A Mechanical Swing Trading System

tradermaji · Sep 16, 2009

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 9/16/2009 %H&L-Aggressive Buy 200 Limit 162.62 Limit Entry
ALTR 9/16/2009 %H&L-Aggressive Buy 1700 Limit 17.91 Limit Entry
AMAT 9/16/2009 %H&L-Aggressive Buy 2400 Limit 12.65 Limit Entry
ATVI 9/16/2009 %H&L-Aggressive Buy 2600 Limit 11.33 Limit Entry
BRCM 9/16/2009 %H&L-Aggressive Buy 1100 Limit 27.13 Limit Entry
CA 9/16/2009 %H&L-Aggressive Buy 1500 Limit 19.82 Limit Entry
CMCSA 9/16/2009 %H&L-Aggressive Buy 2000 Limit 14.84 Limit Entry
CSCO 9/16/2009 %H&L-Aggressive Buy 1400 Limit 20.88 Limit Entry
DELL 9/16/2009 %H&L-Aggressive Buy 2000 Limit 14.98 Limit Entry
DISH 9/16/2009 %H&L-Aggressive Buy 1900 Limit 15.45 Limit Entry
EBAY 9/16/2009 %H&L-Aggressive Buy 1400 Limit 20.89 Limit Entry
FLEX 9/16/2009 %H&L-Aggressive Buy 5600 Limit 5.40 Limit Entry
INTC 9/16/2009 %H&L-Aggressive Buy 1600 Limit 19.16 Limit Entry
MRVL 9/16/2009 %H&L-Aggressive Buy 2000 Limit 14.68 Limit Entry
MSFT 9/16/2009 %H&L-Aggressive Buy 1300 Limit 23.63 Limit Entry
NTAP 9/16/2009 %H&L-Aggressive Buy 1400 Limit 21.77 Limit Entry
NVDA 9/16/2009 %H&L-Aggressive Buy 2200 Limit 13.76 Limit Entry
NWSA 9/16/2009 %H&L-Aggressive Buy 3000 Limit 10.07 Limit Entry
ORCL 9/16/2009 %H&L-Aggressive Buy 1400 Limit 21.08 Limit Entry
QCOM 9/16/2009 %H&L-Aggressive Buy 700 Limit 43.92 Limit Entry
RIMM 9/16/2009 %H&L-Aggressive Buy 400 Limit 72.54 Limit Entry
SBUX 9/16/2009 %H&L-Aggressive Buy 1700 Limit 18.05 Limit Entry
SPLS 9/16/2009 %H&L-Aggressive Buy 1400 Limit 20.85 Limit Entry
STLD 9/16/2009 %H&L-Aggressive Buy 1900 Limit 15.51 Limit Entry
SYMC 9/16/2009 %H&L-Aggressive Buy 2000 Limit 14.71 Limit Entry
XLNX 9/16/2009 %H&L-Aggressive Buy 1500 Limit 20.58 Limit Entry
YHOO 9/16/2009 %H&L-Aggressive Buy 2200 Limit 13.72 Limit Entry

tradermaji · Sep 17, 2009

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 9/17/2009 %H&L-Aggressive Buy 200 Limit 163.26 Limit Entry
ALTR 9/17/2009 %H&L-Aggressive Buy 1700 Limit 17.91 Limit Entry
AMAT 9/17/2009 %H&L-Aggressive Buy 2300 Limit 12.81 Limit Entry
ATVI 9/17/2009 %H&L-Aggressive Buy 2600 Limit 11.33 Limit Entry
BRCM 9/17/2009 %H&L-Aggressive Buy 1100 Limit 27.13 Limit Entry
CA 9/17/2009 %H&L-Aggressive Buy 1500 Limit 19.91 Limit Entry
CMCSA 9/17/2009 %H&L-Aggressive Buy 2000 Limit 15.11 Limit Entry
CSCO 9/17/2009 %H&L-Aggressive Buy 1400 Limit 21.17 Limit Entry
DELL 9/17/2009 %H&L-Aggressive Buy 2000 Limit 15.00 Limit Entry
DISH 9/17/2009 %H&L-Aggressive Buy 1900 Limit 15.43 Limit Entry
EBAY 9/17/2009 %H&L-Aggressive Buy 1400 Limit 20.88 Limit Entry
FLEX 9/17/2009 %H&L-Aggressive Buy 5500 Limit 5.46 Limit Entry
INTC 9/17/2009 %H&L-Aggressive Buy 1600 Limit 19.15 Limit Entry
MRVL 9/17/2009 %H&L-Aggressive Buy 2000 Limit 14.74 Limit Entry
MSFT 9/17/2009 %H&L-Aggressive Buy 1300 Limit 23.63 Limit Entry
NTAP 9/17/2009 %H&L-Aggressive Buy 1400 Limit 21.90 Limit Entry
NVDA 9/17/2009 %H&L-Aggressive Buy 2100 Limit 14.00 Limit Entry
NWSA 9/17/2009 %H&L-Aggressive Buy 2900 Limit 10.23 Limit Entry
ORCL 9/17/2009 %H&L-Aggressive Buy 1400 Limit 21.08 Limit Entry
QCOM 9/17/2009 %H&L-Aggressive Buy 700 Limit 43.92 Limit Entry
RIMM 9/17/2009 %H&L-Aggressive Buy 400 Limit 73.04 Limit Entry
SBUX 9/17/2009 %H&L-Aggressive Buy 1700 Limit 18.03 Limit Entry
SPLS 9/17/2009 %H&L-Aggressive Buy 1400 Limit 20.85 Limit Entry
STLD 9/17/2009 %H&L-Aggressive Buy 1900 Limit 15.61 Limit Entry
SYMC 9/17/2009 %H&L-Aggressive Buy 2000 Limit 14.80 Limit Entry
XLNX 9/17/2009 %H&L-Aggressive Buy 1500 Limit 20.58 Limit Entry
YHOO 9/17/2009 %H&L-Aggressive Buy 2200 Limit 13.87 Limit Entry

tradermaji · Sep 19, 2009

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 9/18/2009 %H&L-Aggressive Buy 200 Limit 165.51 Limit Entry
ALTR 9/18/2009 %H&L-Aggressive Buy 1600 Limit 18.74 Limit Entry
AMAT 9/18/2009 %H&L-Aggressive Buy 2300 Limit 12.84 Limit Entry
ATVI 9/18/2009 %H&L-Aggressive Buy 2600 Limit 11.33 Limit Entry
BRCM 9/18/2009 %H&L-Aggressive Buy 1100 Limit 27.37 Limit Entry
CA 9/18/2009 %H&L-Aggressive Buy 1500 Limit 20.41 Limit Entry
CMCSA 9/18/2009 %H&L-Aggressive Buy 2000 Limit 15.20 Limit Entry
CSCO 9/18/2009 %H&L-Aggressive Buy 1400 Limit 21.22 Limit Entry
DELL 9/18/2009 %H&L-Aggressive Buy 2000 Limit 15.18 Limit Entry
DISH 9/18/2009 %H&L-Aggressive Buy 1900 Limit 15.95 Limit Entry
EBAY 9/18/2009 %H&L-Aggressive Buy 1400 Limit 20.96 Limit Entry
FLEX 9/18/2009 %H&L-Aggressive Buy 5300 Limit 5.71 Limit Entry
INTC 9/18/2009 %H&L-Aggressive Buy 1600 Limit 19.15 Limit Entry
MRVL 9/18/2009 %H&L-Aggressive Buy 2000 Limit 14.77 Limit Entry
MSFT 9/18/2009 %H&L-Aggressive Buy 1300 Limit 23.97 Limit Entry
NTAP 9/18/2009 %H&L-Aggressive Buy 1300 Limit 22.26 Limit Entry
NVDA 9/18/2009 %H&L-Aggressive Buy 2100 Limit 14.34 Limit Entry
NWSA 9/18/2009 %H&L-Aggressive Buy 2900 Limit 10.23 Limit Entry
ORCL 9/18/2009 %H&L-Aggressive Buy 1400 Limit 21.19 Limit Entry
QCOM 9/18/2009 %H&L-Aggressive Buy 700 Limit 43.78 Limit Entry
RIMM 9/18/2009 %H&L-Aggressive Buy 400 Limit 75.19 Limit Entry
SBUX 9/18/2009 %H&L-Aggressive Buy 1600 Limit 18.26 Limit Entry
SPLS 9/18/2009 %H&L-Aggressive Buy 1400 Limit 20.90 Limit Entry
STLD 9/18/2009 %H&L-Aggressive Buy 1900 Limit 15.74 Limit Entry
SYMC 9/18/2009 %H&L-Aggressive Buy 2000 Limit 15.12 Limit Entry
XLNX 9/18/2009 %H&L-Aggressive Buy 1400 Limit 21.19 Limit Entry
YHOO 9/18/2009 %H&L-Aggressive Buy 2200 Limit 13.95 Limit Entry

NoDoji · Sep 19, 2009

How often in a given month do you actually get an order filled?

Your method is intriguing, but seems tedious (the odds of your limited basket of stocks reaching your price in a single day are small) and somewhat risky. If a price were drop to your desired level in a single day, it would signify a certain degree of panic and you're choosing in advance a price level rather than letting the market tell you where new support will be found.

Wouldn't it make more sense to set up an alert system for stocks that fall abruptly, and play the bounce for a quick intraday or short term swing trade?

tradermaji · Sep 19, 2009

Quote from NoDoji:

How often in a given month do you actually get an order filled?

Your method is intriguing, but seems tedious (the odds of your limited basket of stocks reaching your price in a single day are small) and somewhat risky. If a price were drop to your desired level in a single day, it would signify a certain degree of panic and you're choosing in advance a price level rather than letting the market tell you where new support will be found.

Wouldn't it make more sense to set up an alert system for stocks that fall abruptly, and play the bounce for a quick intraday or short term swing trade?

Thank you for your comments. The intraday bounce is great for people who can watch markets often, but for some it is difficult. So, this system is geared towards them. The system has its risks but backtest has shown that the markets behaved in a certain way. I feel good that I tested the system back in 2005 and then when I retested it with data in 2009, it still worked.

It does not gets filled often and that is a drawback of the system. The system can be modified slightly to issue less signals and I am posting that elsewhere.

tradermaji · Sep 21, 2009

Signals for 9/22/2009

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 9/21/2009 %H&L-Aggressive Buy 300 Limit 168.33 Limit Entry
ALTR 9/21/2009 %H&L-Aggressive Buy 2500 Limit 19.73 Limit Entry
AMAT 9/21/2009 %H&L-Aggressive Buy 4000 Limit 12.45 Limit Entry
ATVI 9/21/2009 %H&L-Aggressive Buy 4400 Limit 11.31 Limit Entry
BRCM 9/21/2009 %H&L-Aggressive Buy 1700 Limit 28.61 Limit Entry
CA 9/21/2009 %H&L-Aggressive Buy 2300 Limit 21.28 Limit Entry
CMCSA 9/21/2009 %H&L-Aggressive Buy 3100 Limit 16.14 Limit Entry
CSCO 9/21/2009 %H&L-Aggressive Buy 2300 Limit 21.63 Limit Entry
DELL 9/21/2009 %H&L-Aggressive Buy 3200 Limit 15.52 Limit Entry
DISH 9/21/2009 %H&L-Aggressive Buy 3100 Limit 16.16 Limit Entry
EBAY 9/21/2009 %H&L-Aggressive Buy 2300 Limit 21.37 Limit Entry
FLEX 9/21/2009 %H&L-Aggressive Buy 8800 Limit 5.71 Limit Entry
INTC 9/21/2009 %H&L-Aggressive Buy 2600 Limit 19.15 Limit Entry
MRVL 9/21/2009 %H&L-Aggressive Buy 3200 Limit 15.53 Limit Entry
MSFT 9/21/2009 %H&L-Aggressive Buy 2100 Limit 24.32 Limit Entry
NTAP 9/21/2009 %H&L-Aggressive Buy 2200 Limit 23.11 Limit Entry
NVDA 9/21/2009 %H&L-Aggressive Buy 3400 Limit 14.78 Limit Entry
NWSA 9/21/2009 %H&L-Aggressive Buy 4600 Limit 10.80 Limit Entry
ORCL 9/21/2009 %H&L-Aggressive Buy 2400 Limit 21.19 Limit Entry
QCOM 9/21/2009 %H&L-Aggressive Buy 1100 Limit 43.78 Limit Entry
RIMM 9/21/2009 %H&L-Aggressive Buy 700 Limit 76.74 Limit Entry
SBUX 9/21/2009 %H&L-Aggressive Buy 2700 Limit 18.79 Limit Entry
SPLS 9/21/2009 %H&L-Aggressive Buy 2300 Limit 21.36 Limit Entry
STLD 9/21/2009 %H&L-Aggressive Buy 3000 Limit 16.39 Limit Entry
SYMC 9/21/2009 %H&L-Aggressive Buy 3300 Limit 15.34 Limit Entry
XLNX 9/21/2009 %H&L-Aggressive Buy 2300 Limit 21.94 Limit Entry
YHOO 9/21/2009 %H&L-Aggressive Buy 3500 Limit 14.10 Limit Entry

tradermaji · Sep 22, 2009

Signals for 9/23/09

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 9/22/2009 %H&L-Aggressive Buy 300 Limit 168.33 Limit Entry
ALTR 9/22/2009 %H&L-Aggressive Buy 2500 Limit 19.73 Limit Entry
AMAT 9/22/2009 %H&L-Aggressive Buy 4000 Limit 12.45 Limit Entry
ATVI 9/22/2009 %H&L-Aggressive Buy 4400 Limit 11.30 Limit Entry
BRCM 9/22/2009 %H&L-Aggressive Buy 1700 Limit 28.80 Limit Entry
CA 9/22/2009 %H&L-Aggressive Buy 2300 Limit 21.44 Limit Entry
CMCSA 9/22/2009 %H&L-Aggressive Buy 3100 Limit 16.23 Limit Entry
CSCO 9/22/2009 %H&L-Aggressive Buy 2300 Limit 21.81 Limit Entry
DELL 9/22/2009 %H&L-Aggressive Buy 3200 Limit 15.54 Limit Entry
DISH 9/22/2009 %H&L-Aggressive Buy 3100 Limit 16.12 Limit Entry
EBAY 9/22/2009 %H&L-Aggressive Buy 2300 Limit 21.94 Limit Entry
FLEX 9/22/2009 %H&L-Aggressive Buy 8800 Limit 5.71 Limit Entry
INTC 9/22/2009 %H&L-Aggressive Buy 2600 Limit 19.15 Limit Entry
MRVL 9/22/2009 %H&L-Aggressive Buy 3200 Limit 15.53 Limit Entry
MSFT 9/22/2009 %H&L-Aggressive Buy 2000 Limit 24.55 Limit Entry
NTAP 9/22/2009 %H&L-Aggressive Buy 2200 Limit 23.12 Limit Entry
NVDA 9/22/2009 %H&L-Aggressive Buy 3400 Limit 14.78 Limit Entry
NWSA 9/22/2009 %H&L-Aggressive Buy 4600 Limit 10.80 Limit Entry
ORCL 9/22/2009 %H&L-Aggressive Buy 2400 Limit 21.19 Limit Entry
QCOM 9/22/2009 %H&L-Aggressive Buy 1100 Limit 43.78 Limit Entry
RIMM 9/22/2009 %H&L-Aggressive Buy 700 Limit 76.71 Limit Entry
SBUX 9/22/2009 %H&L-Aggressive Buy 2600 Limit 18.99 Limit Entry
SPLS 9/22/2009 %H&L-Aggressive Buy 2300 Limit 21.75 Limit Entry
STLD 9/22/2009 %H&L-Aggressive Buy 3000 Limit 16.39 Limit Entry
SYMC 9/22/2009 %H&L-Aggressive Buy 3200 Limit 15.38 Limit Entry
XLNX 9/22/2009 %H&L-Aggressive Buy 2300 Limit 21.94 Limit Entry
YHOO 9/22/2009 %H&L-Aggressive Buy 3500 Limit 14.15 Limit Entry

tradermaji · Sep 23, 2009

Signals for 9/24/09

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 9/23/2009 %H&L-Aggressive Buy 300 Limit 168.76 Limit Entry
ALTR 9/23/2009 %H&L-Aggressive Buy 2500 Limit 19.96 Limit Entry
AMAT 9/23/2009 %H&L-Aggressive Buy 4000 Limit 12.45 Limit Entry
ATVI 9/23/2009 %H&L-Aggressive Buy 4400 Limit 11.28 Limit Entry
BRCM 9/23/2009 %H&L-Aggressive Buy 1700 Limit 28.90 Limit Entry
CA 9/23/2009 %H&L-Aggressive Buy 2300 Limit 21.82 Limit Entry
CMCSA 9/23/2009 %H&L-Aggressive Buy 3000 Limit 16.65 Limit Entry
CSCO 9/23/2009 %H&L-Aggressive Buy 2300 Limit 21.86 Limit Entry
DELL 9/23/2009 %H&L-Aggressive Buy 3200 Limit 15.54 Limit Entry
DISH 9/23/2009 %H&L-Aggressive Buy 3000 Limit 16.61 Limit Entry
EBAY 9/23/2009 %H&L-Aggressive Buy 2200 Limit 22.81 Limit Entry
FLEX 9/23/2009 %H&L-Aggressive Buy 8200 Limit 6.10 Limit Entry
INTC 9/23/2009 %H&L-Aggressive Buy 2600 Limit 19.14 Limit Entry
MRVL 9/23/2009 %H&L-Aggressive Buy 3200 Limit 15.53 Limit Entry
MSFT 9/23/2009 %H&L-Aggressive Buy 2000 Limit 24.51 Limit Entry
NTAP 9/23/2009 %H&L-Aggressive Buy 2100 Limit 23.40 Limit Entry
NVDA 9/23/2009 %H&L-Aggressive Buy 3400 Limit 14.78 Limit Entry
NWSA 9/23/2009 %H&L-Aggressive Buy 4500 Limit 10.99 Limit Entry
ORCL 9/23/2009 %H&L-Aggressive Buy 2400 Limit 20.90 Limit Entry
QCOM 9/23/2009 %H&L-Aggressive Buy 1100 Limit 43.78 Limit Entry
RIMM 9/23/2009 %H&L-Aggressive Buy 600 Limit 77.33 Limit Entry
SBUX 9/23/2009 %H&L-Aggressive Buy 2600 Limit 19.44 Limit Entry
SPLS 9/23/2009 %H&L-Aggressive Buy 2300 Limit 22.00 Limit Entry
STLD 9/23/2009 %H&L-Aggressive Buy 3000 Limit 16.39 Limit Entry
SYMC 9/23/2009 %H&L-Aggressive Buy 3300 Limit 15.37 Limit Entry
XLNX 9/23/2009 %H&L-Aggressive Buy 2300 Limit 21.88 Limit Entry
YHOO 9/23/2009 %H&L-Aggressive Buy 3300 Limit 14.94 Limit Entry

tradermaji · Sep 24, 2009

Signals for 9/25/09

Symbol Date ChartScript Order Shares Type Price Signal Name
AAPL 9/24/2009 %H&L-Aggressive Buy 300 Limit 168.76 Limit Entry
ALTR 9/24/2009 %H&L-Aggressive Buy 2500 Limit 19.96 Limit Entry
AMAT 9/24/2009 %H&L-Aggressive Sell 3900 Stop 11.29 Stop Out
AMAT 9/24/2009 %H&L-Aggressive Sell 3900 Limit 13.09 Profit Hit
AMAT 9/24/2009 %H&L-Aggressive Sell 3900 Market DaysExpired
ATVI 9/24/2009 %H&L-Aggressive Buy 4400 Limit 11.28 Limit Entry
BRCM 9/24/2009 %H&L-Aggressive Buy 1700 Limit 29.17 Limit Entry
CA 9/24/2009 %H&L-Aggressive Buy 2300 Limit 21.80 Limit Entry
CMCSA 9/24/2009 %H&L-Aggressive Sell 3000 Stop 14.66 Stop Out
CMCSA 9/24/2009 %H&L-Aggressive Sell 3000 Limit 16.99 Profit Hit
CSCO 9/24/2009 %H&L-Aggressive Buy 2200 Limit 22.35 Limit Entry
DELL 9/24/2009 %H&L-Aggressive Buy 3200 Limit 15.54 Limit Entry
DISH 9/24/2009 %H&L-Aggressive Buy 3000 Limit 16.68 Limit Entry
EBAY 9/24/2009 %H&L-Aggressive Buy 2200 Limit 23.09 Limit Entry
FLEX 9/24/2009 %H&L-Aggressive Buy 8000 Limit 6.27 Limit Entry
INTC 9/23/2009 %H&L-Aggressive Buy 2600 Limit 19.14 Limit Entry
MRVL 9/24/2009 %H&L-Aggressive Buy 3200 Limit 15.46 Limit Entry
MSFT 9/24/2009 %H&L-Aggressive Buy 2000 Limit 24.51 Limit Entry
NTAP 9/24/2009 %H&L-Aggressive Buy 2100 Limit 23.84 Limit Entry
NVDA 9/23/2009 %H&L-Aggressive Buy 3400 Limit 14.78 Limit Entry
NWSA 9/24/2009 %H&L-Aggressive Buy 4400 Limit 11.40 Limit Entry
ORCL 9/24/2009 %H&L-Aggressive Sell 2400 Stop 18.65 Stop Out
ORCL 9/24/2009 %H&L-Aggressive Sell 2400 Limit 21.61 Profit Hit
QCOM 9/24/2009 %H&L-Aggressive Buy 1100 Limit 43.78 Limit Entry
RIMM 9/24/2009 %H&L-Aggressive Buy 600 Limit 77.76 Limit Entry
SBUX 9/23/2009 %H&L-Aggressive Buy 2600 Limit 19.44 Limit Entry
SPLS 9/24/2009 %H&L-Aggressive Buy 2300 Limit 22.00 Limit Entry
STLD 9/24/2009 %H&L-Aggressive Buy 3000 Limit 16.39 Limit Entry
SYMC 9/23/2009 %H&L-Aggressive Buy 3300 Limit 15.37 Limit Entry
XLNX 9/24/2009 %H&L-Aggressive Buy 2300 Limit 21.88 Limit Entry
YHOO 9/24/2009 %H&L-Aggressive Buy 3300 Limit 15.08 Limit Entry

NoDoji · Sep 24, 2009

So today on CMCSA your limit order @ 16.65 was filled. You now have a sell stop @ 14.66 and a sell limit order @ 16.99, is that correct? You're risking $5970 for a potential gain of $1020?