Forex/Futures ST for Week 6/10-6/14

greenback

hahaa 发表于 2013-6-9 11:15 PM
算了，还是把这个地雷删了。不该赚的钱不赚，不贪心为好。不敢凭感觉做单，还是等着买突破吧。

I got my NKD by setting a mine after the Fri's close since I saw the DTers were eager to get out. In the end I got it right before the close @2pm. I'll set a stop loss this time to break even instead of trailing stop first  for protection ... It's just a bet in the end.

greenback

hahaa 发表于 2013-6-9 11:15 PM
算了，还是把这个地雷删了。不该赚的钱不赚，不贪心为好。不敢凭感觉做单，还是等着买突破吧。

That's why I find machines are better suited for trading. My trend following algo was optimized for the bull market. It aggressively buys every good dip and uses trailing stop for protection. Nevertheless, there is an extra long hold time over three weeks! So it's working as expected to follow the trend as long as it can, but it's much safer than buy and hold by removing the emotion out of trading.

棋王

hahaa

greenback 发表于 2013-6-9 11:18 PM
I got my NKD by setting a mine after the Fri's close since I saw the DTers were eager to get out.  ...

NKD前面那一波走得太妖，牛时牛得要死，熊时一塌糊涂，我有点儿不敢碰了。USD/JPY相对较好。NKD和ES正相关，我还是喜欢ES更多些。很长时间没看绿老大动ES了，呵呵。看下面NKD如何表演。

greenback

hahaa 发表于 2013-6-10 12:39 AM
NKD前面那一波走得太妖，牛时牛得要死，熊时一塌糊涂，我有点儿不敢碰了。USD/JPY相对较好。NKD和ES正相关 ...

It was a good profit from overnight, and also the Jun contract will expire on Thu, so a good time to close the trade ...
Will come in when ES reverses up again ...

hahaa

greenback 发表于 2013-6-10 09:23 AM
It was a good profit from overnight, and also the Jun contract will expire on Thu, so a good tim ...

greenback

Okay first on the daily recap ...
Most equity indices stopped at MA20, except Russell that is the most bullish. NIKKEI stopped at an important S/R. Tomorrow is again the key ... Sorry for saying this. Since we don't want to predict but follow MM/leaders, that's all we can do: wait and see. The trading plan is thus: if you have long, just keep it; if you are in cash, buy the breakout.

greenback

Major bonds are consistently bearish. So remain in our short-bond trade in the portfolio.

greenback

Currency majors are favoring non-USD today, i.e. we have a risk-on trading going on. JPY is consistent with this theme.

greenback

Metals are consolidating and remain bearish ...

greenback

Energies are consolidating, crude is bullish and NG is bearish.

greenback

Here is last Fri's rebalanced portfolio:

greenback

Okay, today's update at morningstar is quick ... Here is the portfolio at EOD:

greenback

Update on the machine trades overnight.  All times are in CA time.

The long in YM was stopped out at 8:20pm last night at 15193, with a profit from the entry of 14933;
A new long was entered at 8:40am today at 15174. Trailing stp 100 pts.

No short was triggered.

I also tested ES trades, it has larger drawdown and lower success rate, but its net profit is higher than the YM trades. Here you are:

It bot ES at 8:20am at 1632.50. It sold the long at 2:20am at 1633.50. Trailing stop 15pts.

No short was entered.

NQ back test was terrible, which is an indication it's not good for trend folllowing, at least for the first five months this year.

hahaa

greenback 发表于 2013-6-11 11:13 AM
Update on the machine trades overnight.  All times are in CA time.

The long in YM was stopped out ...

hahaa

NG正站在两个强支撑上，这里还有是4小时图的W牛旗的支撑，所以我觉得这里向上的反弹几率很高。

NGN3: +3.769, st @ 3.68.
止损有点儿大，等着反弹起来后再调。

hahaa

NG的小图：

greenback

hahaa 发表于 2013-6-11 12:55 PM
NG的小图：

Promising!

greenback

greenback 发表于 2013-6-11 12:13 PM
Update on the machine trades overnight.  All times are in CA time.

The long in YM was stopped out ...

YM was stopped out at 15147 ...
ES long is still there ...

greenback

greenback 发表于 2013-6-11 01:42 PM
YM was stopped out at 15147 ...
ES long is still there ...

Well, YM got bot again at 15147, so we are back to long ...