Monday, 26 December 2011

Week of 2011 DE 23

SPY rose 3.8% this week, while my account fell 0.1%.  Next week is expected to be about the same.

Daily % gain
size
Max % lossResults
Symbol  since Fri   Mon   Tue   Wed   Thu   Fri Beg   End
 
TZA#0a  NO30 -2.5  9 +2.6  9 -10.0  9 -11.2  0 −4.9%
TZA#0b  NO30 +2.5  9 +7.9  9 +9.7%
TNA  DE15 +1.6  10 -3.8  10 +8.1  10 +9.0  10 +11.5  0 −10.0 −10.0 +0.0%
IAU  DE16 +0.2  10 -0.0  10 +1.3  10 +1.3  10 +0.6  10 +0.8  10 −5.4 −4.0
SPY 0.0 -1.0 +1.9 +2.1 +2.9 +3.8
me 0.0 -0.2 -0.0 -0.0 -0.1 -0.1

TNA: Sold due to drop in MACD, but then the market “melted up” for the Santa Clause rally.  MACD does not do well with melt-ups, but TRIX does.  Perhaps I should use both indicators?

IAU: Doing okay.  Sell next Friday unless it does very well and my stop rises above break-even.

Automated trading: I have written up a system that accesses Schwab’s website using a web browser and some Greasemonkey scripts.  Next week I’ll let it run “dry” to shake out the bugs, then maybe give it some money the following week.  (Might have to wait an extra week if the Santa rally continues and there are no MACD swing trades for the rest of the year.)

MACD-based swing trades

Ticker
Symbol
Buy dateBuy priceSell dateSell priceProfit
ModelActualMAModelActualMAMA
TNA DE 15 14:00 DE 15 16:50 $40.90 $41.00 DE 19 12:00 DE 19 12:10 $40.75 $41.10 -0.6% +0.0%
TNA#2 DE 20 11:00 skipped $43.62   DE 21 13:00 skipped $43.27   -1.0% +0.0%

TNA: As usual, the model bought for a better price than I did, but I sold for a better price.  Managed to break even, during a week when this ticker rose a lot.

TNA#2: Skipped this trade bacause PPO-signal was positive.  Avoided a loss.

No comments:

Post a comment