ES Mechanical Madness

Discussion in 'Journals' started by msprofitable, Feb 5, 2004.

  1. msprofitable

    msprofitable Guest

    Swing - Buy limit order placed at 1139.50.
     
    #111     Mar 9, 2004
  2. msprofitable

    msprofitable Guest

    Swing - short exited at 1139.50
     
    #112     Mar 9, 2004
  3. msprofitable

    msprofitable Guest

    Looks like no chance for additional trades for today, so here's the updated summary.

    Summary

    Points of profit before today +101.50

    Closed trades today.

    Breakout - no trade
    Reverse - no trade
    Swing +10.50*7 = +73.50

    Points of profit of closed trades after today +175.00

    No open trades
     
    #113     Mar 9, 2004
  4. msprofitable

    msprofitable Guest

    Breakout - short from 1139.25
     
    #114     Mar 10, 2004
  5. msprofitable

    msprofitable Guest

    Breakout - stopped out at 1140.25
     
    #115     Mar 10, 2004
  6. msprofitable

    msprofitable Guest

    I must be about the only trader that lost money trading to the downside today.

    Summary

    Points of profit before today +175.00

    Closed trades today.

    Breakout -1.00*7 = -7.00
    Reverse - no trade
    Swing - no trade

    Points of profit of closed trades after today +168.00

    No open trades
     
    #116     Mar 10, 2004
  7. bulat

    bulat

    With so few trades per day, why dont you trade your other five systems as well? Something like a volatility breakout system would do quite well in this environment.

    bulat
     
    #117     Mar 10, 2004
  8. msprofitable

    msprofitable Guest

    I wish it was easy to add another system to the mix. These 3 systems are not part of the 8. These were chosen because they each make about the same amount of money each year. They also are negatively correllated so that when one is doing well, another may be in a drawdown. Overall, they give me a very smooth equity curve. To add another system would be a big project. I'd have to figure out if it was correllated with one of the systems and then change the number of contracts on the ones that were correllated to make sure it doesn't have a deep drawdown. For now, I'm happy with the way everything is working. One thing I'd add if I knew how to do it would be money management. I think I could make 100% or more per-year if I rebalanced after every trade. Someday my husband will hopefully show me how it's done.
     
    #118     Mar 11, 2004
  9. msprofitable

    msprofitable Guest

    Doesn't look like there's going to be any trades today.

    Breakout - no trade
    Reversal - no trade
    Swing - ES would have to go up more than 10 points before it would even consider a trade.
     
    #119     Mar 11, 2004
  10. msprofitable

    msprofitable Guest

    Breakout - Long from 1111.75.
    Initital stop at 1107.75
     
    #120     Mar 12, 2004