Journal of trader um (aka traderum)

[traderum]

Quote from NihabaAshi:
Was that futures trade real money or demo ??? Also, when you say today did you actually meant a trading day during the recent week because the Emini ES is closed right now at the typing of my message post.
Mark

Demo.
In the IB Demo platform it is tradable, usually 23.5 hours/day, 7days a week.
It's good for testing trading strategies and also testing program trading using the IB API.
But as said several times: the prices are with some offsets, ie. not real prices.

 

[heech]

How in the world are fantasy prices useful for testing strategies?

These are not just "offset". These are randomly generated.

 

[traderum]

Quote from heech:
How in the world are fantasy prices useful for testing strategies?
These are not just "offset". These are randomly generated.

My impression, and experience with them, is that it is not randomly generated,
rather it's market price +/- an offset. Anyway, for my purpose it's useful. Your mileage may vary...

 

[traderum]

Quote from traderum:

Here are the strategic trades I made so far. The positions (there are two for the same underlying) are still open (times are in CET):

Underlying	SecurityType	Expiry	Strike	Put/Call	Action	Quantity	Price	Time	Date	Exch.
CBY	OPT	JAN10	45	Call	SLD	10	13	09:59:55	20091220	ISE
CBY	OPT	JAN10	60	Put	BOT	10	5.1	10:04:31	20091220	CBOE
CBY	OPT	JAN10	60	Put	BOT	10	4.4	10:08:46	20091220	ISE
CBY	OPT	JAN10	45	Call	SLD	5	14.2	10:39:31	20091220	CBOE
CBY	OPT	JAN10	45	Call	SLD	10	15.8	11:11:52	20091220	ISE
CBY	OPT	JAN10	45	Call	SLD	10	16.85	11:12:31	20091220	ISE
CBY	OPT	JAN10	45	Call	SLD	10	18.2	11:14:41	20091220	CBOE
CBY	OPT	JAN10	60	Put	BOT	10	3.6	11:16:46	20091220	ISE
CBY	OPT	JAN10	45	Call	SLD	10	20.7	11:18:10	20091220	ISE

Ie. I sold short some Calls and bought long some Puts...

I closed both positions with a profit:

Underlying	SecurityType	Expiry	Strike	Put/Call	Action	Quantity	Price	Time	Date	Exch.
CBY	OPT	JAN10	60	Put	SLD	21	10.55	04:07:37	20091221	ISE
CBY	OPT	JAN10	60	Put	SLD	9	10.5	04:07:38	20091221	ISE
CBY	OPT	JAN10	45	Call	BOT	35	8	04:07:48	20091221	ISE
CBY	OPT	JAN10	45	Call	BOT	20	8	04:07:52	20091221	ISE

Total profit of the day: $66043 (+13.20%)

 

[traderum]

Hey mod,
what happened to the rest of my journal?

The following postings are missing (the given times are in CET):

traderum	12-20-09 03:59 PM
NihabaAshi 	12-20-09 04:26 PM
traderum	12-20-09 05:38 PM
heech		12-21-09 01:16 AM
traderum	12-21-09 04:16 AM
traderum	12-21-09 04:29 AM

<and perhaps more is missing...>

 

[traderum]

This is to inform the readers of my journal (yes there have been some
that due to some problems here (guess what I've moved my journal to this adress:
http://www.trade2win.com/boards/tra...l-trader-um-aka-traderum-using-demo-acct.html

(to be correct, I'm continuing it there as I haven't transferred the old entries from here to there,
besides this some postings here are missing, although I have them saved on my machine...)