Universal Trend Trading

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

  1. Actually this one is sim for the purpose of this journal, but I have almost the same real where I trade futures and options for Polish stock index as well.
     
    #271     Jun 18, 2012
  2. ronblack

    ronblack

    So are you proud of yourself with such a large drawdown? Maybe you should find something else to do with your spare time instead of burning your money (I hope it's not client money because you are in trouble)
     
    #272     Jun 20, 2012
  3. Not clients' money. Why would I be proud? In the mean time:

    Closed short FTSE100 with loss -2500

    Account Value 226k
     
    #273     Jun 20, 2012
  4. Closed short GbpJpy with loss -3280

    Account Value 246k
     
    #274     Jun 21, 2012
  5. Closed short Gold with profit +4140
    Closed short Oil with profit +2366

    Account Value 242k
     
    #275     Jun 22, 2012
  6. Recent opening and closing positions in the same markets come from my tests of walk forward optimization. I used to trade with parameters giving average results, now I do WFO tests to decide best WFO method, then I find best system's parameters. Last 10 years my WFO method gave results about 10x better than average of all parameters, last 36 years results are 200x better. Funnily, in any given year there is only 53% chance that WFO will give better parameters than random choice.
     
    #276     Jun 22, 2012
  7. Closed short AudUsd with profit about 1k

    Account Value 250k
     
    #277     Jun 26, 2012
  8. Opened short GbpJpy @ 124.03

    Account Value 251k
     
    #278     Jul 6, 2012
  9. Closed short GbpJpy with profit +828

    Account Value 271k
     
    #279     Jul 12, 2012
  10. Opened short GbpJpy @ 123.40
    Will close short Gold as soon as market opens. Probable loss -678.

    Account Value 263k
     
    #280     Jul 15, 2012