ImranQ's Blog

[iq200]

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.

 

[anmolway]

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

Harjap

 

[Simon]

Any closer to starting yet? When do you intend trading for real?

 

[iq200]

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.

 

[iq200]

Comments

Been perfecting the strategy this weekend. Hopefully take some trades on 26/27 as I will be off work then.

 

[iq200]

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.

 

[iq200]

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.

 

[iq200]

Sorry just realized that trade times were in UK ti

 

[iq200]

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.

 

[iq200]

Thursday 03 March 2005

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

 

[iq200]

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

 

[iq200]

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

 

[iq200]

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.

 

[iq200]

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