Ice

Discussion in 'Journals' started by opal, Feb 8, 2009.

  1. opal

    opal

    Hello,

    I'm Opal, creator of Gemstone Systems, a fledgling entity that develops institutional grade trading systems. Gemstone currently has 3 trading systems, Ice, Saphire, and Jade.

    In this journal, I will post our daily trades for Ice, a system that trades the Globex S&P e-mini market. At the end of each week, a P&L will be posted based on opening account equity of $25,000US.

    Ice rarely holds positions longer than 24 hours.

    Ice is restricted to a maximum stop loss of 10 points ($500) per contract.

    Definitions:

    BTO: Buy to Open
    BTC: Buy to Close
    STO: Sell to Open
    STC: Sell to Close
     
  2. opal

    opal

    BTO 1 @ 867.50
     
  3. opal

    opal

    STC 1@ 1 @ 869.25
     
  4. opal

    opal

    STO 1 @ 869.50
     
  5. opal

    opal

    BTC 1 @ 867.25
     
  6. opal

    opal

    BTO 1 @ 866.75
     
  7. opal

    opal

    STC 1 @ 866.25
     
  8. opal

    opal

    STO 1@ 866.25
     
  9. opal

    opal

    BTC 1@ 866.75
     
  10. opal

    opal

    BTO 1@ 866.50
     
    #10     Feb 9, 2009