ImranQ's Blog

iq200

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Introduction

Platform: Tradestation 8.0
Offline Analysis + scanner data source: TC2000
Instrument traded: US stocks
Trading Method: Direct access
Trading time frame: 1-5 mins
Strategy: My own momentum strategy. If I tell U I will have to kill U ;).
Stock selection: Using a stock scanner written by myself. Takes data from TC2000 and scans all the stocks for my personal criteria. Once the stocks are selected, I will monitor only these stocks in the day and enter long or short depending on what my shmindicators will tell me.


All times are in EST.
 
Hey Imran nice to see you around, hope it's all going well with the US stocks.

Harjap
 
Friday 20 August 2004

2 Trades (using 2 minute timeframe):

20/08/2004 12:49:46 EBAY Buy 80.690
20/08/2004 12:57:01 EBAY Sell 80.990
Profit = +30c
Analysis: This trade was timed properly.

20/08/2004 13:46:41 EBAY Buy 81.360
20/08/2004 13:54:12 EBAY Sell 81.300
Profit = -6c
Analysis: Unfortunately I missed the entry as I was doing other things! But foolishly took a risk and entered very late as you will see from intraday chart.
 
Comments

Been perfecting the strategy this weekend. Hopefully take some trades on 26/27 as I will be off work then.
 
Thursday 26 August 2004 - Trade 1

Using 2 minute Timeframe

26/08/2004 10:15:49 APOL Buy 79.530
26/08/2004 10:31:10 APOL Sell 80.200
Profit = +67c

Analysis: I got a signal from my strategy indicators but the stock started to pullback just as I bought it LOL! The overall momentum was up so I held on.
 
Thursday 26 August 2004 - Trade 2

Using 2 minute Timeframe

26/08/2004 13:25:50 EOG Buy 56.630
26/08/2004 13:32:50 EOG Sell 56.610
Profit = -3c

Analysis : Entered because of signal but stock hit my stop and both stochastic and momentum went negative. Mistake to enter this stock as it was a very slow and illiquid stock.
 
Trading again..

Havent traded for a while due to other commitments. Going to be trading in the evenings. Started today. Using the following for trading:
Instruments traded: Equities, NQ, YM, S&P Emini, Russell Emini
TC2000 - scanning stocks.
Tradestation 8 - charting/analysis and trading stocks.
Velocity Futures - trading futures.

My entry/exit analysis has changed. Still using secret indicators but different secret indicators to before.;)

Will post my entries for this evening later tonight or tomorrow.
 
Thursday 03 March 2005

03/03/2005 15:14 GOOG Sell 186.33
03/03/2005 15:20 GOOG Buy 186.08
Profit = 25c
 
Friday 04 March 2005

04/03/2005 13:47 VLO Buy 74.06
04/03/2005 13:58 VLO Sell 74.19
Profit = 13c

04/03/2005 14:22 VLO Sell 74.22
04/03/2005 14:34 VLO Buy 73.98
Profit = 24c

04/03/2005 15:14 GOOG Sell 186.33
04/03/2005 15:20 GOOG Buy 186.08
Profit = 25c

Total = 13c + 24c + 25c = 62c
 
Tuesday 28 June 2005

I am trialling out a new system I am working on. These are NOT real trades. I am currently just posting today's signals for RIMM:

RIMM 09:40 Short 76.22
RIMM 09:56 Cover 75.74
Potential Profit = 48c

RIMM 09:58 Long 75.72
RIMM 10:41 Sell 76.82
Potential Profit = 110c

RIMM 11:03 Long 77.12
RIMM 11:12 Sell 77.16
Potential Profit = 4c

RIMM 11:36 Long 77.15
RIMM 12:04 Sell 77.51
Potential Profit = 36c

RIMM 13:04 Long 77.42
RIMM 13:33 Sell 77.36
Potential Profit = -6c

RIMM 13:56 Short 77.20
RIMM 14:09 Cover 76.98
Potential Profit = 22c

RIMM 14:10 Long 77.00
RIMM 14:20 Sell 77.02
Potential Profit = 2c

RIMM 14:25 Long 77.01
RIMM 14:58 Sell 76.72
Potential Profit = -29c

RIMM 14:37 Long 76.99
RIMM 14:58 Sell 77.06
Potential Profit = 7c

RIMM 15:00 Short 76.97
RIMM 15:18 Cover 77.05
Potential Profit = 8c
 
I have developed a standalone trading strategy backtesting library, written in dot-net c# that can backtest a portfolio consisting of several thousand instruments going back upto 50 years in a short while on my computer. Backtests can have preselection filters and trade entry/exit based on trading indicators or any mathematical formulae and optionally optimize trading parameters and parameters to mathematical formulae using an in-built genetic optimizer. My plan is to use Tradestation for automating portfolio trading strategies that I have developed.

At the same time, I have moved to Ninjatrader for my discretionary trading strategy development. I have been working on a discretionary trading system which seems to give good results. My next step is to use the simulator to test the discretionary system.

I will be using this log as a placeholder for the charts and any files that I will use.
 
Rules of entry

A) Short
Entry:
1) A red line appears with red price bar or ...
2) A red line has appeared with blue bars then go short as soon as red price bars start appearing.
Exit:
Ignore change of colour of bars after entry and exit when blue vertical line appears


B) Long
Entry:
1) A blue line appears with blue price bar or ...
2) A blue line has appeared with red bars then go long as soon as blue price bars start appearing.
Exit:
Ignore change of colour of bars after entry and exit when red vertical line appears

Images enclosed of Canadian dollar 20/02/2015
 

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