Adventures in Automation

[fan27]

Still need to post October results...will do that later. In the meantime.

Short 3 YM contracts at 27448 for 10 min bar strategy
Trailing stop at 27561
Limit at 27356
Exit after 45 bars

Exit 3 YM at 27356
+$1367.7

Note...in my previous post, I had the stop and limit orders backward. They are corrected up above.

 

[fan27]

Short 7 YM contracts at 27604 for 5 minute bar strategy
Trailing Stop at 27659
Exit after 5 bars

 

[fan27]

Short 7 YM contracts at 27604 for 5 minute bar strategy
Trailing Stop at 27659
Exit after 5 bars

Exit 7 YM contracts at 27619
-$553.7

Need to look at my strategy code because the trade was only held for 4 bars instead of 5.

 

[fan27]

Short 4 YM contracts at 28076 for 5 minute bar strategy
Trailing Stop at 28157
Exit after 30 bars

 

[fan27]

Short 4 YM contracts at 28076 for 5 minute bar strategy
Trailing Stop at 28157
Exit after 30 bars

Exit 4 contracts at 28,095
-$396.40

 

[fan27]

Short 1 NQ contract at 8230.5 for 10 minute bar strategy
Stop at 8282
Limit at 8124.75
Exit after 80 bars

Short 2 ES contracts at 3086.75 for 10 minute bar strategy
Stop at 3103
Limit at 3052.75
Exit after 80 bars

 

[fan27]

Short 1 NQ contract at 8230.5 for 10 minute bar strategy
Stop at 8282
Limit at 8124.75
Exit after 80 bars

Short 2 ES contracts at 3086.75 for 10 minute bar strategy
Stop at 3103
Limit at 3052.75
Exit after 80 bars

Damn shorts!!

Exit 1 NQ contract at 8300.75
-$1414.10

Exit 2 ES contracts at 3105.25
-$1858.20

 

[HobbyTrading]

Damn shorts!!

Exit 1 NQ contract at 8300.75
-$1414.10

Exit 2 ES contracts at 3105.25
-$1858.20

I don't understand the exit prices. For NQ you enter a short at 8230 with a stoploss at 8282. How can it be that this one only gets exited at 8300, far beyond your stoploss level? For ES a similar question: stoploss at 3103, but exited at 3105.

 

[fan27]

I don't understand the exit prices. For NQ you enter a short at 8230 with a stoploss at 8282. How can it be that this one only gets exited at 8300, far beyond your stoploss level? For ES a similar question: stoploss at 3103, but exited at 3105.

I have my stops set to not trigger during after hours.

 

[nooby_mcnoob]

I have my stops set to not trigger during after hours.

I can see why that would be desirable. But if you are subjecting yourself to the same gap ups/gap downs, you can trade index ETFs instead.