rt ES ATS journal

[RoughTrader]

Wednesday, 03/25/2009
Security: ESM9
Session PNL: $500.10 USD
To-Date PNL: $2,693.60 USD

 

[RoughTrader]

Thursday, 03/25/2009
Security: ESM9
Session PNL: $1,312.60 USD
To-Date PNL: $4,006.20 USD

 

[RoughTrader]

Looks like the market was out for revenge on this trend trader today.

Friday, 03/27/2009
Security: ESM9
Session PNL: ($3,265.20) USD
To-Date PNL: $741.00 USD

 

[RoughTrader]

Monday, 03/30/2009
Security: ESM9
Session PNL: $1,313.50 USD
To-Date PNL: $2,054.50 USD

 

[RoughTrader]

Tuesday, 03/31/2009
Security: ESM9
Session PNL: $1,346.20 USD
To-Date PNL: $3,400.70 USD

 

[RoughTrader]

Wednesday, 04/01/2009
Security: ESM9
Session PNL: $658.70 USD
To-Date PNL: $4,059.40 USD

 

[trackstar]

Kickin ass RT! Thank again for your help on my automated.

 

[RoughTrader]

Quote from trackstar:

Kickin ass RT! Thank again for your help on my automated.

Thanks track.

rt

 

[rwk]

Quote from RoughTrader:
Friday, 03/27/2009
Security: ESM9
Session PNL: ($3,265.20) USD
To-Date PNL: $741.00 USD

This is an 81.5% hit. Do you expect more of these? Do you think it had anything to do with day-of-week?

You started out doing 20-30 trades per day and lately are doing about 10. Did you change anything other than the weekly re-optimization?

Do you anticipate doing more trades in the YM?

[rwk]

 

[trackstar]

Rough, could you give me an idea on the time frame your systems trades?

Also would you consider it trend following, BO, or a fader?

I have not yet gone through all your trades but I am very interested in other intraday ES trading systems to compare and evaluate mine.