Universal Trend Trading

Discussion in 'Journals' started by luckyputanski, Aug 4, 2011.

  1. Sigh...
    http://www.investorwords.com/3454/open_trade_equity.html

    Just this once, opened trades:
    Short eurusd
    Short eurgbp
    Long Nasdaq
    Short silver
    Long 10 year treasury note
    Long gbpchf
    Short audusd
    Short eurjpy
    Long usdchf
    Short ftse100
    Short copper
    Long usdcad
    Short gbpusd
    Short gbpjpy
     
    #261     May 31, 2012
  2. No need to "sigh", I understand all about open equity. Do you know the maintenance margin requirement of all those trades, your overall leverage and the VaR for your closed equity, which is obviously much less than $270K?

    Do you know you have redundant positions in forex? For example:

    Long GBPCHF
    Short GBPUSD
    Long USDCHF

    are three of your open positions. All you need is a double position long USDCHF.
     
    #262     Jun 1, 2012
  3. At the moment required margin is 44k. Leverage 9.94. I don't use VaR to measure risk. As for redundant positions I'm aware of this, but I want to keep everything as in the backtest.
     
    #263     Jun 1, 2012
  4. Closed Nasdaq @ 2475.4 with profit +4k

    Account Value 264k
     
    #264     Jun 1, 2012
  5. Bought NASDAQ @ 2472.85

    Account Value 254k
     
    #265     Jun 4, 2012
  6. A few changes to the system that resulted in closing some positions and reducing others (current leverage is about 7).

    Closed short GbpJpy with profit +3.3k
    Closed long UsdChf with profit +13k
    Closed long GbpChf with profit +4k
    Closed long UsdCad with profit +3.7k
    Closed long Tnote10 with profit +6k

    Opened long GbpChf @ 1.4820
    Opened long UsdChf @ 0.96628
    Opened long UsdCad @ 1.04073
    Opened long Tnote10 @ 134.22


    Account Value 259k
     
    #266     Jun 5, 2012
  7. Opened long SP500 @ 1316.10

    Account Value 238k
     
    #267     Jun 6, 2012
  8. Opened long DJIA @ 12405
    Opened long UsdJpy @ 79.66

    Account Value 238k
     
    #268     Jun 7, 2012
  9. A few more changes to the system that I will explain later.
    Closed long UsdJpy with loss -2300
    Closed long sp500 with profit 2300
    Closed long NASDAQ with profit 4700
    Closed long DJIA 3700

    Opened short GbpJpy @ 123.94
    Opened short Oil @ 85.37
    Opened short Gold 1630.2

    Account Value 230k
     
    #269     Jun 17, 2012
  10. plyka

    plyka

    I have to give it to this guy at least he is posting an honest journal. My doubt though is if its real money or a Sim account? Its got to be impossible to sit through that type of drawdown.
     
    #270     Jun 18, 2012