ES Journal Archive (2006 - 2008)

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Code:
          entry       exit        pnl
short     1379.25     1381.00     -1.75
short     1380.50     1380.00      0.50
long      1385.50     1384.50     -1.00
short     1391.75     1385.50      6.25
short     1390.00     1391.50     -1.00
short     1388.25     1386.25      2.00
short     1379.50     1382.50     -3.00
long      1387.00     1381.00     -6.00
short     1368.75     1371.75     -3.00
short     1372.75     1368.25      4.50
short     1390.00     1389.00      1.00
long      1384.00     1383.50     -0.50
short     1388.00     1392.00     -4.00
long      1385.00     1388.00      3.00

*all papertrades called in real time
 
it looks like i don't have a problem with cutting losses but i do have a problem letting profits run.

interpretation:
pain from losing a gain > pain from a straight loss
 
Times of current program signals EST

Derived from Mkt secondary indicators.

12:45:45 = initial signal
12:47:51 = direction confirmation
12:57:06 = terciary buy signal

14:03:25 = initial signal

No confirmation, probable end to buy program put on at 12:45:45.


New Pivot time 14:20 (+, - 5 min)

I am delta neutral.
 
Quote from my2cents:

The day is done.

Why I say the day is done is because the mkt. moves approx. 10 pts on any given day. That 10 points was realized in the first hour.

Sideways w/ possible upside into the close.

Attached is trading plan.

I'm not really new to trading however, I
have never seen a plan like this.
Hoping for you it works more or less all the time like it did today.
Anyway - chapeau

Charly
 
Thursday Nov. 14, 2006 EOD

We are into a new macro program. The previous one which started on 11-13-06 @ 10:20 EST ended at 12:30 today. I currently have no determination when this current macro will end.

Just an observation; windows that are opened by short covering rallies are normally the fastest ones to close.

Quote From Briefing.com:
[BRIEFING.COM] After middling around the flat line throughout most of the session, a technical bounce late in the day vaulted stocks to their best levels of the session.

What was shaping up to be a rather lackluster session amid a tug-o-war about whether or not today's economic data suggested a soft or hard landing for the economy turned out favorably for the bulls when the S&P 500 broke through its six-year high of 1389 around 2:45 ET. Eclipsing that technical barrier, on no specific news, prompted a surge in buy orders for the S&P 500 futures contract, which in turn lit a fire under stocks across the board. In fact, all three of the major indices initially surging higher and logging roughly the same percentage gains lent further evidence that program trading was behind the late-day rally.

Well, y'all knew that was comin' long before the train left the station.

Do you get it?

Attached = EOD results

Any Questions?
 

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