Snuskpelle's (kind of) Intraday Adventures 2019

Discussion in 'Journals' started by Snuskpelle, Jan 5, 2019.

  1. Snuskpelle

    Snuskpelle

    Started algo long for DE30EUR on pullback due to tariff news.
     
    #431     May 15, 2019
  2. Snuskpelle

    Snuskpelle

    Closed at +80, DE30 not behaving in a way that I designed algo for (looks a lot like wedge in terms of classic chart pattern) so not going to take my chances.

    Of course, the whole point of this algo is to eventually have a large >+500 win to offset all the small losses so today's result is fine, but I probably need to fix a couple of things first as noted previously. Currently I'm too tempted with interfering due to insufficient risk management and technical instability.
     
    #432     May 15, 2019
  3. Snuskpelle

    Snuskpelle

    Minor tweaks to algo to lock in profit according to my own preference (just to have a better psychological time seeing it run) and fixed an error in stop size calculation leading to occasionally wider than reasonable stops. Extended backtest to some random trend entries to confirm it it's at least as good as random after transaction costs.

    Started short on NQ, might see some backlash during night to latch on to. If algo crashes I got to bed.
     
    #433     May 15, 2019
  4. Snuskpelle

    Snuskpelle

    Closed NQ short algo for +200 (lost 20 EUR due to two superfluous roundtrips due to new bugs at first). NAV 19957

    Edit: Not the kind of big win I am looking for but we may be in a new uptrend now so I can't be short for long.
     
    Last edited: May 15, 2019
    #434     May 15, 2019
  5. Snuskpelle

    Snuskpelle

    Long trend HK33
     
    #435     May 15, 2019
  6. Snuskpelle

    Snuskpelle

    Screw this, exited for -25, "trend" terminated abruptly on entry.
     
    #436     May 15, 2019
  7. Snuskpelle

    Snuskpelle

    Algo long NQ. Waiting for an excuse to go higher.
     
    #437     May 16, 2019
  8. Snuskpelle

    Snuskpelle

    Initial trade stopped for -30, shutting down algo and will retry after open instead. Seems too indecisive right now.
     
    #438     May 16, 2019
  9. Snuskpelle

    Snuskpelle

    Trying long NQ again. Missed spike when restarting algo...
     
    #439     May 16, 2019
  10. Snuskpelle

    Snuskpelle

    Restarted algo at +680 to scale down its risk size, not sure how long this rally will be sustained.
     
    #440     May 16, 2019