GFIs1 HighVola Dax Journal - Trading Journals | futures io social trading
futures io futures trading


GFIs1 HighVola Dax Journal
Updated: Views / Replies:26,856 / 274
Created: by GFIs1 Attachments:32

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
 32  
 
Thread Tools Search this Thread
 

GFIs1 HighVola Dax Journal

  #221 (permalink)
Market Wizard
Switzerland
 
Futures Experience: Intermediate
Platform: Investor/RT
Broker/Data: IB / DTN
Favorite Futures: Futures
 
Posts: 3,802 since Feb 2012
Thanks: 3,470 given, 6,876 received
Forum Reputation: Legendary

Wednesday Walzer

Started a new Walzer Dax short

entry short 11:00 @ 9733
exit 12:00 @ 9717
result +16 points

entry long 12:00 @ 9717
exit 13:00 @ 9751
result +34 points

Total points: 50

GFIs1

very rare to have a Walzer over the daily trade...


Last edited by GFIs1; March 2nd, 2016 at 07:01 AM.
Reply With Quote
The following 3 users say Thank You to GFIs1 for this post:
 
  #222 (permalink)
Market Wizard
Switzerland
 
Futures Experience: Intermediate
Platform: Investor/RT
Broker/Data: IB / DTN
Favorite Futures: Futures
 
Posts: 3,802 since Feb 2012
Thanks: 3,470 given, 6,876 received
Forum Reputation: Legendary

Monday Walzer

Triple Witch Week started with a new Walzer

Dax long 9:00 to 10:00
entry @ 9959
exit @
result

GFIs1

edit: NO Walzer - got a wrong signal (see below)


Last edited by GFIs1; March 14th, 2016 at 05:04 AM.
Reply With Quote
 
  #223 (permalink)
Trading Apprentice
athens, greece
 
Futures Experience: Intermediate
Platform: ib
Favorite Futures: dax
 
Posts: 44 since Feb 2015
Thanks: 5 given, 15 received



GFIs1 View Post
Triple Witch Week started with a new Walzer

Dax long 9:00 to 10:00
entry @ 9959
exit @
result

GFIs1

Good morning,

If I remember well, in order to start a walzer you need two 30min candles, first body bigger than 50 pts. and then enter at the third candle.

Today we have: first (8:00 - 20 pts), second (8:30 - 69 pts).

Also, rules do not apply now, in order to start a walzer at 9:00 - 9959.

Some spacial rules for today maybe?

thanks,
alex

Reply With Quote
The following user says Thank You to alexk1968 for this post:
 
  #224 (permalink)
Market Wizard
Switzerland
 
Futures Experience: Intermediate
Platform: Investor/RT
Broker/Data: IB / DTN
Favorite Futures: Futures
 
Posts: 3,802 since Feb 2012
Thanks: 3,470 given, 6,876 received
Forum Reputation: Legendary

Good morning @alexk1968

..very true - no Walzer.
Had a data stream error which triggered the Walzer.
Reimporting the data it showed no signal @9:00h

Thanks
GFIs1

Reply With Quote
 
  #225 (permalink)
Market Wizard
Switzerland
 
Futures Experience: Intermediate
Platform: Investor/RT
Broker/Data: IB / DTN
Favorite Futures: Futures
 
Posts: 3,802 since Feb 2012
Thanks: 3,470 given, 6,876 received
Forum Reputation: Legendary

Monday Walzer

New Walzer long

entry 10:30 @ 10057
exit 11:30 @ 10079
result 22 points

then pattern broken

GFIs1

Reply With Quote
The following user says Thank You to GFIs1 for this post:
 
  #226 (permalink)
Market Wizard
Switzerland
 
Futures Experience: Intermediate
Platform: Investor/RT
Broker/Data: IB / DTN
Favorite Futures: Futures
 
Posts: 3,802 since Feb 2012
Thanks: 3,470 given, 6,876 received
Forum Reputation: Legendary

Tuesday Walzer

Dax short 9:00 to 10:00

entry @ 9908
exit @ 9874
result 34 points

pattern broken for second leg

GFIs1


Last edited by GFIs1; March 22nd, 2016 at 05:03 AM.
Reply With Quote
The following 2 users say Thank You to GFIs1 for this post:
 
  #227 (permalink)
Market Wizard
Switzerland
 
Futures Experience: Intermediate
Platform: Investor/RT
Broker/Data: IB / DTN
Favorite Futures: Futures
 
Posts: 3,802 since Feb 2012
Thanks: 3,470 given, 6,876 received
Forum Reputation: Legendary

Tuesday Walzer 2

A new long signal came up:
Dax long 10:30 to 11:30

entry @ 9892
exit @ 9910
result 18 points

then pattern broken

GFIs1


Last edited by GFIs1; March 22nd, 2016 at 06:32 AM.
Reply With Quote
The following 2 users say Thank You to GFIs1 for this post:
 
  #228 (permalink)
Market Wizard
Switzerland
 
Futures Experience: Intermediate
Platform: Investor/RT
Broker/Data: IB / DTN
Favorite Futures: Futures
 
Posts: 3,802 since Feb 2012
Thanks: 3,470 given, 6,876 received
Forum Reputation: Legendary

2016 Update of the Walzer

The first 3 months had 12 Walzer - listed in this journal here.
There were some more signals which I did not trade or not take because of
time restriction.

Result:
12 positive completed Walzer with a total of 473 points since 1. January 2016

Details:
Walzer gain range was from 4 points to 176.

Five Walzer were completed with both legs (first up and then down or first down
and then up), 6 Walzer only had first leg and then the pattern broke and the
second trade did not happen. One Walzer ended with only one leg and ended
at the end of the day (no overnight trade allowed).

Average points per Walzer: 39

Handling:
The signals are automated. They are distributed by SMS to a mobile phone.
This omits screen time. The signal is generated 10 minutes before the trade
starts. Programmed the part to send multiple SMS to different numbers.
Some extra code is needed to fully automate the execution as well as the
detection of a broken pattern.
That is foreseen as the next step. Will update on this.

Discussion:
The Walzer is working and documented here since 15 December 2014.
The condition of the market was very different over time. Even under those
circumstances the pattern lets squeeze some points out of directional moves.
The SL settings with 30 points is not to optimize as it was triggered only
once in half a Walzer this year (only on the second leg: finally that Walzer
was still positive).
This shows how robust it is to trade the trend when strong moves happen.

GFIs1
Thanks for all inputs

Reply With Quote
The following 7 users say Thank You to GFIs1 for this post:
 
  #229 (permalink)
Trading Apprentice
athens, greece
 
Futures Experience: Intermediate
Platform: ib
Favorite Futures: dax
 
Posts: 44 since Feb 2015
Thanks: 5 given, 15 received

Hi,

any particular reason for not taking the walzer at 12:00 - 9856? (stopped anyway)

thanks,
alex

Reply With Quote
 
  #230 (permalink)
Market Wizard
Switzerland
 
Futures Experience: Intermediate
Platform: Investor/RT
Broker/Data: IB / DTN
Favorite Futures: Futures
 
Posts: 3,802 since Feb 2012
Thanks: 3,470 given, 6,876 received
Forum Reputation: Legendary



alexk1968 View Post
Hi,

any particular reason for not taking the walzer at 12:00 - 9856? (stopped anyway)

thanks,
alex

No normal day: After a long weekend the daily GFIs1 trade should be stable.
The dropdwon with stop out of the daily trade it was obvious that something
smelled fishy. It came out that the hijacked plane was the reason for the
sharp Dax down.
So not risk to jump in a shuffled market with the Walzer.
That was a good decision.

GFIs1

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

Reply



futures io > > > GFIs1 HighVola Dax Journal

Thread Tools Search this Thread
Search this Thread:

Advanced Search



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

FIO Journal Challenge featuring NinjaTrader ($2,000+ of prizes)

May
 

EasyLanguage ABC's: Mastering TradeStation Programming w/Chris Kaiser

Elite only
 

Prototyping Python Strategies (part 2: Backtesting) w/Ran Aroussi [special time: 1PM ET]

Elite only
 

Portfolio Diversification w/Brendon Delate @ Diversify Portfolio

Elite only

An Afternoon with FIO member Softsoap (being rescheduled)

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
GFIs1 1 DAX trade per day journal GFIs1 Trading Journals 3008 Today 03:33 AM
GFIs1 HiLo DAX Signal GFIs1 Trading Journals 178 April 17th, 2014 02:08 PM
GFIs1 Dax BIG MOVE Swing Trade Approach GFIs1 Trading Journals 47 May 13th, 2013 05:44 AM


All times are GMT -4. The time now is 12:57 PM.

Copyright © 2017 by futures io, s.a. Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@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 2017-05-23 in 0.11 seconds with 20 queries on phoenix via your IP 54.145.118.24