Buy NAS100USD x 5 @ 7734 stop 7721
Adding a bit discretionary because I think price is now down more than reasonable.
Adding a bit discretionary because I think price is now down more than reasonable.
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Snuskpelle's (kind of) Intraday Adventures 2019
- Thread starter Snuskpelle
- Start date
NQ algo nearly in green now, haven't had time to follow today as I was busy elsewhere. Stop on manual pos blown for -67$ of course, would have moved it to breakeven if monitoring. Time to catch up with news.
Closed down NQ algo at +500$ now because I realized there's a bug that makes it use excessive leverage. Basically, it's not warming up a volatility indicator properly resulting in estimated volatility being far lower than last couple of weeks. That in turns means episodes like this week where I had a 700$ drawdown on said algo alone (whereas just 200$ on other algo). Hopefully can fix it tonight.
USD/TRY position -85 unrealized, expected this to retrace a lot given choice of entry so no worries.
Deposited 7k EUR, this will influence NAV figures. Also intending to deposit another 18-20k EUR within 2 weeks. I'm not a believer of trading small money as generally I tend to pay more attention and take lower risks the more cash is in the game.
Closed down NQ algo at +500$ now because I realized there's a bug that makes it use excessive leverage. Basically, it's not warming up a volatility indicator properly resulting in estimated volatility being far lower than last couple of weeks. That in turns means episodes like this week where I had a 700$ drawdown on said algo alone (whereas just 200$ on other algo). Hopefully can fix it tonight.
Turned out easier said than done. The fundamental problem is limits in the number of bars I can get for warmup, not only live at broker but also in algo platform. Will have to figure out a workaround where I take the maximum of several different volatility estimates of which at least one can be warmed up.
As of now I'm missing out on favorable NQ movement, but will wait until data 1 h before market open later today before re-entering (at earliest). If I'm decently awake and a strong trend develops I can trade it too.
Short NQ trend algo, will close out quick if disagreeing
Edit: Yep closed -80
Edit: Yep closed -80
Not sure if getting long dumb beta (NQ) again is a great idea. Will muse about on this rather than rush to a decision. CPI didn't give a hint and IMO US indices are leaning towards overbought, if not necessarily quite there. My plan was to hold to end of July anyway, but would be nice to BTFD (such as Monday-Tuesday) to lessen risk when restarting algo.
Well useless day (first I have time for in quite a while...), might try trading breakout from range. 7906-7934 but using shit external application for this so chances are I miss alert. Intending to build it into my own trade app later.
Still, the fact I lost 80 is a bad sign combined with the fact I'm kind of tired today so unless I see something super obvious I'll stay out.
Still, the fact I lost 80 is a bad sign combined with the fact I'm kind of tired today so unless I see something super obvious I'll stay out.
USD/TRY position nearing breakeven.
Waiting 2 h or until open until making any decisions on NQ for multiple algos as I still don't feel there's a compelling case for either direction and it's best to wait and observe.
Unfortunately other algo still running is at -150 because of US 30y (TBH looked overbought but I don't want to micromanage that as I have zero clue about short term bond price behavior).
Waiting 2 h or until open until making any decisions on NQ for multiple algos as I still don't feel there's a compelling case for either direction and it's best to wait and observe.
Unfortunately other algo still running is at -150 because of US 30y (TBH looked overbought but I don't want to micromanage that as I have zero clue about short term bond price behavior).
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