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Diamond5 Tradinge journal


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Diamond5 Tradinge journal

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  #1 (permalink)
 Diamond5 
omaha Nebraska
 
Experience: Intermediate
Platform: ninjatrader
Broker: Ninja
Trading: stocks, Futures ES, Options
 
Posts: 22 since Sep 2014
Thanks: 7 given, 12 received

My system is pretty simple. I use some custom MA's, the CCI and Stochastics. I only look for 4 ticks per trade unless I am absolutely certain it will run. My strategy is +4/-4 so I'm hoping for a greater than 50% success rate. I traded this on ToS back in 2011 and got incredible results, however I never had the money to trade a real account. That time is now!

I'll attach my daily excel spreadsheet and also include the most recent trading stats for the day. The spreadsheet will have cool graphs however.

I've attached my 2011 paper trading, and my current 2014 real money sheets. The 2014 has a 2011 and 12 tab, but it is not part of this strategy and not accurate to this system. The 2011 Paper Trading sheet however is.

Today was a down day (bad first day): Here was the update:

Date Symbol # Cont. Commission Per Tick Value Total Contracts Total Trades # of Ticks Total Commission Net P/L Day Profit/Week Profit/Mo. Monthly Contracts Acct Bal. % profit Notes (Plan changes are in red)
9/29/2014 ES 1 $3.35 $12.50 5 5 -6 $16.75 -$91.75 $908.25 -10.10% Traded too late from the EMA Crossoer. Need to be more patient for the next indicator.

Attached Files
Register to download File Type: xls Paper Trade Journal - Final.xls (436.5 KB, 16 views)
Register to download File Type: xls Trade Journal.xls (657.0 KB, 16 views)
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  #3 (permalink)
 Diamond5 
omaha Nebraska
 
Experience: Intermediate
Platform: ninjatrader
Broker: Ninja
Trading: stocks, Futures ES, Options
 
Posts: 22 since Sep 2014
Thanks: 7 given, 12 received


Sorry for the hasty post of Trade Journal.xls - There were some errors on the graphs and some of the columns didn't have the formulas copied correctly.

This one is better.

Attached Files
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  #4 (permalink)
 Diamond5 
omaha Nebraska
 
Experience: Intermediate
Platform: ninjatrader
Broker: Ninja
Trading: stocks, Futures ES, Options
 
Posts: 22 since Sep 2014
Thanks: 7 given, 12 received

Here is today's trade. First trade set up ok, but pulled back on me and hit my stop +1 tick. I needed to wait for a better entry. Second trade went great, however I got greedy and moved my limit too far out. Trade reversed trend and went against me further than my initial stop (since I moved that as well).

My rule - DON'T GET GREEDY! +4/-4 and increase gains with contracts. Tomorrow will be better.

Date Symbol # Cont. Commission Per Tick Value Total Contracts Total Trades # of Ticks Total Commission Net P/L Day

9/30/2014 ES 1 $3.35 $12.50 2 2 -14 $6.70 -$181.70


trades were at:
Instrument Action Qty Price Time E/X Position Name Commission
ES 12-14 Sell 1 1967.50 9/30/2014 8:45 AM Entry 1S Entry 3.35
ES 12-14 Buy 1 1968.50 9/30/2014 8:47 AM Exit - Stop1 3.35
ES 12-14 Sell 1 1964.75 9/30/2014 8:53 AM Entry 1S Entry 3.35
ES 12-14 Buy 1 1967.25 9/30/2014 9:10 AM Exit - Stop1 3.35

Attached Files
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  #5 (permalink)
 Big Mike 
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Nice job journaling @Diamond5.

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  #6 (permalink)
 Diamond5 
omaha Nebraska
 
Experience: Intermediate
Platform: ninjatrader
Broker: Ninja
Trading: stocks, Futures ES, Options
 
Posts: 22 since Sep 2014
Thanks: 7 given, 12 received

Stick to the rules and this works. Trade when you hear the bell! Just like Pavlov's dogs.... It's difficult for me since I am a manager and constantly have people coming in to my cube so I have to hide the platform. Not so much because it's illegal or frowned upon, but I just don't want to have to explain it a thousand times.

Today's trade entry:

Date Symbol # Cont. Commission Per Tick Value Total Contracts Total Trades # of Ticks Total Commission Net P/L Day

10/1/2014 ES 1 $3.35 $12.50 2 2 8 $6.70 $93.30

Made $100, 2 points 1 contract.

Here are the actual trades (Man I wished that table HTML tag worked!)

Instrument Action Qty Price Time E/X Position Name Commission
ES 12-14 Buy 1 1953.50 10/1/2014 9:58 AM Entry 1L Entry 3.35
ES 12-14 Sell 1 1954.50 10/1/2014 10:01 AM Exit - Target1 3.35
ES 12-14 Sell 1 1950.00 10/1/2014 10:48 AM Entry 1S Entry 3.35
ES 12-14 Buy 1 1949.00 10/1/2014 10:49 AM Exit - Target1 3.35

See attached XLS for complete journal. Note that I keep finding minor mistakes in the graphs. Latest is the latest as they say....

Attached Files
Register to download File Type: xls Trade Journal.xls (656.5 KB, 9 views)
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  #7 (permalink)
 Diamond5 
omaha Nebraska
 
Experience: Intermediate
Platform: ninjatrader
Broker: Ninja
Trading: stocks, Futures ES, Options
 
Posts: 22 since Sep 2014
Thanks: 7 given, 12 received

So - Another losing day today, but two of the 4 trades I took did go all the way up to my limit price, they just didn't fill. The bid never made it up there. So here is the sad stats....

Date Symbol # Cont. Commission Per Tick Value Total Contracts Total Trades # of Ticks Total Commission Net P/L Day

10/2/2014 ES 1 $3.35 $12.50 4 4 -12 $13.40 -$163.40


Instrument Action Qty Price Time E/X Position Name
ES 12-14 Sell 1 1937.50 10/2/2014 8:48 AM Entry 1S Entry
ES 12-14 Buy 1 1938.50 10/2/2014 8:49 AM Exit - Stop1
ES 12-14 Buy 1 1941.50 10/2/2014 8:52 AM Entry 1L Entry
ES 12-14 Sell 1 1940.50 10/2/2014 8:54 AM Exit - Stop1
ES 12-14 Buy 1 1930.00 10/2/2014 10:07 AM Entry 1L Entry
ES 12-14 Sell 1 1929.00 10/2/2014 10:12 AM Exit - Stop1
ES 12-14 Sell 1 1929.00 10/2/2014 10:13 AM Entry 1S Entry
ES 12-14 Buy 1 1930.00 10/2/2014 10:14 AM Exit - Stop1

Attached Files
Register to download File Type: xls Trade Journal.xls (657.0 KB, 2 views)
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  #8 (permalink)
 Diamond5 
omaha Nebraska
 
Experience: Intermediate
Platform: ninjatrader
Broker: Ninja
Trading: stocks, Futures ES, Options
 
Posts: 22 since Sep 2014
Thanks: 7 given, 12 received

I'm still at it even though I ended up with $0 before commission. Bad week. I'm keeping at it.

Here is today's entry

Date Symbol # Cont. Commission Per Tick Value Total Contracts Total Trades # of Ticks Total Commission Net P/L Day
10/3/2014 ES 1 $3.35 $12.50 5 5 $16.75 -$16.75

And the trades:
Instrument Action Qty Price Time E/X Position Name Commission
ES 12-14 Buy 1 1954.75 10/3/2014 8:54 AM Entry 1L Entry 3.35
ES 12-14 Sell 1 1955.00 10/3/2014 8:56 AM Exit - Target1 3.35
ES 12-14 Buy 1 1956.00 10/3/2014 8:57 AM Entry 1L Entry 3.35
ES 12-14 Sell 1 1955.00 10/3/2014 8:57 AM Exit - Stop1 3.35
ES 12-14 Buy 1 1958.25 10/3/2014 9:04 AM Entry 1L Entry 3.35
ES 12-14 Sell 1 1959.25 10/3/2014 9:04 AM Exit - Target1 3.35
ES 12-14 Buy 1 1959.25 10/3/2014 9:04 AM Entry 1L Entry 3.35
ES 12-14 Sell 1 1958.25 10/3/2014 9:09 AM Exit - Stop1 3.35
ES 12-14 Sell 1 1957.75 10/3/2014 9:12 AM Entry 1S Entry 3.35
ES 12-14 Buy 1 1957.00 10/3/2014 9:18 AM Exit - Target1 3.35

Attached Files
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  #9 (permalink)
 Diamond5 
omaha Nebraska
 
Experience: Intermediate
Platform: ninjatrader
Broker: Ninja
Trading: stocks, Futures ES, Options
 
Posts: 22 since Sep 2014
Thanks: 7 given, 12 received

So I loaded replay data for my bad week and re-traded it. Got at least $100 winners for each day. I believe that my largest stumbling block is simply the hours that the market is active and the fact that it overlaps with the busiest part of my work day. Guess I should move to the West coast where I can trade at 6:30 in the morning.

Oh well - this can't be that large of a hurdle to get over. I won't get a new job, but I'll come up with something.

Also - started looking at Level 2 data. Anyone else using level 2 bids and asks for support and resistance levels? Would be a cool indicator that I might just have to try to code this weekend.

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  #10 (permalink)
 Diamond5 
omaha Nebraska
 
Experience: Intermediate
Platform: ninjatrader
Broker: Ninja
Trading: stocks, Futures ES, Options
 
Posts: 22 since Sep 2014
Thanks: 7 given, 12 received


Ok - so off to a pretty good start for Monday. 4 trades - all "winners" to an extent.... I really should let my runners run because three of the 4 trades could have been done with the first trend. So while I had 100% successful trades, I still don't consider this a good day. Still - any landing you can walk away from is a good one, right? Know your rules and stick to them. If you are looking for 1 point a day, get one point using your system. My system usually is 2 trades for 4 ticks (1 point) each day on the ES. Seems like small fries, but remember, it's all about volume and leverage - not home runs. The idea is to be repeatable in any kind of market - trending and chop. I find that I can still usually get 1 point out of chop, but I try to stay away from that. 2 points (1 per trade) per day also means I have tight stops, so there is not a lot of loss. Remember though, I am not a professional at this. I may look back in 5 years and think "How did I expect to make a living off of this?" Still - $100 per contract - 10 contracts is $5000 a week - $20,000 a month. I can live off that even after Obama takes his 35%. Not a bad living for only 30 minutes a day.

Date Symbol # Cont. Commission Per Tick Value Total Contracts Total Trades # of Ticks Total Commission Net P/L Day
10/6/2014 ES 1 $3.35 $12.50 4 4 9 $13.40 $99.10


Instrument Action Qty Price Time Position Name Commission
ES 12-14 Sell 1 1964.75 10/6/2014 9:47 AM 1S Entry 3.35
ES 12-14 Buy 1 1964.50 10/6/2014 9:47 AM - Stop1 3.35
ES 12-14 Sell 1 1964.50 10/6/2014 9:47 AM 1S Entry 3.35
ES 12-14 Buy 1 1964.00 10/6/2014 9:48 AM - Target1 3.35
ES 12-14 Sell 1 1961.50 10/6/2014 9:50 AM 1S Entry 3.35
ES 12-14 Buy 1 1961.00 10/6/2014 9:55 AM - Stop1 3.35
ES 12-14 Buy 1 1961.50 10/6/2014 10:02 AM 1L Entry 3.35
ES 12-14 Sell 1 1962.50 10/6/2014 10:04 AM - Target1 3.35

Attached Files
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 Diamond5 
omaha Nebraska
 
Experience: Intermediate
Platform: ninjatrader
Broker: Ninja
Trading: stocks, Futures ES, Options
 
Posts: 22 since Sep 2014
Thanks: 7 given, 12 received

Ok - so Monday I had a good day and called it bad. Today I had a bad day but I'm calling it good. I could see just from looking at the price action that it would be difficult to get any decent trades from these ticks.... but I tried anyway and proved myself right..

Walk of shame....
Date Symbol # Cont. Commission Per Tick Value Total Contracts Total Trades # of Ticks Total Commission Net P/L Day
10/7/2014 ES 1 $3.35 $12.50 2 2 -12 $6.70 -$156.70


Sorry - i didn't get the trades quick enough so I can't post times and amounts. The trades were -8 ticks and -4 ticks. See attached XLS for details.

Attached Files
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  #12 (permalink)
 Diamond5 
omaha Nebraska
 
Experience: Intermediate
Platform: ninjatrader
Broker: Ninja
Trading: stocks, Futures ES, Options
 
Posts: 22 since Sep 2014
Thanks: 7 given, 12 received

So - today was winner winner again. I'm hoping to end the week positive. I'm finding the groove and it seems to be working. My system.... +4/-4 I usually say I MUST stick to - and on losing days I prove myself right.... see 9/30, 10/7 for good examples. however, if I had let my trade run today and not used a profit limit order I would have grabbed much more win. Regardless, I stuck to the plan and it worked perfectly.

2 trades for 4 ticks each. +$100

Date Symbol # Cont. Commission Per Tick Value Total Contracts Total Trades # of Ticks Total Commission Net P/L Day
10/8/2014 ES 1 $3.35 $12.50 2 2 8 $6.70 $93.30

trades:
Instrument Action Qty Price Time E/X
ES 12-14 Buy 1 1927.75 10/8/2014 9:11 AM Entry
ES 12-14 Sell 1 1928.75 10/8/2014 9:11 AM Exit
ES 12-14 Buy 1 1930.00 10/8/2014 9:12 AM Entry
ES 12-14 Sell 1 1931.00 10/8/2014 9:13 AM Exit

Attached Files
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 Diamond5 
omaha Nebraska
 
Experience: Intermediate
Platform: ninjatrader
Broker: Ninja
Trading: stocks, Futures ES, Options
 
Posts: 22 since Sep 2014
Thanks: 7 given, 12 received

Today I took 3 trades, one great, one bad, and the third was great. So I ended up with a total of 4 ticks. The second trade went past my stop by 1 tick, then reversed. I'm going to go back and check my previous bad days for that scenario and check to see if I move my stop further out if that makes more winners, or worse losses. I'll post my results tonight when I'm done. Also - I've update the excel sheet for the Per Contract Minimums and Per Day Profit if you are interested in that.

Here is today:
Date Symbol # Cont. Commission Per Tick Value Total Contracts Total Trades # of Ticks Total Commission Net P/L Day
10/9/2014 ES 1 $3.35 $12.50 3 3 4 $10.05 $39.95

The trades:
Instrument Action Qty Price Time E/X
ES 12-14 Buy 1 1952.75 10/9/2014 9:01 AM Entry
ES 12-14 Sell 1 1953.75 10/9/2014 9:03 AM Exit

ES 12-14 Sell 1 1950.75 10/9/2014 9:07 AM Entry
ES 12-14 Buy 1 1951.75 10/9/2014 9:09 AM Exit

ES 12-14 Sell 1 1951.00 10/9/2014 9:11 AM Entry
ES 12-14 Buy 1 1950.00 10/9/2014 9:11 AM Exit

Attached Files
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  #14 (permalink)
 Diamond5 
omaha Nebraska
 
Experience: Intermediate
Platform: ninjatrader
Broker: Ninja
Trading: stocks, Futures ES, Options
 
Posts: 22 since Sep 2014
Thanks: 7 given, 12 received

Checked all my bad trades from this week and last. Here are the results.

At a -4 stop:
9 bad trades for -36 ticks

At a -6 stop:
7 bad trades for -28 ticks - 2 winning trades at 8 ticks
The additional draw down would have been $25 for each additional trade for a total additional loss of $175.00
The additional gains from the two winning trades would have been $100.00 - No joy here...
At a -8 stop:
6 bad trades for -48 ticks - 3 winning trades at 12 ticks
The additional draw down would have been $50.00 for each additional trade for a total additional loss of $300
The additional gains from the 3 winning trades would have been $150.00 - Still no joy.
You can easily see the diminishing returns of further stops.

So - what if I would have traded with no stop at all??? Crazy talk - I know.
3 bad trades with large losses until the market reversed. I didn't calculate it. But - it shows me that ultimately my system was correct 6 additional times, however - when do you know what is going to turn? That is the ultimate question.

Thanks for reading....

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  #15 (permalink)
 Diamond5 
omaha Nebraska
 
Experience: Intermediate
Platform: ninjatrader
Broker: Ninja
Trading: stocks, Futures ES, Options
 
Posts: 22 since Sep 2014
Thanks: 7 given, 12 received

Actually started trading real money today, pretty much for the first time in the Futures world. Good to see that the system still held up, though I would have been surprised if it didn't. I did get a little emotional and stopped my trades out at 2 ticks each. So - not a major win.... but money in the bank none-the-less....

Today's trades

Date Symbol # Cont. Commission Per Tick Value Total Contracts Total Trades # of Ticks Total Commission Net P/L Day
10/13/2014 ES 1 $3.35 $12.50 3 3 6 $10.05 $64.95



Instrument Action Qty Price Time E/X
ES 12-14 Buy 1 1897.50 10/13/2014 9:05 AM Entry
ES 12-14 Sell 1 1898.00 10/13/2014 9:05 AM Exit
ES 12-14 Buy 1 1896.75 10/13/2014 9:06 AM Entry
ES 12-14 Sell 1 1897.25 10/13/2014 9:06 AM Exit
ES 12-14 Sell 1 1895.25 10/13/2014 9:09 AM Entry
ES 12-14 Buy 1 1894.75 10/13/2014 9:09 AM Exit

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