Strictly Systematic S&P Diary

Discussion in 'Journals' started by DT-waw, Nov 10, 2008.

  1. DT-waw

    DT-waw

    Market: E-mini S&P futures
    System type: swing, trend-following
    Software: CQG

    Attached TS report of the system
    and the screenshot with recent trades.

    Current trade
    SHORT from 934.50
     
  2. DT-waw

    DT-waw

    TS report
     
    • es1.zip
      File size:
      601.2 KB
      Views:
      140
  3. DT-waw

    DT-waw

    recent trades
     
  4. DT-waw

    DT-waw

    SHORT closed at 898.25

    month-to-date result: +114.75 points per contract
     
  5. DT-waw

    DT-waw

    On Nov 11th the system took a long at 912.25 exit at 897.25 for a 15 pt loss.

    no trades since then.

    MTD result: +99.75 pts.
     
  6. DT-waw

    DT-waw

    great day, the system entered long at 973.00
    not the best entry obviously. but hey, at least i'm not trading against this awesome rally 15 times in a row
    :D
     
  7. DT-waw

    DT-waw

    long closed on profit target at 913.25 , two ticks below session's high :) for a profit of 40.25 points.

    MTD result: +140.00 pts
    Note: i consider +20 points a month to be excellent.

    Thank you people on the other side of my trades!