Intraday Dow, Sp500, Nasdaq and Nasdaq100

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dan05

Hi,

This is my first Journal. I'm new to the Forum. Today in the morning I posted at

http://www.elitetrader.com/vb/showthread.php?s=&threadid=70270&perpage=6&pagenumber=8

my trading plan for the day.

I was instructed not to post there so I'm starting a new thread.

I've been testing a trading system for a while, and I like to share results with you. Results have been so far very good, specially on May worst market days, and today.

I'll try the trading plan at 10:15 aprox, and the end results at the end of the day.

These where today's results.

Have a nice trading week.
 
Hey Dan,

So far, so good.

Do you want comments, feedback, dialogue about the system?

Let me know where you want to go with it and we'll see what we can make happen. I never trade reversals, but if you do, there are certain situations that you definitely want to avoid (like buying into today's-actually, yesterday's panicky, lemming-like sell off).

Best,

Jimmy
 
Hi Jimmy,

This is the point. I'm evaluating this trading system and looking forward to improve some indicators that I'm not very comfortable with, like Sharpe and W/L Ratio.

The system uses a prediction model, that make predictions for the intraday market. I'm analysing the best target gain Intraday, stop loss management, etc.


Back testing looks very promising.

I'll be back to the forum later.

Dan





Quote from JimmyJam:

Hey Dan,

So far, so good.

Do you want comments, feedback, dialogue about the system?

Let me know where you want to go with it and we'll see what we can make happen. I never trade reversals, but if you do, there are certain situations that you definitely want to avoid (like buying into today's-actually, yesterday's panicky, lemming-like sell off).

Best,

Jimmy
More...
 
Trade evolution so far.

Trades for the day, issued at 10:15ET - Now:Tuesday, June 06, 2006 at 11:28:16 (EDT) - Tradingpro

DJIA
Tuesday, June 06, 2006 at 11:28:16 (EDT)
Current trades
Trades
Date Type Target Gain Entry Time Exit Time Entry Value Exit Value P&L Cumm. P&L
06/06/2006 Short 21.44 10:15 10:40 11036.88 11035.04 1.84 1.84
06/06/2006 Short 51 11:25 14:10 10971.56 0.00 1.84


NASDAQ
Tuesday, June 06, 2006 at 11:28:16 (EDT)
Current trades
Trades
Date Type Target Gain Entry Time Exit Time Entry Value Exit Value P&L Cumm. P&L
06/06/2006 Short 5.05 10:20 11:05 2164.19 2154.63 9.56 9.56
06/06/2006 Long 6.28 11:05 11:25 2154.63 2154.14 -0.49 9.07
06/06/2006 Short 12 11:25 12:55 2154.14 0.00 9.07
06/06/2006 Short 6.28 14:50 15:40 0.00 9.07


NASDAQ100
Tuesday, June 06, 2006 at 11:28:16 (EDT)
Current trades
Trades
Date Type Target Gain Entry Time Exit Time Entry Value Exit Value P&L Cumm. P&L
06/06/2006 Long 6.75 10:40 12:10 1575.62 0.00 0.00
06/06/2006 Short 9.75 12:10 12:55 0.00 0.00


SP500
Tuesday, June 06, 2006 at 11:28:16 (EDT)
Current trades
Trades
Date Type Target Gain Entry Time Exit Time Entry Value Exit Value P&L Cumm. P&L
06/06/2006 Short 6.78 12:05 15:55 0.00 0.00
 
When I try to download the attachments I get the type of folder “Open With” I do not know what program to use?

Thank you,

Trading_time
 
Hi Trading Time,

You should save it to your disk and then open it with Microsoft Excel.

Please let me know if I could help you in any way.

Dan
 
Quote from dan05:

Hi Trading Time,

You should save it to your disk and then open it with Microsoft Excel.

Please let me know if I could help you in any way.

Dan
More...

Okay it's working now, thank you ^_^
 
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