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Trading journal ES system trading.


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Trading journal ES system trading.

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

Not much was happening as far as my trading goes. Last few days system did not trade but today it did. Bought it at 2638 and stopped out at 2634.

Slight change. Next goal is at 35000. Account is at 32000 level. Will add a car when(If)35k goal is met.

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

The system is returning to normal rate. After initial fantastic numbers, it produced enough stop loss trades to bring W/L to 53.45% level. But W/L ratio is still high at 1.51. I do not know how the system will finish 2017 and what's to come in 2018. All I can do is follow the plan as it happens.

System sometimes trades where I would never consider myself to go long or short. I still do have urges to take over and trade manually, but seeing the back test results helps me not to do so. Just turn on the ninja trader and go to work. and It's getting easier for me to leave it alone.

Made a mistake on roll-over date. From now, I will roll over on Wednesday evening or Thursday morning of roll over week.

Trading is going real well as far as slippage goes. Only had 2 ticks went against me so far.

10/17 Starting capital:24684.06
12/20 current capital:31395.52
Next Goal: 35000.
Risk per unit: 5000
Contracts: 6

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  #23 (permalink)
salt lake utah
 
Experience: Beginner
Platform: Sierra Chart
Broker: CQG
Trading: ES
 
rintin2x's Avatar
 
Posts: 541 since Jun 2016
Thanks: 634 given, 533 received


Still good stuff!

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


rintin2x View Post
Still good stuff!

Thank you rintin2x. Yes. It is good and I have been lucky.

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  #25 (permalink)
salt lake utah
 
Experience: Beginner
Platform: Sierra Chart
Broker: CQG
Trading: ES
 
rintin2x's Avatar
 
Posts: 541 since Jun 2016
Thanks: 634 given, 533 received

Would love to get into it more details if I actually have that much money in the future, keep in touch!

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

Hi. I have gotten some pm questions and will answer it here to share.

I use ninjatrader8 with continuum live data and dorman llc is my broker.(I do have one with IB as well)

Prior to going live, I did Sim test using real time data and then started small with real time trading. Live and sim trading results are almost identical. There is a slippage or two from exiting trades but other than that, system is trading accordingly. I use Limit to enter and market to exit.

I do not know enough about blue wave to comment but I personally do not use vendors. Over 20 years, I saw a lot of vendors come and go. No vendors lasted a long time in market.

The system is not by all mean, a great looking HFT system. It trades about 100 times a year with a little more than 53% win rate with 1.2 w/l ratio. I could not build any HFT system that will work in real time environments.

Most of time, I set up Ninjatrader in the morning and goto work.

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

Result from trading real time since 10/12/17 is attached.(note: previous trade performance screenshot had real and sim account together. As result, it showed about a grand more in profit. This screen shots are real account only)

I think the system is performing as well as it can. Looking forward to 2018. I have no idea what kind of market will come in 2018 but I will continue to bet on my system.

Thank you for your help and wish all of you a happy new year.

Beginning balance(10/12/2017) 24,684.06
Investment per 1 contract: 5,000
Max risk per 1 contract : 4,000
current number of contract: 6
Current account balance : 32,579.80
Profit/lost from beginning : 8,013.34
Profit/loss for quarter(10~12/2017):8,013.4

First target of 30k met on 11/18/2017
next target: 35,000

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

Trading is going well. Good trades. Meaning not all of them are winners but in line with strategies running on sim account.(same strategies are running on SIM to compare slippage).

Short trades are only at 8% of total trades. Look forward to see it's performance when market conditions have changed.

Still wondering what Ninja trader start behavior should be at in case of power out or connection loss. It has not happened yet but I need to figure this out soon. Have read their online tutorial but still not understanding them..

Setting up a back up connection with hot spot and changing trading from desk top to a laptop for in case of power out/loss of connection.

Current max draw down was around 5k which is 833 per unit. Make sure to mentally prepared for when historic max draw down or gets close to it.(3700 per unit.) I do not know when it will be happening but it will. Just follow the plan and react accordingly.

Beginning balance(10/12/2017) 24,684.06
Investment per 1 contract: 5,000
Max risk per 1 contract : 4,000
current number of contract: 7

Current account balance : 35,230.00 (little less due to monthly market data payments)
Profit/lost from beginning : 10,657.30

Target 1: 30k met on 11/18/2017
next target: 35,000.00

Target 2: 35,000 met on 1/11/2018 adding 1 car. total 7 contract.
Next target: 40,000.00

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

I have decided to add 13k into investment to trade 10 contracts. This will be put aside for immediate transfer to trading account if needed until actual trading account hits 50k. Then I will remove 13k additional investment from the account and continue to trade. Trying to add size to my account aggressively. Historic max draw down will be covered.

Beginning balance(10/12/2017) 24,684.06
Investment per 1 contract: 5,000
Max risk per 1 contract : 4,000
current number of contract: 7

Current account balance : 37,307.88.00 (little less due to monthly market data payments)
Profit/lost from beginning : 12,623.82

Target 1: 30k met on 11/18/2017
next target: 35,000.00

Target 2: 35,000 met on 1/11/2018 adding 1 car. total 7 contract.
Next target: 40,000.00

1/20 temp. boosting account with 13k to trade 3 additinal contracts.
--pull back 13k once trading account reaches 50k
--Add 7500 into trading account if falls below 25k
--No adding contracts until trading account is at 55,000 level.

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  #30 (permalink)
rochester new york
 
Experience: Intermediate
Platform: NinjaTrader
Trading: ES, YM, 6E
 
JMP3's Avatar
 
Posts: 160 since Nov 2017
Thanks: 263 given, 359 received



kanepa View Post
Trading is going well. Good trades. Meaning not all of them are winners but in line with strategies running on sim account.(same strategies are running on SIM to compare slippage).

Short trades are only at 8% of total trades. Look forward to see it's performance when market conditions have changed.

Still wondering what Ninja trader start behavior should be at in case of power out or connection loss. It has not happened yet but I need to figure this out soon. Have read their online tutorial but still not understanding them..

Setting up a back up connection with hot spot and changing trading from desk top to a laptop for in case of power out/loss of connection.

Current max draw down was around 5k which is 833 per unit. Make sure to mentally prepared for when historic max draw down or gets close to it.(3700 per unit.) I do not know when it will be happening but it will. Just follow the plan and react accordingly.

Beginning balance(10/12/2017) 24,684.06
Investment per 1 contract: 5,000
Max risk per 1 contract : 4,000
current number of contract: 7

Current account balance : 35,230.00 (little less due to monthly market data payments)
Profit/lost from beginning : 10,657.30

Target 1: 30k met on 11/18/2017
next target: 35,000.00

Target 2: 35,000 met on 1/11/2018 adding 1 car. total 7 contract.
Next target: 40,000.00

Very Nice results

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