Search results

  1. R

    Rol's Trading Journal

    Hi short&naked, I just checked out some of the Topaz NQ100 trades. My system did take a few of the same trades listed. However, I looked at the biggest drawdown, and had to question the exit criteria. My system attempts to avoid being too greedy. The next day gap downs will often be the...
  2. R

    Rol's Trading Journal

    Not much work with trend following. All I know about trend following is to buy high and sell higher. Probably works well in up markets, but to me so would buy and hold. Do you have any stats for various periods that include comm. and slippage? Decade long curves can be misleading, I...
  3. R

    Rol's Trading Journal

    Tradestation time based chart for the week. :confused:
  4. R

    Rol's Trading Journal

    Total Net Profit $1,708.03 (Per Share) $0.28 Gross Profit $2,484.85 Gross Loss ($776.82) Profit Factor 3.2 Total Number of Trades 51 Percent Profitable 70.59% Winning Trades 36 Losing Trades 15 Avg. Trade Net Profit $33.49 Avg. Winning Trade $69.02 Avg. Losing Trade ($51.79)...
  5. R

    Rol's Trading Journal

    Thanks short&naked, I'll take another look at Multicharts over the weekend. I examined it a while back, and thought it was a basic EL interpreter Multicharts had for strats applied to a single chart. I would need real time position info retrieved from within the strat for all stocks being...
  6. R

    Rol's Trading Journal

    Stopped out
  7. R

    Rol's Trading Journal

    Holding Yahoo! long here. The selling seemed overdone. Volume spiking now…
  8. R

    Rol's Trading Journal

    Continuing to buy dips in precious metals and oil related stocks. At this point, four positions are scheduled to exit at the close.
  9. R

    Rol's Trading Journal

    The market stopped me out of my Spain index ETF EWP today. I decided at the open I would place my stop to give up half my gains, in order to try and let it run, and then walked away from the computer. While the setup was typical for my auto strategy, the size was not. I am relieved to be back...
  10. R

    Rol's Trading Journal

    I had been spending too much time reading other journals here on ET :D . I need to keep this an auto trading journal, though, as this is a basic thesis of this journal that a 100% auto system can be work. Even when I have attempt to load up on a stock, I can usually look back and say my system...
  11. R

    Rol's Trading Journal

    I don’t apply it as a stop loss amount. If you are referring to risking 2% of capital per trade, that also would not be worthwhile at my current equity level. At an average max dollar cost of $9,000 per position for my current parameters, 2% DD would only be $180. As you can see from my...
  12. R

    Rol's Trading Journal

    EWP showing great promise. I will allow the strat to exit the position when the exit signal is given.
  13. R

    Rol's Trading Journal

    Yes I know asiaprop, it is a risky venture. I need to get away from trying to out do my system. I was having a hunch that this country ETF was a sure thing. But even if it turns out a winner, it is a practice I must avoid.
  14. R

    Rol's Trading Journal

    Long 900 shares
  15. R

    Rol's Trading Journal

    Taking a diversion from my strat. Currently long 800 shares EWP iShares MSCI Spain Index Fd Average price 42.46.
  16. R

    Rol's Trading Journal

    You got the numbers good regarding average stock price and max number of positions; however, 30k was my starting balance 8 months ago. It is currently 60k after paying Uncle Sam. All your points have been discussed previously in this journal so you will just have to read from start to finish if...
  17. R

    Rol's Trading Journal

    They do except that those are hypothetical since they do not include commission or slippage.
  18. R

    Rol's Trading Journal

    I struggled with AB code too. I had to look at a lot of example code I could find and cobble together something that resembled what I was trying to achieve. I have read that it is somewhat crude for sending live orders, especially on the scale that I do. I use Tradestation for data and...
  19. R

    Rol's Trading Journal

    Total Net Profit $4,229.55 (Per Share) $0.59 Gross Profit $5,219.73 Gross Loss ($990.19) Profit Factor 5.27 Total Number of Trades 48 Percent Profitable 45.83% Winning Trades 22 Losing Trades 26 Avg. Trade Net Profit $88.12 Avg. Winning Trade $237.26 Avg. Losing Trade ($38.08)...
  20. R

    Rol's Trading Journal

    Here are the stocks I will be watching Monday. Being 100% in cash, I have set my strategy to take potentially 100 share positions in all of them. For this exercise, I will post the opening trades that occurred as well as the exits when they occur for all of the stocks in this watch list. I...
Back
Top