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Thread: Ocean Auto Trading Journal - Futures and Commodities

  1. #25

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    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    Hypothetical result for eMini S&P

    Symbol: @ESU08
    Date: 7/28/08 - 7/31/08
    Contract: 1
    Number of trades: 4
    Slippage and commission: $30 round turn per trade

    Gain/Loss: $142.5

    2 wins and 2 losses

    Ocean



    FUTURES AND COMMODITIES TRADING INVOLVES SIGNIFICANT RISK AND IS NOT SUITABLE FOR EVERY INVESTOR. INFORMATION CONTAINED HEREIN IS STRICTLY THE OPINION OF ITS AUTHOR AND IS INTENDED FOR INFORMATIONAL PURPOSES AND IS NOT TO BE CONSTRUED AS AN OFFER TO SELL OR A SOLICITATION TO BUY OR TRADE IN ANY COMMODITY AND OR SECURITY MENTIONED HEREIN. INFORMATION IS OBTAINED FROM SOURCES BELIEVED RELIABLE, BUT IS IN NO WAY GUARANTEED. OPINIONS, MARKET DATA AND RECOMMENDATIONS ARE SUBJECT TO CHANGE AT ANY TIME. PAST RESULTS ARE NOT INDICATIVE OF FUTURE RESULTS.

  2.  
  3. #26

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    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    Hypothetical result for MidCap

    Symbol: @EMDU08.D
    Date: 7/28/08 - 7/31/08
    Contract: 1
    Number of trades: 4
    Slippage and commission: $25 round turn per trade

    Gain/Loss: -$430.00

    1 win and 3 losses for this week

    Ocean



    FUTURES AND COMMODITIES TRADING INVOLVES SIGNIFICANT RISK AND IS NOT SUITABLE FOR EVERY INVESTOR. INFORMATION CONTAINED HEREIN IS STRICTLY THE OPINION OF ITS AUTHOR AND IS INTENDED FOR INFORMATIONAL PURPOSES AND IS NOT TO BE CONSTRUED AS AN OFFER TO SELL OR A SOLICITATION TO BUY OR TRADE IN ANY COMMODITY AND OR SECURITY MENTIONED HEREIN. INFORMATION IS OBTAINED FROM SOURCES BELIEVED RELIABLE, BUT IS IN NO WAY GUARANTEED. OPINIONS, MARKET DATA AND RECOMMENDATIONS ARE SUBJECT TO CHANGE AT ANY TIME. PAST RESULTS ARE NOT INDICATIVE OF FUTURE RESULTS.

  4.  
  5. #27

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    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    Hypothetical result for 30 Year T-Bond

    Symbol: @USU08
    Date: 7/28/08 - 7/31/08
    Contract: 1
    Number of trades: 3
    Slippage and commission: $36.25 round turn per trade

    Gain/Loss: -$30.63

    1 win and 2 losses for this week

    Ocean



    FUTURES AND COMMODITIES TRADING INVOLVES SIGNIFICANT RISK AND IS NOT SUITABLE FOR EVERY INVESTOR. INFORMATION CONTAINED HEREIN IS STRICTLY THE OPINION OF ITS AUTHOR AND IS INTENDED FOR INFORMATIONAL PURPOSES AND IS NOT TO BE CONSTRUED AS AN OFFER TO SELL OR A SOLICITATION TO BUY OR TRADE IN ANY COMMODITY AND OR SECURITY MENTIONED HEREIN. INFORMATION IS OBTAINED FROM SOURCES BELIEVED RELIABLE, BUT IS IN NO WAY GUARANTEED. OPINIONS, MARKET DATA AND RECOMMENDATIONS ARE SUBJECT TO CHANGE AT ANY TIME. PAST RESULTS ARE NOT INDICATIVE OF FUTURE RESULTS.


  6.  
  7. #28

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    Default Re: Ocean Auto Trading Journal - Futures and Commodities



    I had continued to tweak the modules this week and added the 30 Year T-bond futures along with the other 3 indexes to make up the combined hypothetic portfolio as my experiment. The forward testing started at the end of June. The months of May and most of June results were back testing and listed here just for references.

    I will freeze the modules for the listed four indexes here and post it monthly until the end of this year. By that time I probably know if my system would work or not. If it does not work, then I just wish my TSP account will continue to grow about the moderate 8 - 12 % returns annually (forget about this year). However if it does work, it probably will open a path for my next new career in the financial area in 2 to 3 years after I retire. Thanks again for reading my journal.

    Ocean

  8.  
  9. #29

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    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    Here are the Hypothetical results for August. BTW, the data (price quotes) from the data feed service seemed not consistent. As a result, the previous month performance data was not quite aligned with the current data. I think this is bearable just for testing.

    eMini S&P, Symbol: @ESU08



    Ocean

    FUTURES AND COMMODITIES TRADING INVOLVES SIGNIFICANT RISK AND IS NOT SUITABLE FOR EVERY INVESTOR. INFORMATION CONTAINED HEREIN IS STRICTLY THE OPINION OF ITS AUTHOR AND IS INTENDED FOR INFORMATIONAL PURPOSES AND IS NOT TO BE CONSTRUED AS AN OFFER TO SELL OR A SOLICITATION TO BUY OR TRADE IN ANY COMMODITY AND OR SECURITY MENTIONED HEREIN. INFORMATION IS OBTAINED FROM SOURCES BELIEVED RELIABLE, BUT IS IN NO WAY GUARANTEED. OPINIONS, MARKET DATA AND RECOMMENDATIONS ARE SUBJECT TO CHANGE AT ANY TIME. PAST RESULTS ARE NOT INDICATIVE OF FUTURE RESULTS.
    Reply With Quote

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  11. #30

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    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    Hypothetical result for MidCap, Symbol EMDU08



    Ocean

    FUTURES AND COMMODITIES TRADING INVOLVES SIGNIFICANT RISK AND IS NOT SUITABLE FOR EVERY INVESTOR. INFORMATION CONTAINED HEREIN IS STRICTLY THE OPINION OF ITS AUTHOR AND IS INTENDED FOR INFORMATIONAL PURPOSES AND IS NOT TO BE CONSTRUED AS AN OFFER TO SELL OR A SOLICITATION TO BUY OR TRADE IN ANY COMMODITY AND OR SECURITY MENTIONED HEREIN. INFORMATION IS OBTAINED FROM SOURCES BELIEVED RELIABLE, BUT IS IN NO WAY GUARANTEED. OPINIONS, MARKET DATA AND RECOMMENDATIONS ARE SUBJECT TO CHANGE AT ANY TIME. PAST RESULTS ARE NOT INDICATIVE OF FUTURE RESULTS.

  12.  
  13. #31

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    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    Hypothetical result for 30 Year T-Bond, Symbol: @USU08



    Ocean

    FUTURES AND COMMODITIES TRADING INVOLVES SIGNIFICANT RISK AND IS NOT SUITABLE FOR EVERY INVESTOR. INFORMATION CONTAINED HEREIN IS STRICTLY THE OPINION OF ITS AUTHOR AND IS INTENDED FOR INFORMATIONAL PURPOSES AND IS NOT TO BE CONSTRUED AS AN OFFER TO SELL OR A SOLICITATION TO BUY OR TRADE IN ANY COMMODITY AND OR SECURITY MENTIONED HEREIN. INFORMATION IS OBTAINED FROM SOURCES BELIEVED RELIABLE, BUT IS IN NO WAY GUARANTEED. OPINIONS, MARKET DATA AND RECOMMENDATIONS ARE SUBJECT TO CHANGE AT ANY TIME. PAST RESULTS ARE NOT INDICATIVE OF FUTURE RESULTS.

  14.  
  15. #32

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    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    Hypothetical result for Soybeans, Symbol: @S. Modified the script and achieved better result.



    Ocean

    FUTURES AND COMMODITIES TRADING INVOLVES SIGNIFICANT RISK AND IS NOT SUITABLE FOR EVERY INVESTOR. INFORMATION CONTAINED HEREIN IS STRICTLY THE OPINION OF ITS AUTHOR AND IS INTENDED FOR INFORMATIONAL PURPOSES AND IS NOT TO BE CONSTRUED AS AN OFFER TO SELL OR A SOLICITATION TO BUY OR TRADE IN ANY COMMODITY AND OR SECURITY MENTIONED HEREIN. INFORMATION IS OBTAINED FROM SOURCES BELIEVED RELIABLE, BUT IS IN NO WAY GUARANTEED. OPINIONS, MARKET DATA AND RECOMMENDATIONS ARE SUBJECT TO CHANGE AT ANY TIME. PAST RESULTS ARE NOT INDICATIVE OF FUTURE RESULTS.

  16.  
  17. #33

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    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    Result for August. MidCap, ES (emini SP500), Soybeans and 30 yr T-Bond



    Ocean

  18.  
  19. #34

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    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    Here are the Hypothetical results for Sep 2008. Again, the back test data feed (price quotes) from the data feed service seemed not consistent. The previous month's performance was not quite aligned with the current data that was provided. The result should be treated for testing only.

    eMini S&P, Symbol: @ES



    Ocean

    FUTURES AND COMMODITIES TRADING INVOLVES SIGNIFICANT RISK AND IS NOT SUITABLE FOR EVERY INVESTOR. INFORMATION CONTAINED HEREIN IS STRICTLY THE OPINION OF ITS AUTHOR AND IS INTENDED FOR INFORMATIONAL PURPOSES AND IS NOT TO BE CONSTRUED AS AN OFFER TO SELL OR A SOLICITATION TO BUY OR TRADE IN ANY COMMODITY AND OR SECURITY MENTIONED HEREIN. INFORMATION IS OBTAINED FROM SOURCES BELIEVED RELIABLE, BUT IS IN NO WAY GUARANTEED. OPINIONS, MARKET DATA AND RECOMMENDATIONS ARE SUBJECT TO CHANGE AT ANY TIME. PAST RESULTS ARE NOT INDICATIVE OF FUTURE RESULTS.

  20.  
  21. #35

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    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    Hypothetical result for MidCap for Sep 2008, Symbol @EMD



    Ocean

    FUTURES AND COMMODITIES TRADING INVOLVES SIGNIFICANT RISK AND IS NOT SUITABLE FOR EVERY INVESTOR. INFORMATION CONTAINED HEREIN IS STRICTLY THE OPINION OF ITS AUTHOR AND IS INTENDED FOR INFORMATIONAL PURPOSES AND IS NOT TO BE CONSTRUED AS AN OFFER TO SELL OR A SOLICITATION TO BUY OR TRADE IN ANY COMMODITY AND OR SECURITY MENTIONED HEREIN. INFORMATION IS OBTAINED FROM SOURCES BELIEVED RELIABLE, BUT IS IN NO WAY GUARANTEED. OPINIONS, MARKET DATA AND RECOMMENDATIONS ARE SUBJECT TO CHANGE AT ANY TIME. PAST RESULTS ARE NOT INDICATIVE OF FUTURE RESULTS.

  22.  
  23. #36

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    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    Hypothetical result for 30 Year T-Bond for Sep 2008, Symbol: @US



    Ocean

    FUTURES AND COMMODITIES TRADING INVOLVES SIGNIFICANT RISK AND IS NOT SUITABLE FOR EVERY INVESTOR. INFORMATION CONTAINED HEREIN IS STRICTLY THE OPINION OF ITS AUTHOR AND IS INTENDED FOR INFORMATIONAL PURPOSES AND IS NOT TO BE CONSTRUED AS AN OFFER TO SELL OR A SOLICITATION TO BUY OR TRADE IN ANY COMMODITY AND OR SECURITY MENTIONED HEREIN. INFORMATION IS OBTAINED FROM SOURCES BELIEVED RELIABLE, BUT IS IN NO WAY GUARANTEED. OPINIONS, MARKET DATA AND RECOMMENDATIONS ARE SUBJECT TO CHANGE AT ANY TIME. PAST RESULTS ARE NOT INDICATIVE OF FUTURE RESULTS.


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