Intraday Dow, Sp500, Nasdaq and Nasdaq100

Discussion in 'Journals' started by dan05, Jun 5, 2006.

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  1. dan05

    dan05

    Hi,

    These are the trades the system identified for today.

    Yesterday it made a killing, and generally good days are clustered, so I expect good results for today too.

    First trade is SHORT at 10:20 the NQ
    Then LONG at 11:05
    NQ and YM


    DATE TYPE TARGET ENTRY EXIT
    YM 6/28/2006 Long 37.44 11:05 11:55
    YM 6/28/2006 Short 32 13:25 14:40
    NQ 6/28/2006 Short 5.38 10:20 11:05
    NQ 6/28/2006 Long 9.89 11:05 13:40
    NQ 6/28/2006 Short 6 13:40 14:40
    NQ100 6/28/2006 Long 8.9 10:35 13:55
    NQ100 6/28/2006 Short 6.88 13:55 14:50
    NQ100 6/28/2006 Long 7.12 14:50 16:00
    ES 6/28/2006 Long 3.96 10:50 12:10
     
    #51     Jun 28, 2006
  2. dan05

    dan05

    System entered SHORT at 2104.50
     
    #52     Jun 28, 2006
  3. dan05

    dan05

    I would take the position right away but will respect the systems timing.
     
    #53     Jun 28, 2006
  4. dan05

    dan05

    Out the NQ at 2096 P/L 8.37

    Now the system is LONG the DJIA at 10923.86 till 11:55
    Target gain 37 pts.

    LONG NQ @ 2096 till 13:40 Target 9.89 pts.

    LONG NQ100 @ 1528 till 13:55 Target 8.9 pts

    LONG ES @ 1240.18 till 12:10 Target 3.9 pts

    I do not trust much these LONGs, but rules are rules.
     
    #54     Jun 28, 2006
  5. dan05

    dan05

    Hi,

    These where the results from yesterday.

    -221 per contract. System is give back some of the accumulated profit. So far, within the statistical performance I was expecting.

    I'll post the trades for today in 5'
     
    #55     Jun 29, 2006
  6. dan05

    dan05

    Hi,

    These are the trades proposed by the system for today.

    I do not expect much, of a system on a FONC Meeting announcement. I would stay flat during the afternoon.
    You can make a killing, or be killed during the announcement.

    I've seen some charts from previous announcement days, that clearly displays how the market is afected by the news, and how the the prediction was right from the begining, but the the market is moved away from the path. Interesting. !

    I'll post more about this in a new thread.
     
    #56     Jun 29, 2006
  7. dan05

    dan05

    HI. Results for the day where good.

    Total P/L $546.15 per contract


    I know that the market did better, but consistency is all, and the system is beating the market by far.




     
    #57     Jun 29, 2006
  8. hey dan, i am enjoying your journal. keep it up!

    surf:)
     
    #58     Jul 4, 2006
  9. dan05

    dan05

    Hi Surf Hi Traders.

    Happy Jul 04th to everyone.

    Thank you for following my small Journal.

    The system track record is going unnormally well.

    These are the results for Jun30, Jul03 and Jul05.

    Jun 30 / $385.95 per contract
    Jul 03 / $388.05 per contract
    Jul 05 / $375.65 per contract


    Not bad for these 3 days. In my next post I'll post the trades for today, and results so far.

    Regards and have a nice trading day.
     
    #59     Jul 6, 2006
  10. dan05

    dan05

    Attached you'll find the trades for today.

    System is currently with open positions LONG in YM, NQ, NQ100 and SP500.

    It Entered LONG AT 10:15 and all exits are planed for 12:40.

    After the LONG we have a planned SHORT from 12:40 till 13:25 aprox in all indexes, and a last LONG from 14:40 aprox, till the close of the day.

    In the Excel, there is a detail description of the trades and expected gain per trade.
     
    #60     Jul 6, 2006
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