Trading Robot's Journal

Quote from sondermark:

Which metric are you using to determen which stocks get out of range? I am testing a system that seems quite similar to your xbar, but we often hold different positions. My system is using 1 ATR, what do you use? (stdDev?)
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Hi, Steffan!

We using some different metric for get out of range :

xBarRange - market drops are measured in average daily ranges relative to the current High;

xBarLow - market drops are measured in average daily ranges relative to yesterday's Low;

xBarMove - market drops are measured in daily average bars relative to High;

xBarVolume - market drops are measured taking into account the traded volumes, as a result, buying on smaller market drops in case of large traded volumes is possible.


Some information in our blog>>
 
Hi Ant,

Interesting stuff. My (test) system took long positions in:

CLF @ 35.66
GLW @ 12.14
HPQ @ 15.88
SEE @ 17.88
BTU @ 25.36
VRSN @ 37.73
CNX @ 29.81
AIF @ 35.11
SLM @ 17.36

They were all sold on close. Looking forward to seeing which ones we have in common today.


Best regards,
Steffan
 
Quote from sondermark:

Hi Ant,

Interesting stuff. My (test) system took long positions in:

CLF @ 35.66
GLW @ 12.14
HPQ @ 15.88
SEE @ 17.88
BTU @ 25.36
VRSN @ 37.73
CNX @ 29.81
AIF @ 35.11
SLM @ 17.36

They were all sold on close. Looking forward to seeing which ones we have in common today.


Best regards,
Steffan
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On January 11th , we had four positions and only one of them matched yours (BTU).
Different mechanism of measurement of intraday drops would lead to different positions.
More importantly, we have similar ideas.
 
1-17-2013

1-17-2013.png


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We are going to continue publishing of a journal after a short break that was caused by a release of a new version of AntTrader, that would be available for all our clients shortly.

We changed the way we enter the positions.
From now on, we are going to use dollar amount rather than the size.
In our public account we are going to use $10,000 per position or less.



UNeO1AE8
 
1-18-2013

1-18-2013.PNG


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We got a mass entrance of shorts in the morning.
One moment, we had intraday profit of $1500, but market reversed.
However, we had some longs by that time.
Of course, the position was still rather bearish, but it was hedged partially .
Despite of a strong move of the market up, shorts stayed green for us.
Good example of weak stocks staying weak.
However, the major portion of the profit was generated by xBars.


Yv1KJjg3
 
1-23-2013

1-23-2013.PNG


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There was a very common scenario yesterday for uptrend market.
Sharp drop in the morning followed by the reversal till the end of the day.
These days we usually get several Xbars that end up in a profit as market markets bid up anything that fell in the beginning.

lm82lmoR
 
1-28-2013

1-28-2013.png


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We missed several signals due to a mistake in a new version of AntTrader.
That is why we had less transactions then in simulation.
The day was rather volatile .
We got several XBars after move down that were covered in the end of the day. Overall, small plus at the end.


Cr3D0rJt
 
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