Trading journal ES system trading. - futures io
futures io futures trading



Trading journal ES system trading.


Discussion in Trading Journals

Updated by kanepa
      Top Posters
    1. looks_one kanepa with 110 posts (236 thanks)
    2. looks_two TraderEX with 6 posts (9 thanks)
    3. looks_3 MarkB with 5 posts (7 thanks)
    4. looks_4 JMP3 with 5 posts (4 thanks)
      Best Posters
    1. looks_one Sazon with 3.8 thanks per post
    2. looks_two kanepa with 2.1 thanks per post
    3. looks_3 TraderEX with 1.5 thanks per post
    4. looks_4 MarkB with 1.4 thanks per post
    1. trending_up 21,400 views
    2. thumb_up 299 thanks given
    3. group 27 followers
    1. forum 158 replies
    2. attach_file 100 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 100,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
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.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

Trading journal ES system trading.

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

1/25/17

Short trade finally worked out. Captured 8 points per car. Sim trading entry and exit was identical to real trade.(2 is sim, 10 is real)

It was 4k(3963.60 after comm) day unless the the system trades more for today. It is a lot of money to me and found myself getting excited about the trade. I need to stay neutral for trading results. If winning trades gives me excitement, losing trades will be very disappointing. Individual trades has no meaning. At the end, only thing matter is strings of trades and if result was in favor of positive side. I can not get myself emotionally exhausted dealing with up and downs with portfolio. Wining and losing trades are good trades as long as they are in line with the system.


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 : 41,307.88(little less due to monthly market data payments)
Profit/lost from beginning : 16,623.82

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.

1/25 Target 3: 40k met.
Next target:45,000

Attached Thumbnails
Click image for larger version

Name:	q1.jpg
Views:	137
Size:	42.5 KB
ID:	246168   Click image for larger version

Name:	q2.jpg
Views:	114
Size:	22.6 KB
ID:	246169  
Reply With Quote
The following 3 users say Thank You to kanepa for this post:

Can you help answer these questions
from other members on futures io?
Dollar crash in 2021
Currencies
3x Fangdango
Traders Hideout
Capping Size in Tradestation
TradeStation
QDEL
Stocks and ETFs
Macros for flatten and reverse
TradeStation
 
Best Threads (Most Thanked)
in the last 7 days on futures io
VWAP for stock index futures trading?
41 thanks
Coronavirus COVID-19
20 thanks
Price Action Kewltech Style
19 thanks
Emini 4 Tick Scalp still valid?
16 thanks
Is back testing a waste of time?
13 thanks
 
(login for full post details)
  #32 (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
1/25/17

Short trade finally worked out. Captured 8 points per car. Sim trading entry and exit was identical to real trade.(2 is sim, 10 is real)

It was 4k(3963.60 after comm) day unless the the system trades more for today. It is a lot of money to me and found myself getting excited about the trade. I need to stay neutral for trading results. If winning trades gives me excitement, losing trades will be very disappointing. Individual trades has no meaning. At the end, only thing matter is strings of trades and if result was in favor of positive side. I can not get myself emotionally exhausted dealing with up and downs with portfolio. Wining and losing trades are good trades as long as they are in line with the system.


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 : 41,307.88(little less due to monthly market data payments)
Profit/lost from beginning : 16,623.82

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.

1/25 Target 3: 40k met.
Next target:45,000


Awesome results Kanepa

Reply With Quote
The following user says Thank You to JMP3 for this post:
 
(login for full post details)
  #33 (permalink)
boston, MA
 
Experience: Beginner
Platform: ninjatrader
Trading: emini
 
Posts: 66 since Mar 2016
Thanks: 3 given, 65 received


lovely result

I might have to revisit some of my strategies. They were nice with 0 slippage but when added 1 slippage just went to hell. Your journal is giving me hope to revisit them.

Looking forward to more results.

Reply With Quote
The following 2 users say Thank You to lone for this post:
 
(login for full post details)
  #34 (permalink)
philadelphia pa
 
Experience: Intermediate
Platform: ninja
Broker: NinjaTrader Brokerage
Trading: es
 
Posts: 151 since Jul 2017
Thanks: 312 given, 309 received


lone View Post
lovely result

I might have to revisit some of my strategies. They were nice with 0 slippage but when added 1 slippage just went to hell. Your journal is giving me hope to revisit them.

Looking forward to more results.

Hi, Lone.

Thank you for your comment and checking out my journal.

I have thrown away so many systems exactly that reason. IMHO, Slippage and commission plays great part of day trading.

Reply With Quote
The following user says Thank You to kanepa for this post:
 
(login for full post details)
  #35 (permalink)
philadelphia pa
 
Experience: Intermediate
Platform: ninja
Broker: NinjaTrader Brokerage
Trading: es
 
Posts: 151 since Jul 2017
Thanks: 312 given, 309 received

4th target achieved. Past 8 weeks has been profitable. Meaning market is in tune with the system for now. High volatility environment. Yet 10 ES contracts orders getting filled without much of slippage. Win/Loss ratio is still too high at 2.10. Historically 1.2 is the ratio after over 1000 trades. So far system has traded 113 RT. Will continue to see and expect it to drop in future. Losing weeks and months are sure to come. Be prepared and follow the aggressive account building plan.

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: 10
Current account balance : 47,689.28(little less due to monthly market data payments)
Profit/lost from beginning : 22,299.96

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.

1/25/ Target 3: 40k met.
Next target:45,000

2/6 Target 4: 45,000 met.
Next target: 50,000

Attached Thumbnails
Click image for larger version

Name:	ScreenHunter_03 Feb. 06 17.26.jpg
Views:	100
Size:	35.6 KB
ID:	246688   Click image for larger version

Name:	ScreenHunter_04 Feb. 06 17.30.jpg
Views:	112
Size:	257.0 KB
ID:	246689   Click image for larger version

Name:	ScreenHunter_05 Feb. 06 17.31.jpg
Views:	110
Size:	259.1 KB
ID:	246690  
Reply With Quote
The following user says Thank You to kanepa for this post:
 
(login for full post details)
  #36 (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
4th target achieved. Past 8 weeks has been profitable. Meaning market is in tune with the system for now. High volatility environment. Yet 10 ES contracts orders getting filled without much of slippage. Win/Loss ratio is still too high at 2.10. Historically 1.2 is the ratio after over 1000 trades. So far system has traded 113 RT. Will continue to see and expect it to drop in future. Losing weeks and months are sure to come. Be prepared and follow the aggressive account building plan.

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: 10
Current account balance : 47,689.28(little less due to monthly market data payments)
Profit/lost from beginning : 22,299.96

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.

1/25/ Target 3: 40k met.
Next target:45,000

2/6 Target 4: 45,000 met.
Next target: 50,000

Kanepa, very impressive numbers, at this rate you'll have no problem hitting $50,000.

Reply With Quote
 
(login for full post details)
  #37 (permalink)
Boston, MA / USA
 
Experience: Intermediate
Platform: NinjaTrader
Trading: ES
 
Posts: 246 since Apr 2013
Thanks: 2,695 given, 364 received

Great performance kanepa.

I am trying to understand your investment and risk.
Are your trades all intraday or do they carry over into the next session?

Investment per 1 contract: 5,000
Looks like you are carrying over to next session (ES Initial Margin is 5,555 /contract)
but
Max risk per 1 contract : 4,000
Looks like a humongous day trade loss, but impossible to carry into next session (ES Margin Maintenance 5,050 /contract)
Or do you mean max account drawdown?

Reply With Quote
 
(login for full post details)
  #38 (permalink)
philadelphia pa
 
Experience: Intermediate
Platform: ninja
Broker: NinjaTrader Brokerage
Trading: es
 
Posts: 151 since Jul 2017
Thanks: 312 given, 309 received

Hi, JMP3 and thanks!

Well, today was the losing day I was looking for. 3 trades all stopped out/ -4346.70 for today. I was riding a lucky strings of winners and have been been expecting this. And there was 1 tick slippage on one trade.

With low probability trading system like mine, losing trades are sure to be expected but still finding myself uncomfortable watching trades getting stopped out. Will continue to improve on this issue.

Reply With Quote
 
(login for full post details)
  #39 (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
Hi, JMP3 and thanks!

Well, today was the losing day I was looking for. 3 trades all stopped out/ -4346.70 for today. I was riding a lucky strings of winners and have been been expecting this. And there was 1 tick slippage on one trade.

With low probability trading system like mine, losing trades are sure to be expected but still finding myself uncomfortable watching trades getting stopped out. Will continue to improve on this issue.

Having a few losses is just the cost of doing business. There wouldn't be a market if everybody won every trade. Still, you're kicking some butt, keep up the good work, JP.

Reply With Quote
The following user says Thank You to JMP3 for this post:
 
(login for full post details)
  #40 (permalink)
philadelphia pa
 
Experience: Intermediate
Platform: ninja
Broker: NinjaTrader Brokerage
Trading: es
 
Posts: 151 since Jul 2017
Thanks: 312 given, 309 received



Camdo View Post
Great performance kanepa.

I am trying to understand your investment and risk.
Are your trades all intraday or do they carry over into the next session?

Investment per 1 contract: 5,000
Looks like you are carrying over to next session (ES Initial Margin is 5,555 /contract)
but
Max risk per 1 contract : 4,000
Looks like a humongous day trade loss, but impossible to carry into next session (ES Margin Maintenance 5,050 /contract)
Or do you mean max account drawdown?

Thank you Camdo.

Sorry for the confusion.

All trades exit at EOD. No carry overs.

Max risk is when account loses 4000 per contract(Not individual trades), I will pull the plug on system. Historical Max draw down was at $3350 per contract. I added 650 to make it 4K to deal with the risk. I understand this amount is a bare minimum to trade. I would love to see when I can add more to max risk later in future but I am in aggressive account building mode at this time.

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


futures io Trading Community Trading Journals > Trading journal ES system trading.


September 14, 2020


Upcoming Webinars and Events
 

An Afternoon With futures io member TropicalTrader

Elite only
     



Copyright © 2020 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