Trader Jo - Updates

Today's trades.

Bot setup:
2 bots buying at random time with a fixed spread.
2 bots buying below 90 sec and 15 min SMA using a fixed spread.
Each bots operates a lot of 50 stocks.

Summary:
65 buyes x50 stocks, avg price 174.05 = 565,662.5
57 sells x50 stocks, avg price 174.19 = 496,441.5
400 open, plan to sell for 175+ = 70,000
Total profit I might get one days is: 70,000 + 496,441.5 - 565,662.5 = $779
If I sell 400 stocks for its avg price of 172.31, then the total loss would be $297.

400 stocks left open with avg price 172.31, last price is 169.64. I'll sell them for around 175-177 once (or if, heh-heh) it grows to this point again.
Currently I'm full and bots will be waiting for the closing of existing position of 400 stocks.

Bots got stuck with open positions when TQQQ price went down from $176 to $169, it is an expected behavior because we assume a bear market and don't do stop loss. I started a new set of bots when market stabilized a bit.

P&L below is not real, because it mixes orders.

Code: 
Time       Symbol  Action      Qty   Price Bot         Fee     P&L
12:04:16   TQQQ    BOT           50  171.91ave90          1
12:01:14   TQQQ    SLD           50   172.1ave90        1.2  -14.31
12:00:58   TQQQ    SLD           50  171.92ave90        1.2  -26.61
12:00:58   TQQQ    BOT           50171.8799ave90          1
12:00:26   TQQQ    BOT           50  171.79ave90          1
11:55:54   TQQQ    SLD           50  172.32ave90        1.2  -11.03
11:45:09   TQQQ    BOT           50  172.19ave90          1
11:45:04   TQQQ    SLD           50  172.23ave90        1.2  -17.71
11:44:17   TQQQ    BOT           50   172.1ave90          1
11:32:37   TQQQ    SLD           50  172.42ave90       1.21  -11.36
11:11:22   TQQQ    BOT           50  172.29ave90          1
11:11:21   TQQQ    SLD           50  172.35ave90       1.21   -17.1
11:11:05   TQQQ    BOT           50  172.22ave90          1
11:10:12   TQQQ    SLD           50  172.35ave90       1.21  -20.15
11:09:35   TQQQ    SLD           50  172.21ave90        1.2  -30.64
11:09:35   TQQQ    BOT           50  172.22ave90          1
11:09:27   TQQQ    BOT           50  172.08ave90          1
11:08:46   TQQQ    SLD           50  172.44ave90       1.21  -24.13
11:01:38   TQQQ    BOT           50  172.31ave90          1
11:01:37   TQQQ    SLD           50  172.33ave90        1.2   -33.7
11:01:00   TQQQ    BOT           50   172.2ave90          1
10:57:52   TQQQ    SLD           50  172.59ave90       1.21  -26.12
10:55:41   TQQQ    BOT           50  172.46ave90          1
10:54:26   TQQQ    SLD           50   172.7ave90       1.21  -24.97
10:50:14   TQQQ    BOT           50  172.57ave90          1
10:43:08   TQQQ    SLD           50  172.83ave90       1.21  -22.65
10:39:38   TQQQ    BOT           50   172.7ave90          1
10:38:31   TQQQ    SLD           50  172.88ave90       1.21     -24
10:32:29   TQQQ    BOT           50  172.75ave90          1
10:19:08   TQQQ    SLD           50  173.13ave90       1.21  -15.54
10:14:56   TQQQ    BOT           50     173ave90          1
10:03:34   TQQQ    SLD           50   173.1ave90       1.21  -19.87
10:02:53   TQQQ    BOT           50  172.97ave90          1
9:59:00    TQQQ    SLD           50  173.37ave90       1.21   -9.83
8:34:30    TQQQ    BOT           50  173.24ave90          1
8:33:52    TQQQ    SLD           50  173.41ave90       1.21   -9.85
8:26:34    TQQQ    BOT           50  173.28ave90          1
8:26:33    TQQQ    SLD           50  173.32ave90       1.21  -16.37
8:26:19    TQQQ    BOT           50  173.19ave90          1
8:25:45    TQQQ    SLD           50  173.49ave90       1.21  -10.82
8:22:10    TQQQ    BOT           50  173.36ave90          1
8:22:06    TQQQ    BOT           50  173.47ave900         1
8:19:09    TQQQ    BOT           50  173.75rnd0.3         1
8:18:32    TQQQ    BOT           50   173.8rnd0.1         1
8:11:39    TQQQ    SLD           50  173.85rnd0.1      1.21    3.82
8:11:32    TQQQ    SLD           50  173.82rnd0.3      1.21    2.32
8:10:04    TQQQ    BOT           50  173.72rnd0.1         1
8:10:00    TQQQ    SLD           50  173.67rnd0.1      1.21   -5.27
8:09:37    TQQQ    BOT           50  173.53rnd0.1         1
8:09:35    TQQQ    SLD           50  173.57rnd0.1      1.21  -12.28
8:09:21    TQQQ    BOT           50  173.44rnd0.1         1
8:09:18    TQQQ    SLD           50  173.51rnd0.1      1.21   -18.6
8:09:16    TQQQ    SLD           50  173.42ave90       1.21   -23.1
8:09:09    TQQQ    BOT           50  173.29ave90          1
8:09:02    TQQQ    BOT           50  173.38rnd0.1         1
8:08:42    TQQQ    BOT           50  173.48rnd0.3         1
8:08:31    TQQQ    SLD           50  173.53rnd0.3      1.21  -34.65
8:08:16    TQQQ    SLD           50  173.38rnd0.1      1.21  -42.14
8:07:49    TQQQ    BOT           50  173.24rnd0.1         1
8:07:16    TQQQ    SLD           50  173.32rnd0.1      1.21  -54.53
8:07:08    TQQQ    BOT           50  173.19rnd0.3         1
8:07:08    TQQQ    BOT           50  173.19rnd0.1         1
7:46:24    TQQQ    SLD           50  174.62ave90       1.21  -23.61
7:46:24    TQQQ    BOT           50 174.675ave90          1
7:46:21    TQQQ    BOT           50  174.49ave90          1
7:45:58    TQQQ    BOT           50  174.98rnd            1
7:45:51    TQQQ    SLD           50  175.07rnd         1.21  -16.76
7:44:03    TQQQ    BOT           50  174.93rnd            1
7:44:02    TQQQ    SLD           50  174.95rnd         1.21  -33.54
7:43:57    TQQQ    BOT           50  174.81rnd            1
7:42:39    TQQQ    BOT           50  174.99ave900         1
7:25:01    TQQQ    BOT           50  176.93rnd            1
7:21:57    TQQQ    SLD           50  176.99rnd         1.21   14.79
7:14:35    TQQQ    BOT           50  176.65rnd            1
7:13:56    TQQQ    SLD           50  176.55rnd         1.21   14.79
7:12:49    TQQQ    BOT           50  176.21rnd            1
7:12:22    TQQQ    SLD           50  176.28rnd         1.21   51.39
7:12:22    TQQQ    SLD           50  176.28rnd         1.21   51.39
7:12:20    TQQQ    SLD           50  176.23rnd         1.21   48.89
7:12:20    TQQQ    SLD           50  176.24rnd         1.21   49.39
7:12:20    TQQQ    SLD           50  176.24rnd         1.21   49.39
7:11:31    TQQQ    BOT           50  175.89rnd            1
7:10:14    TQQQ    SLD           50  176.09rnd         1.21   50.41
7:09:18    TQQQ    SLD           50  175.94rnd         1.21   42.91
7:07:14    TQQQ    BOT           50   175.6rnd            1
7:07:12    TQQQ    SLD           50  175.61rnd         1.21   32.03
7:06:15    TQQQ    BOT           50  175.27rnd            1
7:06:14    TQQQ    SLD           50   175.3rnd         1.21   19.98
7:04:16    TQQQ    BOT           50  174.96rnd            1
7:04:11    TQQQ    SLD           50  175.05rnd         1.21    8.52
7:04:07    TQQQ    SLD           50   174.9rnd         1.21    1.02
7:03:34    TQQQ    SLD           50  174.65ave90       1.21  -11.48
7:03:06    TQQQ    BOT           50  174.47ave90          1
7:03:05    TQQQ    SLD           50  174.43ave90       1.21  -25.09
7:02:55    TQQQ    BOT           50   174.3ave90          1
7:01:11    TQQQ    BOT           50  174.76rnd            1
7:01:09    TQQQ    SLD           50  174.81rnd         1.21  -12.05
7:00:49    TQQQ    BOT           50  174.67rnd            1
7:00:46    TQQQ    SLD           50  174.69rnd         1.21  -20.86
7:00:41    TQQQ    BOT           50  174.55rnd            1
7:00:35    TQQQ    BOT           50   174.7rnd            1
7:00:33    TQQQ    SLD           50  174.73rnd         1.21  -27.52
7:00:30    TQQQ    SLD           50   174.6rnd         1.21  -34.02
7:00:28    TQQQ    SLD           50  174.48ave90       1.21  -40.02
6:59:26    TQQQ    BOT           50  174.35ave90          1
6:59:21    TQQQ    BOT           50  174.47rnd            1
6:59:17    TQQQ    SLD           50  174.53rnd         1.21  -51.29
6:58:31    TQQQ    BOT           50  174.39rnd            1
6:58:31    TQQQ    BOT           50  174.39rnd            1
6:47:05    TQQQ    BOT           50  175.95rnd            1
6:46:59    TQQQ    SLD           50  176.12rnd         1.21    5.64
6:46:19    TQQQ    BOT           50  175.98rnd            1
6:46:17    TQQQ    SLD           50  176.04rnd         1.21    1.86
6:45:08    TQQQ    BOT           50   175.9rnd            1
6:45:08    TQQQ    BOT           50   175.9rnd            1
6:43:57    TQQQ    BOT           50   176.1rnd            1
6:43:55    TQQQ    SLD           50   176.1rnd         1.21    5.46
6:41:07    TQQQ    BOT           50  175.96rnd            1
6:41:07    TQQQ    BOT           50  175.94rnd            1
6:41:07    TQQQ    BOT           50  175.94rnd            1
6:39:21    TQQQ    SLD           50  176.17rnd         1.21    4.79
6:39:07    TQQQ    BOT           50  176.03rnd            1

yuOH5ss.png
 
03/01/18
Trades: 22
Profit: $137.5
Code: 
SymbolDate/Time        Buy/SellQuantity  Price   Proceeds   Commission
TQQQ  3/1/2018 9:39    BUY           50  166.01    -8300.5       -1.00
TQQQ  3/1/2018 10:27   SELL         -50  166.26       8313       -1.20
TQQQ  3/1/2018 10:27   BUY           50   166.1      -8305       -1.00
TQQQ  3/1/2018 10:27   SELL         -50  166.35     8317.5       -1.20
TQQQ  3/1/2018 10:27   BUY           50  166.28      -8314       -1.00
TQQQ  3/1/2018 10:29   SELL         -50  166.53     8326.5       -1.20
TQQQ  3/1/2018 10:29   BUY           50  166.39    -8319.5       -1.00
TQQQ  3/1/2018 10:30   SELL         -50  166.64       8332       -1.20
TQQQ  3/1/2018 10:30   BUY           48  166.57   -7995.36       -1.00
TQQQ  3/1/2018 10:30   BUY            2  166.57    -333.14        0.00
TQQQ  3/1/2018 10:30   SELL         -50  166.82       8341       -1.20
TQQQ  3/1/2018 10:30   BUY           50  166.75    -8337.5       -1.00
TQQQ  3/1/2018 10:32   SELL         -50     167       8350       -1.20
TQQQ  3/1/2018 10:33   BUY           50  166.95    -8347.5       -1.00
TQQQ  3/1/2018 10:33   SELL         -50   167.2       8360       -1.20
TQQQ  3/1/2018 10:33   BUY           50  167.14      -8357       -1.00
TQQQ  3/1/2018 10:33   SELL         -50  167.39     8369.5       -1.20
TQQQ  3/1/2018 10:33   BUY           50  167.31    -8365.5       -1.00
TQQQ  3/1/2018 10:33   SELL         -50  167.56       8378       -1.20
TQQQ  3/1/2018 10:33   BUY           50   167.5      -8375       -1.00
TQQQ  3/1/2018 10:34   SELL         -50  167.75     8387.5       -1.20
TQQQ  3/1/2018 10:37   BUY           50   167.7      -8385       -1.00
TQQQ  3/1/2018 10:41   SELL         -50  167.95     8397.5       -1.20


03/02/18
Trades: 14
Profit: $77
Code: 
Symbol        Date    Time  Buy/Sell   Quantity     Price  Proceeds    Commission
TQQQ       3/2/2018   12:29    BUY            50       159     -7950            -1
TQQQ       3/2/2018   12:29   SELL           -50    159.25    7962.5         -1.19
TQQQ       3/2/2018   12:31    BUY            50    158.94     -7947            -1
TQQQ       3/2/2018   12:47   SELL           -50    159.19    7959.5         -1.19
TQQQ       3/2/2018   12:58    BUY            50       160     -8000            -1
TQQQ       3/2/2018   12:58   SELL           -50    160.25    8012.5         -1.19
TQQQ       3/2/2018   13:01    BUY            50    159.81   -7990.5            -1
TQQQ       3/2/2018   14:17    BUY            50    159.97   -7998.5            -1
TQQQ       3/2/2018   14:17   SELL           -50    160.06      8003         -1.19
TQQQ       3/2/2018   14:46    BUY            50    160.04     -8002            -1
TQQQ       3/2/2018   14:46   SELL           -50    160.22      8011         -1.19
TQQQ       3/2/2018   14:49   SELL           -50    160.29    8014.5         -1.19
TQQQ       3/2/2018   14:52    BUY            50     160.1     -8005            -1
TQQQ       3/2/2018   15:25   SELL           -50    160.14      8007         -1.19
 
Last edited:
03/05/18
Trades: 26
Net: +$119
Commissions: $26.35

Code: 
Symbol     Date/Time    Buy/Sell      Quantity    Price   Proceeds     Commission
TQQQ      3/5/2018 9:54   BUY               50   159.73   -7986.50          -1.00
TQQQ      3/5/2018 9:54   SELL             -50   159.93    7996.50          -1.19
TQQQ     3/5/2018 10:02   BUY               50   160.03   -8001.50          -1.00
TQQQ     3/5/2018 10:03   SELL             -50   160.22    8011.00          -1.19
TQQQ     3/5/2018 10:10   BUY               50   159.65   -7982.50          -1.00
TQQQ     3/5/2018 10:27   SELL             -50   159.85    7992.50          -1.19
TQQQ     3/5/2018 10:32   BUY               50   160.25   -8012.50          -1.00
TQQQ     3/5/2018 10:36   SELL             -50   160.44    8022.00          -1.19
TQQQ     3/5/2018 10:55   BUY               50   161.91   -8095.50          -1.00
TQQQ     3/5/2018 10:56   SELL             -50   162.11    8105.50          -1.19
TQQQ     3/5/2018 11:06   BUY               20   163.26   -3265.20          -1.00
TQQQ     3/5/2018 11:06   BUY               30   163.26   -4897.80           0.00
TQQQ     3/5/2018 11:07   SELL             -50   163.46    8173.00          -1.19
TQQQ     3/5/2018 11:18   BUY               50   163.48   -8174.00          -1.00
TQQQ     3/5/2018 11:19   SELL             -50   163.68    8184.00          -1.20
TQQQ     3/5/2018 11:56   BUY               50   166.19   -8309.50          -1.00
TQQQ     3/5/2018 11:57   SELL             -41   166.39    6821.99          -1.16
TQQQ     3/5/2018 11:57   SELL              -9   166.39    1497.51          -0.04
TQQQ     3/5/2018 12:10   BUY               50   167.22   -8361.00          -1.00
TQQQ     3/5/2018 12:58   SELL             -50   167.42    8371.00          -1.20
TQQQ     3/5/2018 13:21   BUY               50   168.05   -8402.50          -1.00
TQQQ     3/5/2018 14:56   SELL             -50   168.25    8412.50          -1.20
TQQQ     3/5/2018 15:12   BUY               50   168.41   -8420.50          -1.00
TQQQ     3/5/2018 15:19   SELL             -50   168.61    8430.50          -1.20
TQQQ     3/5/2018 15:33   BUY               50   168.52   -8426.00          -1.00
TQQQ     3/5/2018 15:43   SELL             -50   168.72    8436.00          -1.20

Definitely not the smartest bot on the planet :)
 
03/06/18

Tested random bot with 11 cent spread for fast in and out, 11 cents for a lot of 50 shares can barely cover commissions.
Added dumb constraints on last trades and bars.
Added market recorder collecting data for back testing.
Commit 726f901.
As usual, the bot stuck on the highest hill. Need to add a trend analysis and capability to go long/short.

Trades (buy/sell pairs): ~23
Net: $147.40
Commissions: $57.24
Profit: $90.16 = $147.40 - $57.24 = 90.16

Code: 
Symbol        Date/Time Buy/Sell  Quantity   Price   Proceeds Commission
TQQQ     3/6/2018 10:33    BUY          50  171.40   -8570.00      -1.00
TQQQ     3/6/2018 10:33   SELL         -50  171.51    8575.50      -1.20
TQQQ     3/6/2018 10:57    BUY          50  168.64   -8432.00      -1.00
TQQQ     3/6/2018 11:02   SELL         -50  168.75    8437.50      -1.20
TQQQ     3/6/2018 11:11    BUY          50  168.50   -8425.00      -1.00
TQQQ     3/6/2018 11:11   SELL         -50  168.61    8430.50      -1.20
TQQQ     3/6/2018 11:11    BUY          50  168.36   -8418.00      -1.00
TQQQ     3/6/2018 11:13   SELL         -50  168.47    8423.50      -1.20
TQQQ     3/6/2018 11:13    BUY          50  168.49   -8424.50      -1.00
TQQQ     3/6/2018 11:14   SELL         -50  168.60    8430.00      -1.20
TQQQ     3/6/2018 11:15    BUY          46  168.19   -7736.74      -1.00
TQQQ     3/6/2018 11:15    BUY           4  168.19    -672.76       0.00
TQQQ     3/6/2018 11:15   SELL         -50  168.30    8415.00      -1.20
TQQQ     3/6/2018 11:15    BUY          50  168.57   -8428.50      -1.00
TQQQ     3/6/2018 11:18   SELL         -20  168.68    3373.60      -1.08
TQQQ     3/6/2018 11:18   SELL         -30  168.68    5060.40      -0.12
TQQQ     3/6/2018 11:20    BUY          50  168.73   -8436.45      -1.00
TQQQ     3/6/2018 11:58   SELL         -50  168.84    8442.00      -1.20
TQQQ     3/6/2018 12:04    BUY          50  168.85   -8442.50      -1.00
TQQQ     3/6/2018 12:04   SELL         -50  168.96    8448.00      -1.20
TQQQ     3/6/2018 12:08    BUY          50  168.74   -8437.00      -1.00
TQQQ     3/6/2018 12:09   SELL         -50  168.85    8442.50      -1.20
TQQQ     3/6/2018 12:09    BUY          50  168.84   -8442.00      -1.00
TQQQ     3/6/2018 12:09   SELL         -50  168.95    8447.50      -1.20
TQQQ     3/6/2018 12:09    BUY          50  168.90   -8444.75      -1.00
TQQQ     3/6/2018 12:11   SELL         -50  169.01    8450.50      -1.20
TQQQ     3/6/2018 12:15    BUY          50  168.91   -8445.50      -1.00
TQQQ     3/6/2018 12:16   SELL         -50  169.07    8453.50      -1.20
TQQQ     3/6/2018 12:16    BUY          50  169.07   -8453.50      -1.00
TQQQ     3/6/2018 12:17   SELL         -50  169.18    8459.00      -1.20
TQQQ     3/6/2018 12:18    BUY          50  169.07   -8453.45      -1.00
TQQQ     3/6/2018 12:18   SELL         -50  169.18    8459.00      -1.20
TQQQ     3/6/2018 12:22    BUY          50  168.98   -8449.00      -1.00
TQQQ     3/6/2018 12:42   SELL         -50  169.09    8454.50      -1.20
TQQQ     3/6/2018 12:42    BUY          20  169.07   -3381.40      -1.00
TQQQ     3/6/2018 12:42    BUY          30  169.07   -5072.10       0.00
TQQQ     3/6/2018 12:43   SELL         -50  169.18    8459.00      -1.20
TQQQ     3/6/2018 12:47    BUY          50  169.38   -8469.00      -1.00
TQQQ     3/6/2018 12:47   SELL         -50  169.49    8474.50      -1.20
TQQQ     3/6/2018 12:48    BUY          50  169.39   -8469.45      -1.00
TQQQ     3/6/2018 12:49   SELL         -50  169.51    8475.50      -1.20
TQQQ     3/6/2018 12:54    BUY          50  169.68   -8484.00      -1.00
TQQQ     3/6/2018 12:56   SELL         -50  169.80    8490.00      -1.20
TQQQ     3/6/2018 12:57    BUY          50  170.17   -8508.50      -1.00
TQQQ     3/6/2018 12:57   SELL         -50  170.28    8514.00      -1.20
TQQQ     3/6/2018 13:03    BUY          50  170.46   -8523.00      -1.00
TQQQ     3/6/2018 13:06   SELL         -50  170.57    8528.50      -1.20
TQQQ     3/6/2018 13:06    BUY          10  170.44   -1704.40      -1.00
TQQQ     3/6/2018 13:06    BUY          40  170.44   -6817.60       0.00
TQQQ     3/6/2018 13:06   SELL         -45  170.55    7674.75      -1.18
TQQQ     3/6/2018 13:06   SELL          -5  170.55     852.75      -0.02
TQQQ     3/6/2018 13:09    BUY          50  170.40   -8520.00      -1.00
TQQQ     3/6/2018 13:10   SELL         -50  170.52    8526.00      -1.20
TQQQ     3/6/2018 13:12    BUY          50  170.51   -8525.50      -1.00
TQQQ     3/6/2018 13:16   SELL         -50  170.62    8531.00      -1.20
TQQQ     3/6/2018 13:17    BUY          50  170.36   -8518.00      -1.00
TQQQ     3/6/2018 13:17   SELL         -50  170.47    8523.50      -1.20

MP93BBw.png
 
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