Long/Short Stock Swing Trading Journal

Discussion in 'Journals' started by mc107, Jan 10, 2006.

  1. fader

    fader

    hi - great journal;i am not seeing this in CELL - did you mean a short here, doesn't seem to fit with your theme, this one is making multi-year highs.. - also, is 11 days (or 8-11) a some sort of an optimized parameter, i.e. how did you come up with this number... - thx and all the best.
     
    #21     Jan 12, 2006
  2. mc107

    mc107

    Yes, CELL does not fit into the category of “nobody wants to buy long. It is still picked up by the system as a long entry based on probability. However, many stocks will be picked up due to their oversold situations as you will see down the road.

    The number of 11 days was optimized based on average annual return, sharp ratio and capital capacity. You can select shorter period if you are an active trader. However, my tests indicate that too short holding period does not give you any benefits because of the slippage/commission cost incurred in the trading. On the other hand, too long holding period will make your capital less efficient. The ~11 days is kind of between.
     
    #22     Jan 12, 2006
  3. mc107

    mc107

    We enter three long positions tomorrow, 1/13/2006
    ONXX,AMR,ELOS
     
    #23     Jan 12, 2006
  4. fader

    fader

    thanks for the comments, good luck with the journal.
     
    #24     Jan 13, 2006
  5. mc107

    mc107

    The entry prices of thse positions are:

    Symbol Share Price
    ONXX 400 27.19
    AMR 500 20.25
    ELOS 400 27.15
     
    #25     Jan 13, 2006
  6. mc107

    mc107

    Longs for 1/16/2006

    AAI ARNA DCEL DRYS LEA NVTL OSTK PETC PIR SIRF
     
    #26     Jan 16, 2006
  7. mc107

    mc107

    Today's long entry positions

    AAI 800 13.79
    ARNA 700 16.26
    DCEL 1800 6.33
    DRYS 1000 11.93
    LEA 500 23.55
    NVTL 900 12.15
    OSTK 400 26.05
    PETC 500 20.53
    PIR 1200 9.37
    SIRF 300 30.74


    We have the following long entries on 1/17/2006,
    SIFY LCC CAL DCEL FRNT AAI AMR XJT QDEL OSTK
     
    #27     Jan 18, 2006
  8. mc107

    mc107

    The long position we entered today:

    Symbol Share Price
    SIFY 1300 9.07
    LCC 300 31
    CAL 600 18.28
    DCEL 1800 6.64
    FRNT 1600 7.45
    AAI 800 14.22
    AMR 500 20.39
    XJT 1500 7.78
    QDEL 1200 9.59
    OSTK 400 25.91

    I will put a monthly P/L report every month to summarize the results.
     
    #28     Jan 18, 2006
  9. mc107

    mc107

    Enter long positions on 1/19/2006

    NLS
    AUY
    SIFY
    PLCE
    NTMD
    SNDA
    BIDU
    DTAS
    GGR
    WDC
     
    #29     Jan 19, 2006
  10. mc107

    mc107

    The long positions we entered today:

    Symbol Long/Short* Share entryPrice
    NLS 1 800 14.35
    AUY 1 1700 7.03
    SIFY 1 1200 9.52
    PLCE 1 200 43.12
    NTMD 1 900 12.02
    SNDA 1 700 16.32
    BIDU 1 100 62.3
    DTAS 1 900 13.33
    GGR 1 1300 9.15
    WDC 1 500 21.7

    *Long=1, Short=-1
     
    #30     Jan 19, 2006