Intraday Dow, Sp500, Nasdaq and Nasdaq100

[dan05]

Hi Guys,

These are the trades identified for today.

Have a nice trading day.

Dan

 

[dan05]

Hi,

The last to days for the system have not been that good.

I've been doing some research, and apparently the impact of news and announcement affect the prediction quality that the system uses to identify the trades.

Overal the back testing results from 2003, 2004, 2005 and 2006, is really good, so the odds are still in favor of the sytem.

May be a better stop loss management could help lower drawdowns.

These where the results from yesterday.

Any idea is very welcomed.

I'll post the trades for today at 10:15. ET

Thank you,

Dan

 

[dan05]

Hi,

I was not able to post trades before.

Here is want the sytem scheduled for today.


Regards,

Dan

 

[dan05]

Hi Guys,

Today the system had quite a good day.

Long plays were predicted right, but the stops were executed before the final move.

Overall The system made $ 366 per contract.

DJIA $ 888, NASDAQ -$140, NASDAQ100 -$192 and SP500 -$190.

As stops are placed at the same level as the predicted gain, unfortunately it was stopped.

Over all great!

I'd like to share with you how the system final results trade by trade.

Any suggestions on better stop loss management strategies are very welcomed.

Regards,

Dan

 

[dan05]

Hi,

These are the trades identified by the system so far.

Trades for the day, issued at 10:15ET - Now:Friday, June 09, 2006 at 10:48:11 (EDT) - Tradingpro

DJIA
Friday, June 09, 2006 at 10:48:11 (EDT)
Current trades
Trades
Date Type Target Gain Entry Time Exit Time Entry Value Exit Value P&L Cumm. P&L
06/09/2006 Long 61.14 10:15 11:20 10944.98 0.00 0.00
06/09/2006 Long 23 11:40 12:25 0.00 0.00
06/09/2006 Long 33.11 12:50 13:25 0.00 0.00
06/09/2006 Short 33 13:25 14:10 0.00 0.00
06/09/2006 Short 89 14:25 15:10 0.00 0.00
06/09/2006 Long 43 15:10 15:55 0.00 0.00


NASDAQ
Friday, June 09, 2006 at 10:48:11 (EDT)
Current trades
Trades
Date Type Target Gain Entry Time Exit Time Entry Value Exit Value P&L Cumm. P&L
06/09/2006 Long 16.35 10:20 12:50 2156.96 0.00 0.00
06/09/2006 Short 7.78 12:50 13:40 0.00 0.00
06/09/2006 Short 14.75 14:35 15:10 0.00 0.00
06/09/2006 Long 7.5 15:10 15:25 0.00 0.00


NASDAQ100
Friday, June 09, 2006 at 10:48:11 (EDT)
Current trades
Trades
Date Type Target Gain Entry Time Exit Time Entry Value Exit Value P&L Cumm. P&L
06/09/2006 Long 15.21 10:20 10:55 1570.28 0.00 0.00
06/09/2006 Long 7 11:40 12:25 0.00 0.00
06/09/2006 Short 18.5 12:25 15:10 0.00 0.00
06/09/2006 Long 11.25 15:10 15:55 0.00 0.00



Yesterday was a great day. We'll see how the system works out today.

Have a nice trading day.

Dan

 

[dan05]

Hi,

I've missed posting fridays' results. Trading results where not very good on Friday. Still overall performance is really good.

Back testing results from 2003 till 2006 are incredible. I believe large drawdowns can be mitigated with tighter stop losses than the target gain.


These where the results on Friday.

 

[dan05]

Here are the results for today!

I know that calls should be posted before hand, but I Still wanted to share results with you.

The results today, were enough to recover Fridays loss!.

 

[dan05]

This is what the system predicted for the rest of the day at 9:30.

The black line is the prediction, and the red line is what finally happened.

The fitting was not perfect but overall the direction was correct.

I have seen better fittings other days.

Regards,

 

[dan05]

Hi Guys,

These are the trades proposed by the system for today.

So far, the system is up $ 465.50 per contract trading SP500, Nasdaq, Nasdaq100 and DJIA.

I'll keep you posted.

 

[dan05]

This is what the system is predicting for the rest of the day.

There is a small rally from 14:35 to 14:50 / 15:10 as you will see in the chart.

The Black line is the prediction, while the red line, is what is happening.


Yesterday it was a great day, and so far it is doing great.

We'll see how it finally ends.