GFIs1 1 DAX trade per day journal (Page 9) - 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:263,215 / 2,761
Last Reply:20 Hours Ago (04:49 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 March 14th, 2012, 05:34 AM   #81 (permalink)
Market Wizard
Switzerland
 
Futures Experience: Intermediate
Platform: Investor/RT
Broker/Data: IB / DTN
Favorite Futures: Futures
 
Posts: 3,552 since Feb 2012
Thanks: 3,085 given, 6,187 received

Today's GFIs1 DAX trade is a SHORT from 09:30 to 14:30
entry @ 7038

remark for Roll-over:
Will take the June DAX future tomorrow (IB DAXM2).

GFIs1

Reply With Quote
     

Old March 14th, 2012, 09:07 AM   #82 (permalink)
Market Wizard
Switzerland
 
Futures Experience: Intermediate
Platform: Investor/RT
Broker/Data: IB / DTN
Favorite Futures: Futures
 
Posts: 3,552 since Feb 2012
Thanks: 3,085 given, 6,187 received

No chance for a retrace today.
Trade was stopped out with 30 minus points.
Stops are always adjusted from a wide stop of 40
to a narrower 30 points stop (like for normal trades).
In this triple witch week with a very high volume
the normal "waves" are not to be seen.
Could adjust my rules for these rough times
but still following my rules for this month here.

Good trades - be careful anyway (with shorts)
as we see a strong bullish move into higher levels as
noted in previous posts.

GFIs1

Reply With Quote
     
The following user says Thank You to GFIs1 for this post:
     

Old March 15th, 2012, 05:24 AM   #83 (permalink)
Market Wizard
Switzerland
 
Futures Experience: Intermediate
Platform: Investor/RT
Broker/Data: IB / DTN
Favorite Futures: Futures
 
Posts: 3,552 since Feb 2012
Thanks: 3,085 given, 6,187 received


Preparing to take a DAX LONG today from 09:30 to 12:00

entry DAXM2 (June contract) @ 7107

Result 0 points

GFIs1


Last edited by GFIs1; March 16th, 2012 at 04:43 AM.
Reply With Quote
     

Old March 16th, 2012, 05:11 AM   #84 (permalink)
Market Wizard
Switzerland
 
Futures Experience: Intermediate
Platform: Investor/RT
Broker/Data: IB / DTN
Favorite Futures: Futures
 
Posts: 3,552 since Feb 2012
Thanks: 3,085 given, 6,187 received

Triple witch day - DAX (DAXH2) will end 13:00

Todays DAX trade planned LONG from 09:30 to 13:30

GFIs1

Reply With Quote
     

Old March 16th, 2012, 05:32 AM   #85 (permalink)
Market Wizard
Switzerland
 
Futures Experience: Intermediate
Platform: Investor/RT
Broker/Data: IB / DTN
Favorite Futures: Futures
 
Posts: 3,552 since Feb 2012
Thanks: 3,085 given, 6,187 received

Futures Edge on FIO

Are you a NinjaTrader user?

 
DAX long entry 09:30 @ 7166
exit 13:30 @

GFIs1

happy witch :-)

Reply With Quote
     

Old March 16th, 2012, 10:53 AM   #86 (permalink)
Market Wizard
Switzerland
 
Futures Experience: Intermediate
Platform: Investor/RT
Broker/Data: IB / DTN
Favorite Futures: Futures
 
Posts: 3,552 since Feb 2012
Thanks: 3,085 given, 6,187 received

DAX long closed @ 7191 (plus 25 points)

We have seen this week good volumes, many bullish moves and
very different signals depending on the march future or the june
future.
Will make a review on this rare situation by taking a look on
the two futures side by side.
The result is a good hint by when to roll over a contract when
using a time based system like we are using here.
Gives amazing insights.

GFIs1

Reply With Quote
     

Old March 17th, 2012, 05:34 AM   #87 (permalink)
Market Wizard
Switzerland
 
Futures Experience: Intermediate
Platform: Investor/RT
Broker/Data: IB / DTN
Favorite Futures: Futures
 
Posts: 3,552 since Feb 2012
Thanks: 3,085 given, 6,187 received

Futures Rollover-Week - which Contract to follow

This week in the DAX was very bullish - the week of triple witch was with high volumes and some
interesting differences between two futures: DAXH2 for the March future which ended yesterday
and DAXM2 for the June future.
Attached I have a chart of the same days for each future. On the 30 min chart I only show the
intraday official hours.
The march future had TWO gaps this week - one on Tuesday opening (lower blue circle)
and on Wednesday (upper blue circle).
The june future had only ONE gap - that was on Tuesday only.
So my trading system took a different rule what resulted in a 30 points stop loss. Taking the
proper rule that would have given a 6 points plus the overall difference was 36 points for that
day. The week ended with that trade in a negative total.

One remark to the volumes - the march future was heavy traded from Monday to Thursday.
The june future took over on Friday only. So my decision to rollover on Thursday was ok.


GFIs1

Attached Thumbnails
GFIs1 1 DAX trade per day journal-twogaps.jpg   GFIs1 1 DAX trade per day journal-onlyonegap1.jpg  

Last edited by GFIs1; March 17th, 2012 at 05:53 AM.
Reply With Quote
     
The following user says Thank You to GFIs1 for this post:
     

Old March 17th, 2012, 12:25 PM   #88 (permalink)
Elite Member
Germany
 
Futures Experience: Intermediate
Platform: Multicharts
Favorite Futures: ES
 
Posts: 11 since Jul 2011
Thanks: 373 given, 13 received


GFIs1 View Post
...
One remark to the volumes - the march future was heavy traded from Monday to Thursday.
The june future took over on Friday only. So my decision to rollover on Thursday was ok.


GFIs1

Hi GFIs1,

I trade the EUREX Index Frontmonth Futures until the day before Expiration.On the Expiration day I trade the next period future.
You will have better Spread and Volume in the old contract until the day before expiry.
While the US index futures are tradeable together 1 week before EX ,in Europe you have a different behavior.

I like your idea of trading the Index with statistical results.
Check your Statistic for the results in Expiration-weeks.
I think you cannot compare the normal statistic with the special days of future-expiration,central bank announcement and similar.

Perhaps you will find additional rules for these special days as you have your rule for large range days.

aiti

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

Old March 18th, 2012, 02:52 PM   #89 (permalink)
Market Wizard
Switzerland
 
Futures Experience: Intermediate
Platform: Investor/RT
Broker/Data: IB / DTN
Favorite Futures: Futures
 
Posts: 3,552 since Feb 2012
Thanks: 3,085 given, 6,187 received

Tricky weeks

Looking over a year back on my weekly results I recognize that about every fifth week these results are low or negative. This is obviously the case during the week of triple witch.
Knowing this fact it might be the best to trade with less cars during such periods to minimize the risks.
Expecting some going back to normal for the next weeks.

Another thing to consider for fine tuning a time based system is when the US are changing daylight savings time (DST) two weeks earlier than Europe as we had past week and the coming...
Normalizing expected too within 10 days.

Good start in a new trading week.

GFIs1

Reply With Quote
     
The following user says Thank You to GFIs1 for this post:
     

Old March 19th, 2012, 05:30 AM   #90 (permalink)
Market Wizard
Switzerland
 
Futures Experience: Intermediate
Platform: Investor/RT
Broker/Data: IB / DTN
Favorite Futures: Futures
 
Posts: 3,552 since Feb 2012
Thanks: 3,085 given, 6,187 received


Monday DAX trade SHORT from 09:30 to 12:00

entry @ 7137
exit @

GFIs1

Reply With Quote
     
The following user says Thank You to GFIs1 for this post:
     

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 01:47 AM.

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 2016-12-06 in 0.13 seconds with 20 queries on phoenix via your IP 54.204.185.107