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Deetee’s DAX Trading Journal (time based)


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Deetee’s DAX Trading Journal (time based)

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  #301 (permalink)
 Deetee 
Amsterdam
 
Experience: Intermediate
Platform: NinjaTrader / IB /Bookmap
Broker: EdgeClear / InteractiveBrokers / Rithmic
Trading: DAX / (M)NQ / (M)ES
 
Posts: 448 since Jul 2019
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Thursday

FDAX
Gap: no gap
Gap closed during IB: x
Position price at 9:30: inside prior day HL
IB direction: long

DAX Long trade
Entry 11:30 @ 15994
Exit 14:30 @ 16027
SL 44 pts
Result 33 pts

Historical results with this setup:
SumR 396 (20 trades/win% 80%)

So, SumR translates to a relative (to current FDAX price) result of 32 points per trade (SumR/No of trades/10000*9am open price >> 396/20/10000*15961)

Let’s see





FESX almost good. Here you can see how the SumR is going to generate more trades:



To just sum up the points of historical trades very often was too low. Now SumR is telling me, that the result per trade was 7,6 points. For FESX that would have been enough for a trade, but combined with the 64%, not good enough.

FESX best trade is trading at almost the same hours as the FDAX trade, but in the opposite direction. I would rather see them going in the same direction, but anyway, not (yet?) part of the system.


edit 1130: Not liking the entry at the high, but we'll see

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  #302 (permalink)
 Deetee 
Amsterdam
 
Experience: Intermediate
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NQ & ES

Also for the NQ and ES the SumR is going to make a difference. The trades almost never gave enough historical points to base a trade on, so I parked them for further investigation.

For NQ, the SumR of 252 translates to ~29 points per historical trade, which is more than enough.



For ES, the SumR of 356 translates to 7 points per historical trade, which is also enough.


Will continue to monitor both.


PS. 11:30 from the snap shots is 18:00 CET and 11am CT

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  #303 (permalink)
 Deetee 
Amsterdam
 
Experience: Intermediate
Platform: NinjaTrader / IB /Bookmap
Broker: EdgeClear / InteractiveBrokers / Rithmic
Trading: DAX / (M)NQ / (M)ES
 
Posts: 448 since Jul 2019
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Friday

FDAX
Gap: down gap
Gap closed during IB: yes
Position price at 9:30: inside prior day HL
IB direction: long

Too little historical trades to base a trade on. Caused by the closed down gap.

Monday is a US holiday. I have filters to look at the Friday before US holidays. It seems like there could be an opportunity, but it's not strong enough to trade it.

FESX also not enough historical trades

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  #304 (permalink)
 Deetee 
Amsterdam
 
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Broker: EdgeClear / InteractiveBrokers / Rithmic
Trading: DAX / (M)NQ / (M)ES
 
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Results

This week I had 3 FDAX trades in this journal, 12 points loss.

Total results for this journal:


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  #305 (permalink)
 Deetee 
Amsterdam
 
Experience: Intermediate
Platform: NinjaTrader / IB /Bookmap
Broker: EdgeClear / InteractiveBrokers / Rithmic
Trading: DAX / (M)NQ / (M)ES
 
Posts: 448 since Jul 2019
Thanks: 1,800 given, 591 received

Monday

US holiday: Martin Luther King Day
We created a filter for the Mondays that are a US holiday: MLK, Labor Day, President's Day and Memorial Day. In 12 years, that gives 48 days. So, not much space to use filters.
I want to compare the outcomes with normal Mondays, but that will some more work. Today I would want these to give the same trade idea for me to take a trade.


FDAX
Gap: no gap
Gap closed during IB: x
Position price at 9:30: inside prior day HL
IB direction: short

The best trade would be based in 'normal' Monday filters, a long from 1030-1300, but it's not well supported by the 'Monday US holiday' filter, so no trade.

FESX not good enough

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  #306 (permalink)
 Deetee 
Amsterdam
 
Experience: Intermediate
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Broker: EdgeClear / InteractiveBrokers / Rithmic
Trading: DAX / (M)NQ / (M)ES
 
Posts: 448 since Jul 2019
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Tuesday

FDAX
Gap: down gap
Gap closed during IB: no
Position price at 9:30: below prior day HL
IB direction: short > 100pts

With this extreme IB, there is no trade from the system.

FESX same

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  #307 (permalink)
 Deetee 
Amsterdam
 
Experience: Intermediate
Platform: NinjaTrader / IB /Bookmap
Broker: EdgeClear / InteractiveBrokers / Rithmic
Trading: DAX / (M)NQ / (M)ES
 
Posts: 448 since Jul 2019
Thanks: 1,800 given, 591 received

Wednesday

FDAX
Gap: down gap
Gap closed during IB: yes
Position price at 9:30: inside prior day HL
IB direction: long

The closed down gap doesn't give enough historical occurrences to base a trade on.

FESX (no gap) came close to a trade, but then it didn't.

edit 9:45: I actually miscalculated the SumR, so there is a FESX trade. It's a thin one, because of the 65%, but: short 10:00-10:30 SL8 pts
edit 12:12: 4 points profit on this bullish day


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  #308 (permalink)
 Deetee 
Amsterdam
 
Experience: Intermediate
Platform: NinjaTrader / IB /Bookmap
Broker: EdgeClear / InteractiveBrokers / Rithmic
Trading: DAX / (M)NQ / (M)ES
 
Posts: 448 since Jul 2019
Thanks: 1,800 given, 591 received

Thursday

FDAX
Gap: no gap
Gap closed during IB: x
Position price at 9:30: inside prior day HL
IB direction: short

DAX Long trade
Entry 11:30 @ 15782
Exit 13:30 @ 15829
SL 35 pts
Result 47 pts

Historical results with this setup:
SumR 513 (24 trades/win% 71%)

So, SumR translates to a relative (to current FDAX price) result of 34 points per trade (SumR/No of trades/10000*9am open price >> 513/24/10000*15809)




FESX, I'll take the same long 11:30-13:30 SL13pts. >> 19pts profits



Let’s see

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  #309 (permalink)
 Deetee 
Amsterdam
 
Experience: Intermediate
Platform: NinjaTrader / IB /Bookmap
Broker: EdgeClear / InteractiveBrokers / Rithmic
Trading: DAX / (M)NQ / (M)ES
 
Posts: 448 since Jul 2019
Thanks: 1,800 given, 591 received

Friday

FDAX
Gap: down gap
Gap closed during IB: no
Position price at 9:30: below prior day HL
IB direction: short

With just putting the base filters (PrD OC and the day before + PrD HL), the down gaps are quite rare:


When I release filters PrD HL and 2PrD OC, only 7 historical trades, without having looked at IB OC.

No FDAX trade today.

FESX same story.

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  #310 (permalink)
 Deetee 
Amsterdam
 
Experience: Intermediate
Platform: NinjaTrader / IB /Bookmap
Broker: EdgeClear / InteractiveBrokers / Rithmic
Trading: DAX / (M)NQ / (M)ES
 
Posts: 448 since Jul 2019
Thanks: 1,800 given, 591 received


Results

This week I had 1 FDAX trade in this journal, 47 points profit.

Total results for this journal:

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