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Search: Posts Made By: ShadowFox
Forum: Trading Journals March 1st, 2022, 05:45 AM
Replies: 33
Views: 6,940
Posted By ShadowFox
Yes I am still trading this system. It is still...

Yes I am still trading this system. It is still doing very well, even in current market conditions. I used this journal as a way to keep me honest with the system. It was much more aggressive than...
Forum: Trading Journals March 1st, 2022, 05:28 AM
Replies: 33
Views: 6,940
Posted By ShadowFox
In my opinion, any slippage or inefficiencies are...

In my opinion, any slippage or inefficiencies are minor and many times I get better fills than my strategy, so I think it's probably a wash after a few trades. You do have a difference in minimum...
Forum: Trading Journals July 6th, 2021, 05:08 PM
Replies: 33
Views: 6,940
Posted By ShadowFox
Week 9 Got caught by surprise on the grain...

Week 9

Got caught by surprise on the grain acreage report this week but made some nice trades in equities going into the holiday weekend and holding over.

I still hate the MGC commissions from...
Forum: Trading Journals June 28th, 2021, 06:11 PM
Replies: 33
Views: 6,940
Posted By ShadowFox
Week 8 Not much action last week. Minor...

Week 8

Not much action last week.

Minor changes to the system. Grains will trade full size contracts as of yesterday. I did not like how the mini grain contracts traded especially outside of...
Forum: Trading Journals June 21st, 2021, 05:05 PM
Replies: 33
Views: 6,940
Posted By ShadowFox
Week 7 Wow what a week. My system traded the...

Week 7

Wow what a week. My system traded the FOMC report brilliantly. For financials, I caught some nice shorts on report day then some longs the next day. I caught a huge short in gold that ran...
Forum: Trading Journals June 14th, 2021, 05:40 PM
Replies: 33
Views: 6,940
Posted By ShadowFox
Okay here's the deal, I had a big drawdown last...

Okay here's the deal, I had a big drawdown last week. I wrote about the struggle day a few days back. What did I do when I saw this big drawdown? I added funds... Crazy right? I know most people...
Forum: Trading Journals June 14th, 2021, 05:14 PM
Replies: 33
Views: 6,940
Posted By ShadowFox
Week 6 Well what a day to erase the drawdown...

Week 6

Well what a day to erase the drawdown week and terrible day last week! Great shorts in grains and gold and longs in equities today.

6/14/2021: Current real-time account equity = $10,585...
Forum: Trading Journals June 10th, 2021, 09:36 PM
Replies: 33
Views: 6,940
Posted By ShadowFox
Kevin, thank you for the encouraging words. No I...

Kevin, thank you for the encouraging words. No I know that "they" are not out to get my measley micro. I use "they" as in the market makers. I know they are not going to move ES 40 points just to get...
Forum: Trading Journals June 10th, 2021, 07:58 PM
Replies: 33
Views: 6,940
Posted By ShadowFox
Need to update midweek because I finally had a...

Need to update midweek because I finally had a huge losing day and I want to journal what happened. They ran stops in everything I was trading today and that made for a very tough trading day. If I...
Forum: Trading Journals June 7th, 2021, 05:19 PM
Replies: 33
Views: 6,940
Posted By ShadowFox
Week 5 Great week until today. I got caught...

Week 5

Great week until today. I got caught long in wheat right before the selloff this morning. Grains were looking bullish and had some great trades again until todays reversal. Financial...
Forum: Trading Journals June 1st, 2021, 01:37 PM
Replies: 33
Views: 6,940
Posted By ShadowFox
Thank you for the response. This is a good way to...

Thank you for the response. This is a good way to look at diversification. I haven't really looked too closely at the overall balance of the portfolio yet. I built the system based on 1 full size...
Forum: Trading Journals June 1st, 2021, 01:20 PM
Replies: 33
Views: 6,940
Posted By ShadowFox
I am not looking to give away much about the...

I am not looking to give away much about the system currently as I do not even know if it is sound in all market conditions. The backtesting shows a nice steady equity curve and that is what I am...
Forum: Trading Journals June 1st, 2021, 01:04 PM
Replies: 33
Views: 6,940
Posted By ShadowFox
Yes I found that on the forum. I am really...

Yes I found that on the forum. I am really excited about this addition as my system has been trading CL very well but I have been missing out due to QM being too leveraged. I will definitely be...
Forum: Trading Journals June 1st, 2021, 12:53 PM
Replies: 33
Views: 6,940
Posted By ShadowFox
Week 4 Missed the update last week due to...

Week 4

Missed the update last week due to being away from the trading desk. Remote monitored and all trades fired correctly. Was actually great trading the last couple of weeks and made being away...
Forum: Trading Journals May 17th, 2021, 06:13 PM
Replies: 33
Views: 6,940
Posted By ShadowFox
Week 2 Not a great week but made new highs...

Week 2

Not a great week but made new highs on the equity run up and new highs on the account. I am happy with the trading even in the current financial market environment. Both the financial and...
Forum: Trading Journals May 10th, 2021, 07:29 PM
Replies: 33
Views: 6,940
Posted By ShadowFox
One week down and things are shaping up. My...

One week down and things are shaping up. My thoughts on starting the strategy during a normal drawdown period were almost perfect. Had a nice run-up right after turning the system on then the...
Forum: Trading Journals May 5th, 2021, 09:39 AM
Replies: 33
Views: 6,940
Posted By ShadowFox
So following up to decisions made yesterday. As...

So following up to decisions made yesterday. As stated in post 1, the portfolio and each individual asset is based on full size contracts. The plan was to trade micro/E-miny contracts to reduce the...
Forum: Trading Journals May 4th, 2021, 07:05 PM
Replies: 33
Views: 6,940
Posted By ShadowFox
I can already see I am over invested in energy...

I can already see I am over invested in energy for the system. Sadly the E-Miny contracts aren't so mini. QM is only 1/2 a CL contract. Not really sure what to do about it at this point until I can...
Forum: Trading Journals May 4th, 2021, 05:19 PM
Replies: 33
Views: 6,940
Posted By ShadowFox
5/4/2021 Closed Trades: 4 $117 (including...

5/4/2021

Closed Trades: 4 $117 (including commissions)

Open Trades: $149.82
Long QM $375
Long YK $8.75
Short MES -$6.25
Short MGC -$16
Long YC -$51.25
Forum: Trading Journals May 3rd, 2021, 05:52 PM
Replies: 33
Views: 6,940
Posted By ShadowFox
I did some more digging into the correlation of...

I did some more digging into the correlation of individual assets with the strategy. To my surprise its way less correlated than I thought. NQ and ES give a decent correlation on a daily basis. But...
Forum: Trading Journals May 3rd, 2021, 05:19 PM
Replies: 33
Views: 6,940
Posted By ShadowFox
5/3/2021 Closed Trades: None Open...

5/3/2021

Closed Trades: None

Open Trades: $146.25
Long MGC $165
Long QM $37.5
Short MNQ $15
Long MES -$71.25
Forum: Trading Journals May 3rd, 2021, 01:43 PM
Replies: 33
Views: 6,940
Posted By ShadowFox
The average hold time for the portfolio is 15...

The average hold time for the portfolio is 15 market hours, but most are overnight (or over session break holds). Generally speaking, most positions are opened sometime on session 1 and closed...
Forum: Trading Journals May 3rd, 2021, 12:16 PM
Replies: 33
Views: 6,940
Posted By ShadowFox
The futures system was developed around full size...

The futures system was developed around full size contracts as getting accurate micro data for some assets is difficult or impossible. The current version of the system trades micro's based on full...
Forum: Trading Journals May 3rd, 2021, 12:03 PM
Replies: 33
Views: 6,940
Posted By ShadowFox
Momentum Based Algo Swing Trading

I have been Algo trading live for about 5 years. My main strategy over this time period has been swing trading sentiment stocks. I trade a portfolio of stocks with high volatility and swing trade...
Showing results 1 to 24 of 24

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