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Trading journal ES system trading.


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Trading journal ES system trading.

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  #151 (permalink)
philadelphia pa
 
Experience: Intermediate
Platform: ninja
Broker: NinjaTrader Brokerage
Trading: es
 
Posts: 151 since Jul 2017
Thanks: 312 given, 309 received

20200806_203245


Reached 20k. Will update with details soon.

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  #152 (permalink)
philadelphia pa
 
Experience: Intermediate
Platform: ninja
Broker: NinjaTrader Brokerage
Trading: es
 
Posts: 151 since Jul 2017
Thanks: 312 given, 309 received

start(May 2020): 13550 current:22143.18 +8593.18
unnamed




8t



July and begining of August was profitable month. Brought account to 22k level. Smashing my first target of 20k.

At start, it was a bit of gamble I was using historic max DD as my total risk. Now I can give it a little more room to play. About 170% of max dd is in for my risk.

May 2020
Account: 13,554.20
Max risk: 3,000
Margin: 500
3,500 per contract

August
Account: 22143.18
Max risk:5,000
Margin: 500
5,500 per contract

Need to head out. more on new position sizing later. Thanks.

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  #153 (permalink)
Leeds UK
 
Experience: Intermediate
Platform: TradingView
Broker: LCG, Oanda
Trading: ES, 6E, Cable
 
Tymbeline's Avatar
 
Posts: 451 since Apr 2015
Thanks: 1,133 given, 606 received


Well done ... what's the target to switch from Red Label to Black Label?

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  #154 (permalink)
philadelphia pa
 
Experience: Intermediate
Platform: ninja
Broker: NinjaTrader Brokerage
Trading: es
 
Posts: 151 since Jul 2017
Thanks: 312 given, 309 received

Thanks!
Untitled design (30)


50k

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  #155 (permalink)
philadelphia pa
 
Experience: Intermediate
Platform: ninja
Broker: NinjaTrader Brokerage
Trading: es
 
Posts: 151 since Jul 2017
Thanks: 312 given, 309 received

I have considered adding more capital into trading account but finally decided against it. New business started Feb of this year. Then Cov19 hit. As a small restaurant, It is surviving by cutting costs and me playing multiple roles. Times like this, I believe it would be a wise move to save reserved cash. At beginning, I had a plan to run it myself then slowly hire necessary personals and step out if it's daily operations to concentrate on other aspect of business and look for other business opportunities but as we all seen it, The Cov19 hit us hard. Resulting me to work more than 70 hours a week. Although I may not feel rewarding working that many hours for business to just survive, I will continue to do what is necessary and beyond. Better days are coming.

May 2020
Account: 13,554.20
Max risk: 3,000
Margin: 500
3,500 per contract

August
Account: 22143.18
Max risk:5,000
Margin: 500
5,500 per contract

-Position sizing.

Now to account 50k:
I wanted to increase contracts for a gain 150% of total risk(150% of 5500=8250) but do not feel like counting to small dollars. So to make it simple, Will add 1 car for 8k gain and reduce 1 car for 5k loss.

Account over 50k:
Gain of 10k(increased by 2k) to add a car. Loss of 5k to reduce a car.

Account over 100k:
Gain of 12k(increased by 2k) to add a car. Loss of 5k to reduce a car.

Next step:
Account at 30k, add a car.
Account at 17k, reduce a car.

Thanks.

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  #156 (permalink)
philadelphia pa
 
Experience: Intermediate
Platform: ninja
Broker: NinjaTrader Brokerage
Trading: es
 
Posts: 151 since Jul 2017
Thanks: 312 given, 309 received

August 2020

start(May 2020): 13550 current:22388.70 +8838.7
unnamed


Equity is off from it's high but we are staying in green. I am pleased to be able to increase total risk amount from 3k to 5k per car using profits.


a4


Total trade of 48. Not enough to do std deviation or other meaningful test. Will do so when it reaches 100. Win rate is lower than back test and win/loss ratio is higher. I believe it will bring itself to normal in time.



a3


I will send in about 5k once account breaks above 25k. This will be returned back when account breaks above 50k level. Same position sizing and still working on 30k to add and 17k to reduce a car.

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  #157 (permalink)
philadelphia pa
 
Experience: Intermediate
Platform: ninja
Broker: NinjaTrader Brokerage
Trading: es
 
Posts: 151 since Jul 2017
Thanks: 312 given, 309 received

"I will send in about 5k once account breaks above 25k. This will be returned back when account breaks above 50k level. Same position sizing and still working on 30k to add and 17k to reduce a car." This happened sooner than I ecpected.



ab


start(May 2020): 13550 current:24857.82 +11,307.82
Plus Ninja trader is sending me a $126 as a form of refund. That will bring account to 24,983.82
That is good enough for me. Sending 5k to boost account. will be trading 1 more car from today.


eq


9/1 profitable trade took equity to new high.

Next step.
Account at 38,000 add a car.
Account at 25,000 reduce a car.

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  #158 (permalink)
philadelphia pa
 
Experience: Intermediate
Platform: ninja
Broker: NinjaTrader Brokerage
Trading: es
 
Posts: 151 since Jul 2017
Thanks: 312 given, 309 received

Two days off!! LOL Yup I decided to close restaurant for 2 days for labor day to get much needed recovery time from physical and mental work. I gave my employees paid time off too.

Here is the system I was originally trading in November 2017.
walker


See how it made a nice run in 2017 and early 2018 the started deteriorate? and this is even worse. This is the second system I introduced to trading.

runner


Both system has profitable 15 years or so until they started to go down. I want to tell myself that at any given day, any system can start to perform poorly. So not to get too attached on one single system or rely heavily on them. Algorithm trading is not out there to hurt me nor help me. It has no emotions and it does not care. Much like the market. As a operator of such systems, I am the only one who gets emotional reactions depending on results. And I am trying to eliminate them as much as possible.

I came a long way. I no longer have desire to put any manual trades over system and deals with losing trades, winning trades, and trades that stops out and market turns and reaches profit target area much better. But I am not at free of problems. This I will talk about it later.

This is current systems back test result.


currentsystem


No slippage was applied so it does look better. So far, out of around 50 trades, there was 4 trades had 1tick negative slippage and 1 tick positive and 1 trade disappeared from back test. Which, I think, is acceptable range of error.

System was tweaked a bit in June and July. It was changes of exiting trades and one of long parameter. No new indicators was introduced. That is why we see a bit difference in results. This is real trading and back test result from same period.

Real account(multiple contracts)


realmaytonow1


Backtest sim account(1 contract)

simmaytonow2


Real trading has less profit factor, more trades, almost identical percent profitable and less avg win/loss ratio. Will be doing same comparison around Christmas time since that will allow me to get another 2 days off.

5k check has been sent.

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  #159 (permalink)
philadelphia pa
 
Experience: Intermediate
Platform: ninja
Broker: NinjaTrader Brokerage
Trading: es
 
Posts: 151 since Jul 2017
Thanks: 312 given, 309 received

start(May 2020): 13550
Sep. 20. deposit 5,000
current:24,707
result: +6157

unnamed


streak of losing trades brought account balance down. Broke 25k level. Reducing a car. Will resume trading with 4 cars.

Current balance: 19,707
Additional deposit: 5,000(which has not cleared yet)
Total: 24,707

Previous target
Account at 38,000 add a car.
Account at 25,000 reduce a car.

25,000 touched. reducing a car.

Next target.
account at 33,000 add a car
account at 20,000 reduce a car.

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