Likes Likes:  0
Page 1 of 4 123 ... LastLast
Results 1 to 12 of 46

Thread: Ocean Auto Trading Journal - Futures and Commodities

  1. #1

    Join Date
    Dec 2005
    Location
    , ,
    Posts
    995

    Default Ocean Auto Trading Journal - Futures and Commodities

    I am going to start the "Ocean Auto Trading Journal for Futures and Commodities" in this thread. This is not my real trading but just an experiment on the software script I wrote that simulates the futures and commodities trading using the TradeStation platform.

    My intent is not to sell anything here but just to show if this auto trading would work for me or not. If it works, then it may open the door for some future business opportunity when I retire. And if it doesn't work, I would quietly close this thread and collect my pension and TSP payments when I retire and continue to enjoy the financial investment as my hobby.

    OK, after the disclaimer above, here you go ..

    After I finished the autotracker late last year for Tom, I began to look at the auto trading technique in futures and commodities in my spare time. Two years ago I had looked at Forex briefly and I found it was not for me and did not pursue. Early this year, I did some research on the internet on system trading (auto trading), I found system trading in futures and commodities is fascinating because one does not need to baby sit the computer to monitor the trades all day long. It is purely mechanical and futures trading does not need a lot of initial investment.

    To be continued ..

    Ocean


  2.  
  3. #2

    Join Date
    Jun 2004
    Location
    Boiled Peanut, Georgia, USA
    Posts
    61,886

    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    Very interesting!!Attachment 4112
    07/02/2020
    LS CRUDE Oil
    =$48.65 a Barrel, Daily Status +$.83

  4.  
  5. #3

    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    Looking forward to it!

  6.  
  7. #4

    Join Date
    Dec 2005
    Location
    , ,
    Posts
    995

    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    I am planning to post the hypothetical results of two strategies weekly

    1) E-mini Mid Cap (EMD) futures
    2) Soy Beans commodities

    The daily, weekly, monthly and yearly returns are based on the TradeStation performance report generated by its utility. The back-testing results are just pass results and be treated just that. Hope the forward simulated results could give some insights if I am on the right track or not.

    My strategies were based on the markets available indicators such moving average, relative strength index, trend, momentum etc .. The associated commission and expected slippage were included in the calculation.

    On more thing, I see this statement posted on a lot of the Futures related investment sites. So I will post it here as a disclaimer as well.

    THE RISK OF LOSS IN TRADING INDEX FUTURES OR ITS MECHANICAL SYSTEMS CAN BE SUBSTANTIAL. YOU SHOULD THEREFORE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. THE HIGH DEGREE OFF LEVERAGE THAT IS OFTEN OBTAINABLE IN FUTURES TRADING CAN WORK AGAINST YOU AS WELL AS FOR YOU. THE USE OF LEVERAGE CAN LEAD TO LARGE LOSSES AS WELL AS GAINS.

    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.

    OK, I think I've got everything covered now. Next post will show some charts / reports.

    Ocean

  8.  
  9. #5

    Join Date
    Dec 2005
    Location
    , ,
    Posts
    995

    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    I will post the results monthly instead of weekly because I just realized how much work needed to done to cut and paste and upload these files.

    Here is the first results as of 6/21/2008 (back-test result began on 4/1/2008)

    E-mini Mid Cap, 1 contract, average 1 trade per day, close all positions before the end of the day.

    Ocean

  10.  
  11. #6

    Join Date
    Dec 2005
    Location
    , ,
    Posts
    995

    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    Here is the Soy beans result as of 6/21/2008 (back-test dated 4/1/2008)

    Initial hypothetical investment for E-mini Mid Cap (EMD) and Soy beans is $6K each for a total of $12K. Average of 1 trade per day for Soy beans as well.

    Enjoy and will post results again by the end of July.

    Ocean

  12.  
  13. #7

    Join Date
    Sep 2006
    Location
    Upstate NY
    Posts
    2,232
    Blog Entries
    45

    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    I've been trying to learn Forex in my spare time so this is going to be neat thread I'm looking forward to following.

  14.  
  15. #8

    Join Date
    Feb 2007
    Location
    San Diego, CA
    Posts
    6,952

    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    Quote Originally Posted by Bullitt View Post
    I've been trying to learn Forex in my spare time so this is going to be neat thread I'm looking forward to following.
    Been on Forex, actively trading, the last three weeks...I have a 235 day plan based on my trend analysis plays. On my plan I'm at day 21 (calendar), on my return plan I'm on day 85. 150 more days on plan and I'm independently wealthy....I am going to tell the working world good-bye for good.
    Last edited by Frixxxx; 06-25-2008 at 05:33 PM.
    THIS IS WHERE I WOULD PUT SOMETHING TO REPRESENT MY THINKING, BUT THEN THEY SHOW UP!
    Tracker =
    100%- I Fund

  16.  
  17. #9

    Join Date
    Dec 2005
    Location
    , ,
    Posts
    995

    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    Quote Originally Posted by Frixxxx View Post
    Been on Forex, actively trading, the last three weeks...I have a 235 day plan based on my trend analysis plays. On my plan I'm at day 21 (calendar), on my return plan I'm on day 85. 150 more days on plan and I'm independently wealthy....I am going to tell the working world good-bye for good.
    Sounds like a good plan.

    I had tried Forex two years ago for a short time as an experiment with discretionary trade without success. I lost $350 out of my $500 Forex account.

    This time I am trying to automate the trade using futures and commodities. It will take at least 6 to 18 months forward testing to see if my automated system works or not. I may need to tweak a bit along the way and it is OK since this is my hobby. This is another experimental project for me since I can't do much with my TSP anyway with 2 limits a month.

    Ocean


  18.  
  19. #10

    Join Date
    Feb 2007
    Location
    San Diego, CA
    Posts
    6,952

    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    Quote Originally Posted by ocean View Post
    Sounds like a good plan.

    I had tried Forex two years ago for a short time as an experiment with discretionary trade without success. I lost $350 out of my $500 Forex account.

    This time I am trying to automate the trade using futures and commodities. It will take at least 6 to 18 months forward testing to see if my automated system works or not. I may need to tweak a bit along the way and it is OK since this is my hobby. This is another experimental project for me since I can't do much with my TSP anyway with 2 limits a month.

    Ocean
    Check out http://www.igforex.com/ They have an easier way to automate and you can right your own code to "bot" your actions. Forex just came out with some automation tools so I have to check their usefuless.

    Woohoo 1400+ PIPs on the cable last night!
    THIS IS WHERE I WOULD PUT SOMETHING TO REPRESENT MY THINKING, BUT THEN THEY SHOW UP!
    Tracker =
    100%- I Fund

  20.  
  21. #11

    Join Date
    Dec 2005
    Location
    , ,
    Posts
    995

    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    Hypothetical result for Soybeans (software had been modified to reduce trading activities)

    Symbol: SN08
    Date: 6/23/08 - 6/27/08
    Contract: 1
    Slippage and commission: $32 round trip
    Gain/Loss: -$997.50



  22.  
  23. #12

    Join Date
    Dec 2005
    Location
    , ,
    Posts
    995

    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    Hypothetical result for MidCap (software had been modified to reduce trading activities)

    Symbol: EMDU08.D
    Date: 6/23/08 - 6/27/08
    Contract: 1
    Slippage and commission: $25 round trip
    Gain/Loss: $430.00


  24.  
Page 1 of 4 123 ... LastLast

Bookmarks

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts
  •  
SPY (C Fund) (delayed)
Ocean Auto Trading Journal - Futures and Commodities
(Stockcharts.com Real-time)
DWCPF (S Fund) (delayed)
Ocean Auto Trading Journal - Futures and Commodities
(Stockcharts.com Real-time)
EFA (I Fund) (delayed)
Ocean Auto Trading Journal - Futures and Commodities
(Stockcharts.com Real-time)
BND (F Fund) (delayed)
Ocean Auto Trading Journal - Futures and Commodities
(Stockcharts.com Real-time)

Yahoo Finance Realtime TSP Fund Tracking Index Quotes