Frosty's Autotrading Equities Journal

Discussion in 'Journals' started by frostengine, May 15, 2009.

  1. Not rounding your orders to the nearest 100 seems like a bad idea. Might be part of the reason why you are seeing such high slippage.
     
    #51     Jul 6, 2009
  2. Are you still working with automated trading/ I have built a system over the last 3 years to trade mainly the ES_F or emini , it works with any futures as well as stocks/ would like to see how far you have come with your system and discuss this further
     
    #52     Mar 22, 2010
  3. Just my ES_F trades today, trading 10 cars at a time
    Ticker Trade Date Price Ex. date Ex. Price % chg Profit
    ESM0-GLOBEX-FUT Short (trail) 4/30/2010 5:32 1205 4/30/2010 6:42 1204.25 -0.06% $370.20
    ESM0-GLOBEX-FUT Short (trail) 4/30/2010 6:50 1203.5 4/30/2010 7:11 1197.5 -0.50% $2,995.20
    ESM0-GLOBEX-FUT Short (trail) 4/30/2010 7:15 1195.25 4/30/2010 7:23 1196.5 0.10% $(629.80)
    ESM0-GLOBEX-FUT Short (trail) 4/30/2010 7:51 1201 4/30/2010 8:03 1200.5 -0.04% $245.20
    ESM0-GLOBEX-FUT Short (trail) 4/30/2010 8:54 1199.5 4/30/2010 9:31 1193.5 -0.50% $2,995.20
    ESM0-GLOBEX-FUT Short (trail) 4/30/2010 9:37 1192.25 4/30/2010 10:15 1190.25 -0.17% $995.20
    ESM0-GLOBEX-FUT Short (trail) 4/30/2010 10:33 1191.25 4/30/2010 10:39 1191.5 0.02% $(129.80)
    ESM0-GLOBEX-FUT Short (trail) 4/30/2010 11:29 1192.25 4/30/2010 12:10 1187 -0.44% $2,620.20
    ESM0-GLOBEX-FUT Short (trail) 4/30/2010 12:20 1188.5 4/30/2010 12:53 1184.25 -0.36% $2,120.20
    ESM0-GLOBEX-FUT Short (trail) 4/30/2010 12:58 1185.5 4/30/2010 13:01 1183.5 0.13% $995.20
    $12,577.00
     
    #53     Apr 30, 2010