC S&P 843.25
    11/25/2008 2 DEC S&P 843.75
    11/25/2008 1 DEC S&P 844.25
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    11/25/2008 1 DEC S&P 845
    11/25/2008 1 DEC S&P 846.75
    11/25/2008 1 DEC S&P 847.5
    11/25/2008 1 DEC S&P 848
    11/25/2008 2 DEC S&P 849
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    11/25/2008 5 DEC S&P 849.5
    11/25/2008 4 DEC S&P 849.5
    11/25/2008 1 DEC S&P 850.25
    11/25/2008 1 DEC S&P 851
    11/25/2008 1 DEC S&P 851.25
    11/25/2008 1 DEC S&P 851.75
    11/25/2008 1 DEC S&P 852
    11/25/2008 1 DEC S&P 852.5
    11/25/2008 1 DEC S&P 852.75
    11/25/2008 1 DEC S&P 852.75
    11/25/2008 1 DEC S&P 853
    11/25/2008 1 DEC S&P 853.25
    11/25/2008 4 DEC S&P 853.5
    11/25/2008 2 DEC S&P 854.25
    11/25/2008 1 DEC S&P 854.5
    11/25/2008 3 DEC S&P 854.5
    11/25/2008 1 DEC S&P 854.75
    11/25/2008 1 DEC S&P 854.75
    11/25/2008 1 DEC S&P 855.25
    11/25/2008 2 DEC S&P 855.5
    11/25/2008 1 DEC S&P 856.25
    11/25/2008 1 DEC S&P 856.5
    11/25/2008 2 DEC S&P 857.75
    11/25/2008 1 DEC S&P 859
    11/25/2008 1 DEC S&P 859.75
    11/25/2008 1 DEC S&P 860.5
    11/25/2008 1 DEC S&P 860.75
    11/25/2008 1 DEC S&P 860.75
    11/25/2008 1 DEC S&P 861.5
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    11/25/2008 1 DEC S&P 862.25
    11/25/2008 1 DEC S&P 862.5
    11/25/2008 1 DEC S&P 862.75
    11/25/2008 2 DEC S&P 863.25
    11/25/2008 1 DEC S&P 863.5
    11/25/2008 1 DEC S&P 863.75
    11/25/2008 1 DEC S&P 864
    11/25/2008 1 DEC S&P 864.25
    11/25/2008 1 DEC S&P 865
    11/25/2008 1 DEC S&P 865.5
    11/25/2008 2 DEC S&P 866.25
    11/25/2008 1 DEC S&P 868.5
    11/25/2008 2 DEC S&P 869.25
    11/25/2008 1 DEC S&P 872.75
    11/25/2008 1 DEC S&P 873
    11/25/2008 1 DEC S&P 834.25
    11/25/2008 1 DEC S&P 837.25
    11/25/2008 3 DEC S&P 838
    11/25/2008 1 DEC S&P 839.5
    11/25/2008 1 DEC S&P 841
    11/25/2008 1 DEC S&P 841.25
    11/25/2008 1 DEC S&P 841.5
    11/25/2008 3 DEC S&P 841.5
    11/25/2008 1 DEC S&P 841.75
    11/25/2008 1 DEC S&P 841.75
    11/25/2008 1 DEC S&P 842.75
    11/25/2008 1 DEC S&P 842.75
    11/25/2008 2 DEC S&P 843
    11/25/2008 2 DEC S&P 843.25
    11/25/2008 2 DEC S&P 843.75
    11/25/2008 1 DEC S&P 844.25
    11/25/2008 1 DEC S&P 844.75
    11/25/2008 1 DEC S&P 845
    11/25/2008 1 DEC S&P 846.75
    11/25/2008 1 DEC S&P 847.5
    11/25/2008 1 DEC S&P 848
    11/25/2008 2 DEC S&P 849
    11/25/2008 1 DEC S&P 849.25
    11/25/2008 5 DEC S&P 849.5
    11/25/2008 4 DEC S&P 849.5
    11/25/2008 1 DEC S&P 850.25
    11/25/2008 1 DEC S&P 851
    11/25/2008 1 DEC S&P 851.25
    11/25/2008 1 DEC S&P 851.75
    11/25/2008 1 DEC S&P 852
    11/25/2008 1 DEC S&P 852.5
    11/25/2008 1 DEC S&P 852.75
    11/25/2008 1 DEC S&P 852.75
    11/25/2008 1 DEC S&P 853
    11/25/2008 1 DEC S&P 853.25
    11/25/2008 4 DEC S&P 853.5
    11/25/2008 2 DEC S&P 854.25
    11/25/2008 1 DEC S&P 854.5
    11/25/2008 3 DEC S&P 854.5
    11/25/2008 1 DEC S&P 854.75
    11/25/2008 1 DEC S&P 854.75
    11/25/2008 1 DEC S&P 855.25
    11/25/2008 2 DEC S&P 855.5
    11/25/2008 1 DEC S&P 856.25
    11/25/2008 1 DEC S&P 856.5
    11/25/2008 2 DEC S&P 857.75
    11/25/2008 1 DEC S&P 859
    11/25/2008 1 DEC S&P 859.75
    11/25/2008 1 DEC S&P 860.5
    11/25/2008 1 DEC S&P 860.75
    11/25/2008 1 DEC S&P 860.75
    11/25/2008 1 DEC S&P 861.5
    11/25/2008 1 DEC S&P 861.75
    11/25/2008 1 DEC S&P 862.25
    11/25/2008 1 DEC S&P 862.5
    11/25/2008 1 DEC S&P 862.75
    11/25/2008 2 DEC S&P 863.25
    11/25/2008 1 DEC S&P 863.5
    11/25/2008 1 DEC S&P 863.75
    11/25/2008 1 DEC S&P 864
    11/25/2008 1 DEC S&P 864.25
    11/25/2008 1 DEC S&P 865
    11/25/2008 1 DEC S&P 865.5
    11/25/2008 2 DEC S&P 866.25
    11/25/2008 1 DEC S&P 868.5
    11/25/2008 2 DEC S&P 869.25
    11/25/2008 1 DEC S&P 872.75
    11/25/2008 1 DEC S&P 873

    F1 47* 47* GROSS PROFIT OR LOSS US 625.00
    BEGINNING BALANCE 11,261.50
    NET PROFIT/LOSS FROM TRADES 469.90
    ENDING BALANCE 11,731.40
     
  4. You are right, by the first glance over trading becomes very obvious but, It's what the code dictates and I'm not second guessing it at the moment and prefer to go along and leave the fine tuning to a later stage.
    It is very important for any system to produce favorable results in it's crude form first before trying to fine tune it.
    I do not believe in fine tuning losing systems to become winners.
     
  5. THE FOLLOWING TRADES HAVE BEEN MADE THIS DAY FOR YOUR ACCOUNT AND RISK.
    TRADE SETTL AT BUY SELL CONTRACT DESCRIPTION EX PRICE CC DEBIT/CREDIT
    ------- ------- -- -------------- -------------- ------------------------------ -- ----------- -- -------------------
    11/26/2008 1 S&P 500 839.5
    11/26/2008 1 S&P 500 839.75
    11/26/2008 1 S&P 500 847.75
    11/26/2008 1 S&P 500 848.75
    11/26/2008 1 S&P 500 849.5
    11/26/2008 1 S&P 500 849.75
    11/26/2008 1 S&P 500 850.25
    11/26/2008 1 S&P 500 850.25
    11/26/2008 1 S&P 500 850.5
    11/26/2008 1 S&P 500 851
    11/26/2008 1 S&P 500 851.25
    11/26/2008 1 S&P 500 852
    11/26/2008 2 S&P 500 852
    11/26/2008 1 S&P 500 852.25
    11/26/2008 2 S&P 500 853.25
    11/26/2008 1 S&P 500 853.75
    11/26/2008 1 S&P 500 854.5
    11/26/2008 2 S&P 500 854.75
    11/26/2008 1 S&P 500 857.75
    11/26/2008 2 S&P 500 859
    11/26/2008 1 S&P 500 861
    11/26/2008 1 S&P 500 861.25
    11/26/2008 2 S&P 500 861.75
    11/26/2008 1 S&P 500 862
    11/26/2008 1 S&P 500 862.25
    11/26/2008 1 S&P 500 862.25
    11/26/2008 1 S&P 500 862.5
    11/26/2008 1 S&P 500 862.75
    11/26/2008 1 S&P 500 863
    11/26/2008 1 S&P 500 863
    11/26/2008 1 S&P 500 863.25
    11/26/2008 2 S&P 500 863.25
    11/26/2008 1 S&P 500 863.5
    11/26/2008 2 S&P 500 864.25
    11/26/2008 1 S&P 500 864.5
    11/26/2008 1 S&P 500 864.75
    11/26/2008 1 S&P 500 864.75
    11/26/2008 1 S&P 500 865
    11/26/2008 2 S&P 500 865.5
    11/26/2008 1 S&P 500 866.25
    11/26/2008 1 S&P 500 868.25
    11/26/2008 1 S&P 500 868.25
    11/26/2008 1 S&P 500 868.5
    11/26/2008 1 S&P 500 868.75
    11/26/2008 1 S&P 500 869.25
    11/26/2008 1 S&P 500 869.25
    11/26/2008 1 S&P 500 869.75
    11/26/2008 1 S&P 500 869.75
    11/26/2008 1 S&P 500 870.25
    11/26/2008 1 S&P 500 871
    11/26/2008 1 S&P 500 871
    11/26/2008 1 S&P 500 871.25
    11/26/2008 2 S&P 500 872
    11/26/2008 1 S&P 500 876.75
    11/26/2008 1 S&P 500 877.25
    11/26/2008 2 S&P 500 877.5
    11/26/2008 1 S&P 500 877.75
    11/26/2008 1 S&P 500 878
    11/26/2008 2 S&P 500 878.5
    11/26/2008 1 S&P 500 878.75
    11/26/2008 1 S&P 500 879.25
    11/26/2008 1 S&P 500 879.75
    11/26/2008 1 S&P 500 880
    11/26/2008 1 S&P 500 880.5
    11/26/2008 1 S&P 500 881.25
    11/26/2008 2 S&P 500 882.75
    11/26/2008 1 S&P 500 883.25
    11/26/2008 1 S&P 500 883.5
    11/26/2008 1 S&P 500 883.5
    11/26/2008 1 S&P 500 884.25
    11/26/2008 1 S&P 500 885.25
    11/26/2008 1 S&P 500 885.75
    11/26/2008 1 S&P 500 885.75
    11/26/2008 1 S&P 500 886
    11/26/2008 1 S&P 500 839.5
    11/26/2008 1 S&P 500 839.75
    11/26/2008 1 S&P 500 847.75
    11/26/2008 1 S&P 500 848.75
    11/26/2008 1 S&P 500 849.5
    11/26/2008 1 S&P 500 849.75
    11/26/2008 1 S&P 500 850.25
    11/26/2008 1 S&P 500 850.25
    11/26/2008 1 S&P 500 850.5
    11/26/2008 1 S&P 500 851
    11/26/2008 1 S&P 500 851.25
    11/26/2008 1 S&P 500 852
    11/26/2008 2 S&P 500 852
    11/26/2008 1 S&P 500 852.25
    11/26/2008 2 S&P 500 853.25
    11/26/2008 1 S&P 500 853.75
    11/26/2008 1 S&P 500 854.5
    11/26/2008 2 S&P 500 854.75
    11/26/2008 1 S&P 500 857.75
    11/26/2008 2 S&P 500 859
    11/26/2008 1 S&P 500 861
    11/26/2008 1 S&P 500 861.25
    11/26/2008 2 S&P 500 861.75
    11/26/2008 1 S&P 500 862
    11/26/2008 1 S&P 500 862.25
    11/26/2008 1 S&P 500 862.25
    11/26/2008 1 S&P 500 862.5
    11/26/2008 1 S&P 500 862.75
    11/26/2008 1 S&P 500 863
    11/26/2008 1 S&P 500 863
    11/26/2008 1 S&P 500 863.25
    11/26/2008 2 S&P 500 863.25
    11/26/2008 1 S&P 500 863.5
    11/26/2008 2 S&P 500 864.25
    11/26/2008 1 S&P 500 864.5
    11/26/2008 1 S&P 500 864.75
    11/26/2008 1 S&P 500 864.75
    11/26/2008 1 S&P 500 865
    11/26/2008 2 S&P 500 865.5
    11/26/2008 1 S&P 500 866.25
    11/26/2008 1 S&P 500 868.25
    11/26/2008 1 S&P 500 868.25
    11/26/2008 1 S&P 500 868.5
    11/26/2008 1 S&P 500 868.75
    11/26/2008 1 S&P 500 869.25
    11/26/2008 1 S&P 500 869.25
    11/26/2008 1 S&P 500 869.75
    11/26/2008 1 S&P 500 869.75
    11/26/2008 1 S&P 500 870.25
    11/26/2008 1 S&P 500 871
    11/26/2008 1 S&P 500 871
    11/26/2008 1 S&P 500 871.25
    11/26/2008 2 S&P 500 872
    11/26/2008 1 S&P 500 876.75
    11/26/2008 1 S&P 500 877.25
    11/26/2008 2 S&P 500 877.5
    11/26/2008 1 S&P 500 877.75
    11/26/2008 1 S&P 500 878
    11/26/2008 2 S&P 500 878.5
    11/26/2008 1 S&P 500 878.75
    11/26/2008 1 S&P 500 879.25
    11/26/2008 1 S&P 500 879.75
    11/26/2008 1 S&P 500 880
    11/26/2008 1 S&P 500 880.5
    11/26/2008 1 S&P 500 881.25
    11/26/2008 2 S&P 500 882.75
    11/26/2008 1 S&P 500 883.25
    11/26/2008 1 S&P 500 883.5
    11/26/2008 1 S&P 500 883.5
    11/26/2008 1 S&P 500 884.25
    11/26/2008 1 S&P 500 885.25
    11/26/2008 1 S&P 500 885.75
    11/26/2008 1 S&P 500 885.75
    11/26/2008 1 S&P 500 886
    F1 43* 43* GROSS PROFIT OR LOSS US 687.50
    NET PROFIT/LOSS FROM TRADES 545.60
    ENDING BALANCE 12,277.00
     
  6. Fri. 11/28 a 1/2 day due TX GVN:

    * * * * * * * * * * C O N F I R M A T I O N * * * * * * * * * *
    THE FOLLOWING TRADES HAVE BEEN MADE THIS DAY FOR YOUR ACCOUNT AND RISK.
    TRADE SETTL AT BUY SELL CONTRACT DESCRIPTION EX PRICE CC DEBIT/CREDIT
    11/28/2008 1 DEC S&P 881
    11/28/2008 1 DEC S&P 881.25
    11/28/2008 1 DEC S&P 882.5
    11/28/2008 1 DEC S&P 882.75
    11/28/2008 1 DEC S&P 883
    11/28/2008 1 DEC S&P 883.5
    11/28/2008 2 DEC S&P 883.75
    11/28/2008 1 DEC S&P 884
    11/28/2008 1 DEC S&P 884.25
    11/28/2008 1 DEC S&P 888.25
    11/28/2008 1 DEC S&P 889.25
    11/28/2008 1 DEC S&P 881
    11/28/2008 1 DEC S&P 881.25
    11/28/2008 1 DEC S&P 882.5
    11/28/2008 1 DEC S&P 882.75
    11/28/2008 1 DEC S&P 883
    11/28/2008 1 DEC S&P 883.5
    11/28/2008 2 DEC S&P 883.75
    11/28/2008 1 DEC S&P 884
    11/28/2008 1 DEC S&P 884.25
    11/28/2008 1 DEC S&P 888.25
    11/28/2008 1 DEC S&P 889.25

    F1 6* 6* GROSS PROFIT OR LOSS US 262.50
    F1 NET AMOUNT US 262.50
    ENDING BALANCE 12,519.70
     
  7. The first week had 3.5 trading days for a total of $1,436 in gains = 13% = Average 3.7% per day.
    Looking forward to next week.
     
  8. calirip

    calirip

    ML,

    Was following you over on your es 242 thread. This place is the worst all too frequently. Looking forward to following your calls here. Keep up the good work.
     
  9. Oh, you mean the thread where ML_QUANT calls for ES 242 based on ... trading algorithm designed to trade 1 Lots?

    The one where he was abusing traders for not following calls that he can't scale-up on himself?

    That thread?

    Is that what you're talking about?

    Yea, thought so. I agree with you, this place is the worst! :eek: :p
     
  10. Mandle eat you heart out....heheheh

    here moron from the past 24 hours:
     
    #10     Dec 3, 2008