06/01/2011 Trading Signals

Cobra

THE SHORT-TERM TREND IS DOWN, I HOLD BOTH LONG (TRAPPED) AND SHORT OVERNIGHT

76% or 67% chances are green day tomorrow, but GENERALLY the pullback shouldn’t be over yet as I see only the very 1st down leg on the SPY 60 min chart, so at least missing one more leg down.

Cobra Impulse System initiated another short position today. Just a reminder though, the short setup had only 68% winning rate.

MECHANICAL TRADING SIGNALS: 

	TREND	MOMENTUM	COMMENT
Long-term	2 of 2 BUY
Intermediate	5 of 5 SELL	5 of 5 NEUTRAL	Cobra Impulse in SELL mode; Non-Stop in SELL mode.
Short-term		6 of 6 NEUTRAL
SPY SYSTEM	ENTRY	STOP LOSS	INSTRUCTION: back test is HERE, signals are HERE.
Non-Stop	05/10 S	N/A	Short is for aggressive traders only.
CI Swing	*06/01 S	2*ATR(10)	*Short position initiated on 06/01.

DEMO ACCOUNT FOR SHORT-TERM MODEL:

TICKER Entry Date Entry Share Stop Loss Exit Date Exit Profit Comment SDS 06/01/2011 $20.61 100 $20.05   SSO 05/27/2011 $53.70 100 $52.13 Mistakenly closed the 05/26 long, bought back. SDS 05/25/2011 $20.92 200 $20.05 Not fully positioned, may add on the way up. LAST   1692.00   SUM   1692.00

$200 max loss allowed per trade. For fun only. LAST = Year to the last month balance.

chickencoop

ninemao

sf

IMeMyself

floor

ysc

ninemao

今天的leg down 不能算5/23 的2nd leg? 这数腿该咋数?

xiaochong

I HOLD BOTH LONG (TRAPPED) AND SHORT OVERNIGHT

班长，您这样不会精神错乱哈？一会这个trap，一会那个trap

fara

cw8888

oldfox

Cobra

ninemao 发表于 2011-6-1 17:18
今天的leg down 不能算5/23 的2nd leg? 这数腿该咋数?

不算。

UFO007

顶....

UFO007

Cobra

xiaochong 发表于 2011-6-1 17:19
I HOLD BOTH LONG (TRAPPED) AND SHORT OVERNIGHT

班长，您这样不会精神错乱哈？一会这个trap，一会那个 ...

最近在调整model，没想好long这种情况应该在哪里出去，所以就先算持有了。真实trading的话，我也应该会低估了今天的sell off，认为不管怎么跌，收盘都是buy，所以肯定会眼睁睁的看着long进水，所以这么记，算公平啦。

ninemao

Cobra 发表于 2011-6-1 17:23
不算。

5/23 后又没有新低，为什么不算？

Cobra

xiaochong 发表于 2011-6-1 17:19
I HOLD BOTH LONG (TRAPPED) AND SHORT OVERNIGHT

班长，您这样不会精神错乱哈？一会这个trap，一会那个 ...

另外，trend following，最后一单肯定是要输的。这么双向把着，对现在这种上上下下的市场正合适啊，管它骇浪滔天，我自巍然不动。赚钱是次要的，少损失才是最重要的。

Diver

Cobra

ninemao 发表于 2011-6-1 17:27
5/23 后又没有新低，为什么不算？

你说的是daily图啊，那可能是2nd leg down。我不是说了on SPY 60 min chart吗？那个图上，这是1st leg down。

hifive

当时惘然