NexusFi: Find Your Edge


Home Menu

 





Pajot's Trading Journal


Discussion in Trading Journals

Updated
      Top Posters
    1. looks_one Pajot with 132 posts (24 thanks)
    2. looks_two aquarian1 with 10 posts (3 thanks)
    3. looks_3 nakachalet with 8 posts (4 thanks)
    4. looks_4 Big Mike with 6 posts (2 thanks)
      Best Posters
    1. looks_one Hotch with 2 thanks per post
    2. looks_two nakachalet with 0.5 thanks per post
    3. looks_3 aquarian1 with 0.3 thanks per post
    4. looks_4 Pajot with 0.2 thanks per post
    1. trending_up 21,207 views
    2. thumb_up 37 thanks given
    3. group 8 followers
    1. forum 161 posts
    2. attach_file 119 attachments




 
Search this Thread

Pajot's Trading Journal

  #151 (permalink)
 Pajot 
Toronto, ON
 
Experience: Intermediate
Platform: NT
Broker: IB
Trading: ES, CL
Posts: 148 since May 2010
Thanks Given: 13
Thanks Received: 38

Not too many trades today, for various reasons. Since it's a profitable day, I don't mind too much, but will still study the rejected trades. Later...




Visit my NexusFi Trade Journal Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
ZombieSqueeze
Platforms and Indicators
Trade idea based off three indicators.
Traders Hideout
Better Renko Gaps
The Elite Circle
Exit Strategy
NinjaTrader
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Just another trading journal: PA, Wyckoff & Trends
33 thanks
Tao te Trade: way of the WLD
24 thanks
My NQ Trading Journal
14 thanks
GFIs1 1 DAX trade per day journal
11 thanks
HumbleTraders next chapter
11 thanks
  #152 (permalink)
 Pajot 
Toronto, ON
 
Experience: Intermediate
Platform: NT
Broker: IB
Trading: ES, CL
Posts: 148 since May 2010
Thanks Given: 13
Thanks Received: 38

A slow day and a good occasion to learn one or two things, get new ideas for the code. I had a black-out period caused by problems with NT and I cannot even replay the last few days missing from the journal, so can't generate the charts and results after the fact.

It was weird... I am still using NT 6.5 and I have discovered there are situations when charts not visible on the screen run in the background, probably from the Default workspace when I am under a custom one. I guess it shouldn't be a problem with normal indicators, but it is a problem with the way my indicators run. It messes up everything and I had to look at what was going on, with clear evidence of what was happening and no effective way to address the problem. I had to go through guesses and various tries and ended up cleaning and closing the custom workspaces and running only the Default one. It seems fine now. I wonder if this issue is still there in NT 7 and if it is even considered an issue since any number of "normal" indicators can run on any number of charts. Mine have to be a sort of singleton. Not ready to move to NT 7 yet, as I have no idea what will be required to migrate my code and I don't want to shift focus to anything yet.

The code to limit the daily loss to a pre-defined amount is now working. I've played a bit with code that tells me when a strong bull or bear bar just closed and will tweak further. Another priority on my list is to add the code to decide which exceptions will apply to which entry types outside the code. As I come up with more rules, I don't like that I have to change everything in code when this is a classic configuration item that should go to either the database or the xml configuration file.

Pretty quiet day because of the small ATR. 6 out of 10 trades where scratches, my classic -$4.02 trade. This is caused by the trailing target code and I like how it works.

Here are the chart and the trades:




Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #153 (permalink)
 Pajot 
Toronto, ON
 
Experience: Intermediate
Platform: NT
Broker: IB
Trading: ES, CL
Posts: 148 since May 2010
Thanks Given: 13
Thanks Received: 38


I said in a previous post: I should switch to and use signals from charts on higher time frames when the ATR on 5min is too small. The swings may still be there and they can be captured by putting together more bars, hence the higher time frames. Big item to work on, as I have to adapt my code for charts that are not 5min. I really like the idea and it makes a lot of sense. I can currently send some signals from other charts, but only limited. Switching all the signals, with properly adjusted ATM, would add value here, I am sure. Sort of fractals for different timeframes .

Details for the day:




Visit my NexusFi Trade Journal Started this thread Reply With Quote
Thanked by:
  #154 (permalink)
 Pajot 
Toronto, ON
 
Experience: Intermediate
Platform: NT
Broker: IB
Trading: ES, CL
Posts: 148 since May 2010
Thanks Given: 13
Thanks Received: 38

A few things to change after today, nothing spectacular. Details:




Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #155 (permalink)
 Pajot 
Toronto, ON
 
Experience: Intermediate
Platform: NT
Broker: IB
Trading: ES, CL
Posts: 148 since May 2010
Thanks Given: 13
Thanks Received: 38

I could go back and replay one of the missing days, so here it is:




Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #156 (permalink)
 Pajot 
Toronto, ON
 
Experience: Intermediate
Platform: NT
Broker: IB
Trading: ES, CL
Posts: 148 since May 2010
Thanks Given: 13
Thanks Received: 38

Some profit after 18 trades today. Only the chart for now, as I can't process the screen shot for the trades on iPad.


Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #157 (permalink)
 Pajot 
Toronto, ON
 
Experience: Intermediate
Platform: NT
Broker: IB
Trading: ES, CL
Posts: 148 since May 2010
Thanks Given: 13
Thanks Received: 38


Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #158 (permalink)
 Pajot 
Toronto, ON
 
Experience: Intermediate
Platform: NT
Broker: IB
Trading: ES, CL
Posts: 148 since May 2010
Thanks Given: 13
Thanks Received: 38

Some very interesting journals out there. I took the time to go through a few and I loved how some of the traders put everything on display: setups, feelings, techniques, thoughts, ideas, own philosophy of life and trading. Beautiful! Congrats to all participants and winners!

Verba volant, scripta manent, so I know the journals will always be here and I can get back to some of the posts in the future, including in my own journal.

From an exclusive March challenge perspective, very slight chances for new comers, as older journals and long(er) time traders took the spoils. There are journals in top 9 (10 is not in fashion anymore!?) that do not qualify for the March challenge as it was defined before we started. Some have only a handful of entries for the entire month, but they belong to popular people on futures.io (formerly BMT) and are, overall, popular and interesting journals.

Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #159 (permalink)
 Pajot 
Toronto, ON
 
Experience: Intermediate
Platform: NT
Broker: IB
Trading: ES, CL
Posts: 148 since May 2010
Thanks Given: 13
Thanks Received: 38

Yesterday, my strategy had a series of bad trades and it stopped trading once it reached a loss of -$200. I forgot to save the chart, so I will run reply at some point and post it here.

I started to play with CL a bit, trying to get used to the "beast" and automate a strategy based on a range chart. Some of the code I have for ES will apply, mostly around reasons to stay the hell out. I like the long swings in CL and they can be very profitable. If I manage to stay on my hands when the chop rules, then I am golden. Sounds easy in theory, I know it's not.

About my ES strategy, I will allow all the trades, including the normally rejected ones, so I can track how they perform. It is the best way to validate the exceptions, not only the entries. They will go into the database with all the info attached, so I can run reports afterwards.

Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #160 (permalink)
 
djkiwi's Avatar
 djkiwi 
Mercer Island WA
 
Experience: Advanced
Platform: Ninjatrader/Strategy Desk
Broker: Various
Trading: TF/NQ/ES/Stocks
Posts: 561 since May 2010
Thanks Given: 981
Thanks Received: 1,558


Hi Pajot. This is an interesting journal. I noticed you are still using Ninja 6.5 and was wondering the reason why that was so. I'm not trying to influence your choice but will say Ninja 7 is quite a stepup from Ninja 6.5 in all areas and may at least be worth a trial.

Good luck
DJ

Reply With Quote
Thanked by:




Last Updated on April 30, 2012


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts