Journal of index futures trading [Part 2]

Discussion in 'Journals' started by masterm1ne, Aug 11, 2011.

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  1. Strategy with one input. Yes, this will illicit negative comments as the sample size is small, but I know the method has withstood the test of time (centuries). Time to forward test.
     
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    #31     Oct 8, 2011
  2. The trades from the strategy above.
     
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    #32     Oct 8, 2011
  3. Closed out long on Friday for +400 (I averaged in and then got stopped out of 1 contract so I closed them both)....

    -900 today doing day trades.

    @ 19.7k

    No more day-trades for me... too stressful, time consuming, random and difficult.

    1 contract trend following (with fixed risk, 1 contract per 10k equity) ONLY from now on!

    :eek:
     
    #33     Oct 10, 2011
  4. -1009 trying to call a top. I had a trendline break, but I should have waited for more evidence the trend had changed. Short term Averages still up. I should have bought the pullback into a short term MA.

    Oh well, there's always next time :cool:

    @ 18.7k
     
    #34     Oct 12, 2011
  5. -700 last Friday

    Sitting at 17.9k right now

    Not breaking rules, set ups just not working out.

    I've been working on some indicators to help me enter higher probability setups, looking at price, momentum and trade size.
     
    #35     Oct 16, 2011
  6. Can't make a winning trade to save my life... sheesh.. and I'm following all my rules. Draw-downs will occur if market doesn't trend. Key is survivability! :/

    @ 15.7k
     
    #36     Oct 17, 2011
  7. @ 14.7k
     
    #37     Oct 18, 2011
  8. 9 straight days of losing... I hope this keeps up.
     
    #38     Oct 19, 2011
  9. @ 14.1k
     
    #39     Oct 20, 2011
  10. jinxu

    jinxu

    That's the problem with a trending system. Markets only trend 10% of the time.
     
    #40     Oct 20, 2011
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