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Thread: Ocean Auto Trading Journal - Futures and Commodities

  1. #37

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    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    Hypothetical result for Soybeans for Sep 2008, Symbol: @S.



    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. #38

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    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    Result for Sep 2008. MidCap, ES (emini SP500), Soybeans and 30 yr T-Bond



    Ocean

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  5. #39

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    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    Here is the screen shot of my simulations using the TradeStation platform. Basically I am experimenting with different Emini futures indexes with various logic to observe the daily result. The result shown here was the simulation taken on Oct 3, 2008. The bottom indicator of each sub window showed the gain/loss of each day for each index. Apparently there are some winners and losers and there are more work ahead for me to further improve my system. Thanks for viewing.



    Ocean

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  7. #40

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    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    What a month of October !! The intent of my trading systems supposed to work either in the up or down markets. But it just did not and all 4 indexes that I tracked here were down mostly the last two months. It tells me the algorithms that I used should not be continued. Here are the October results ...

    Hypothetical result for emini S&P:



    Ocean

  8.  
  9. #41

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    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    Hypothetical result for MidCap for Oct 2008, Symbol @EMD



    Ocean

  10.  
  11. #42

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    Default Re: Ocean Auto Trading Journal - Futures and Commodities

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



    Ocean

  12.  
  13. #43

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    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    Hypothetical result for Soybeans for Oct 2008, Symbol: @S



    Ocean

  14.  
  15. #44

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    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    I felt fortunate that the recent erratic down markets did give a good test of my systems and it showed the strategy did not adjust accordingly and to be considered as unsuccessful. It prompted me to re-develop another similar strategy using different setup and parameters this week.

    I used the new strategy and tested on two indexes, ES (emini S&P) and EMD (emini Mid-cap). The results showed that this new strategy was able to adjust the current markets for the last 6 months. I know it will take another year or so to forward test it. But at least I am happy with the new results so far.

    At this point, I think I will make this Trading Journal into an inactive mode and revisit it in about 6 months or so and report my continuing development.

    Thanks for visiting and the next two posts are the results from the new strategy.

    Ocean

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  17. #45

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    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    New hypothetical result for MidCap from May to Oct 2008, Symbol @EMD
    Results based on $5/round-turn commission with no slippage



    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.


  18.  
  19. #46

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    Default Re: Ocean Auto Trading Journal - Futures and Commodities

    New hypothetical result for emini SP from May to Oct 2008, Symbol @ES
    Results based on $5/round-turn commission with no slippage



    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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