GFIs1 1 DAX trade per day journal (Page 39) - Trading Journals | futures.io
futures.io futures trading
 

Go Back   futures.io

> Futures Trading, News, Charts and Platforms > Trading Journals


GFIs1 1 DAX trade per day journal
Started:February 18th, 2012 (07:46 AM) by GFIs1 Views / Replies:262,902 / 2,760
Last Reply:6 Hours Ago (09:49 AM) Attachments:173

Welcome to futures.io.

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.


You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike
     

Reply
 173  
 
Thread Tools Search this Thread

GFIs1 1 DAX trade per day journal

Old August 31st, 2012, 01:11 PM   #381 (permalink)
Elite Member
Bangkok, Thailand
 
Futures Experience: Intermediate
Platform: Matlab, Self-Made Platform
Favorite Futures: GC, CL, Forex
 
Posts: 139 since Mar 2011
Thanks: 284 given, 160 received

Statistical Analysis - whole data

I ran the same tests with the whole data available (since the beginning of published scores) and found out amazing results. GFIs1, you sir are a genius (or then some of the data is not correct)!

Number of trades: 148
Mean points per trade: +6.9
Standard deviation of trade: 32.0 points
Average winning trade: 31.7 points
Average losing trade: -20.6 points
Winning percentage: 52.0%
Risk/reward ratio: 1.54:1

Assuming 75000EUR starting capital:

Annual Volatility: 13.6%
Annualized Sharpe Ratio (assuming 4% risk free rate): 3.03
GACR: 55.4%

Monte Carlo (100k repetitions) results yielded chance of positive score: 99.6%

Attached MC simulation and data.

Edit: Starting capital amount corrected for volatility, sharpe and gacr calculations... (90k -> 75k)

Attached Thumbnails
GFIs1 1 DAX trade per day journal-gfis1_mc2.png  
Attached Files
Register to download File Type: txt GFIs1_trades.txt (2.4 KB, 13 views)

Last edited by rounder8; September 1st, 2012 at 05:17 AM.
Reply With Quote
     
The following 3 users say Thank You to rounder8 for this post:
     

Old September 1st, 2012, 04:05 AM   #382 (permalink)
loeser
Belgium/Antwerp
 
Futures Experience: Beginner
Platform: Metatrader4
Favorite Futures: Eur/Usd, s&p, DAX, DOW
 
Posts: 20 since Apr 2012
Thanks: 3 given, 11 received

GFIs1 has a very good system and is a good trader.
One question, where is the Stop loss in case of wrong trade ? How many points ?

Keep on going GFIs1. Nice thread.

Reply With Quote
     

Old September 1st, 2012, 05:03 AM   #383 (permalink)
Market Wizard
Switzerland
 
Futures Experience: Intermediate
Platform: Investor/RT
Broker/Data: IB / DTN
Favorite Futures: Futures
 
Posts: 3,551 since Feb 2012
Thanks: 3,083 given, 6,180 received

SL settings


Thanks @loeser

SL settings are for normal days (>90% of time) 30 points,
on special days with foreseen high volatility 40 points.

This means a calculated maximum loss of 750 to 1'000 per car and trade.
Data based on futures dealed with Interactive Brokers.

GFIs1

Reply With Quote
     

Old September 1st, 2012, 09:51 AM   #384 (permalink)
Trading for Fun
Vienna Austria
 
Futures Experience: Advanced
Platform: Sierra Chart
Favorite Futures: NQ, FGBL, 6E, GC
 
Posts: 117 since Mar 2012
Thanks: 16 given, 65 received

I'm curious on one aspect, the spread this week (TT FIX feed from Velocity) barely managed to stay at 0.5 pips, ive seen it bounce around in the 1.0 points area (spread) and deviating from the last traded price by quite a bit.

Anybody else have this issue this week on the FDAX?

FGBL stayed stable as it usually does but dax was simply a disaster to scalp on m1 with the spread, with 5 point stopouts it really kills some of your positions =/

Nice charts as usual

Reply With Quote
     

Old September 1st, 2012, 10:39 AM   #385 (permalink)
Elite Member
Bangkok, Thailand
 
Futures Experience: Intermediate
Platform: Matlab, Self-Made Platform
Favorite Futures: GC, CL, Forex
 
Posts: 139 since Mar 2011
Thanks: 284 given, 160 received

Futures Edge on FIO

Are you a NinjaTrader user?

 

Amnesia View Post
I'm curious on one aspect, the spread this week (TT FIX feed from Velocity) barely managed to stay at 0.5 pips, ive seen it bounce around in the 1.0 points area (spread) and deviating from the last traded price by quite a bit.

Anybody else have this issue this week on the FDAX?

FGBL stayed stable as it usually does but dax was simply a disaster to scalp on m1 with the spread, with 5 point stopouts it really kills some of your positions =/

Nice charts as usual

According to my observations more than 1 tick (0.5 points) bid/ask spread is quite normal on DAX because it's such a thinly traded market when compared to for example FESX or even FGBL. During Bernanke's speech it was quite normal to have bigger spreads due to market getting more volatile and less liquid thus potentially causing stop loss slippage.

Something to consider:
Algos Set New Speed Reading Record: 4549 Words In 20 Milliseconds | ZeroHedge

Reply With Quote
     
The following user says Thank You to rounder8 for this post:
     

Old September 3rd, 2012, 04:15 AM   #386 (permalink)
Market Wizard
Switzerland
 
Futures Experience: Intermediate
Platform: Investor/RT
Broker/Data: IB / DTN
Favorite Futures: Futures
 
Posts: 3,551 since Feb 2012
Thanks: 3,083 given, 6,180 received

Labour Day

NO GFIs1 Dax trade today - calm trading on US labour Day expected - within friday's range.

GFIs1

Reply With Quote
     

Old September 4th, 2012, 04:46 AM   #387 (permalink)
Market Wizard
Switzerland
 
Futures Experience: Intermediate
Platform: Investor/RT
Broker/Data: IB / DTN
Favorite Futures: Futures
 
Posts: 3,551 since Feb 2012
Thanks: 3,083 given, 6,180 received

Tuesday trade

Dax short from 11:00 to 15:00

entry @ 6995

exit @ 6990

result plus 5 points

risk - medium

outlook - some consolidation to start the week

GFIs1


Last edited by GFIs1; September 4th, 2012 at 10:02 AM.
Reply With Quote
     

Old September 4th, 2012, 06:15 AM   #388 (permalink)
loeser
Belgium/Antwerp
 
Futures Experience: Beginner
Platform: Metatrader4
Favorite Futures: Eur/Usd, s&p, DAX, DOW
 
Posts: 20 since Apr 2012
Thanks: 3 given, 11 received


GFIs1 View Post
Dax short from 11:00 to 15:00

entry @ 6995

exit @

result

risk - medium

outlook - some consolidation to start the week

GFIs1

Morning, I have 6978 - 6966 - 6930.8 - 6883.1

I agree with short. Let's see. Good luck GFIs 1

Reply With Quote
     
The following user says Thank You to loeser for this post:
     

Old September 4th, 2012, 10:25 AM   #389 (permalink)
loeser
Belgium/Antwerp
 
Futures Experience: Beginner
Platform: Metatrader4
Favorite Futures: Eur/Usd, s&p, DAX, DOW
 
Posts: 20 since Apr 2012
Thanks: 3 given, 11 received

exit trade

GFIs, you finished the trade at 3 PM West European time.
You could catch more if you stayed in on go out early ?

Thanks.

Reply With Quote
     

Old September 4th, 2012, 11:05 AM   #390 (permalink)
Market Wizard
Switzerland
 
Futures Experience: Intermediate
Platform: Investor/RT
Broker/Data: IB / DTN
Favorite Futures: Futures
 
Posts: 3,551 since Feb 2012
Thanks: 3,083 given, 6,180 received



loeser View Post
GFIs, you finished the trade at 3 PM West European time.
You could catch more if you stayed in on go out early ?

Thanks.

You are right: "Today!!"
But normally (after the GFIs1 rules) after a US holiday a start into a new week
may be THE turning point..
Thus a exit (over all holiday over weekend trades) might get a better result by
exiting before US really starts moving. (At least we got some points over all;-) )

On the other thread
https://futures.io/trading-journals/22509-gfis1-dax-big-move-swing-trade-approach-2.html
you can follow exactly that longer term approach.

GFIs1

Reply With Quote
     

Reply



futures.io > Futures Trading, News, Charts and Platforms > Trading Journals > GFIs1 1 DAX trade per day journal

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)
 

NinjaTrader 8: Features and Enhancements, Tips and Tricks

Dec 6
 

Al Brooks: Stop Losing when a Good Trade goes Bad, Correcting Mistakes

Elite only
 

Trading Technologies: Algo Design Lab hands-on

Dec 13
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
DTs Day Type Journal DionysusToast The Elite Circle 49 August 17th, 2015 11:13 PM
Journal of a Nifty Day Trader psb1967 Trading Journals 11 February 7th, 2014 09:22 AM
10% per day, video journal Ryanb Elite Trading Journals 80 March 3rd, 2013 03:25 AM
Emini's Swing trade v day trade kctpac Index Futures Trading 0 March 1st, 2011 10:32 AM
Using DAX to trade the ES - better than volume trendisyourfriend The Elite Circle 40 July 13th, 2010 12:31 PM


All times are GMT -4. The time now is 04:21 PM.

Copyright © 2016 by futures.io. 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.
 
no new posts

Page generated 2016-12-04 in 0.13 seconds with 20 queries on phoenix via your IP 54.161.208.7