Sunday 4 November 2012

Week of 2012 NO 02

SPY rose by 0.2% this week and has returned to its value as of August 24th.  My account fell 0.4% and is still above its value from August 24th. The loss-floor rose to -6.4%.

US markets: Hurricane Sandy forced the evacuation of Wall St., so markets were closed on Monday and Tuesday.

Friday’s allocations:
Daily % gain
Max loss
Sym  Buy  Fri  Mon  Tue  Wed  Thu  Fri Beg   End
IAU  AU14 +0.8  14  +0.9  14  +0.8  14  +0.6  14  +0.1 +0.1
SRTY  OC26 -0.2  15  -0.3  15  -0.3  15  -0.3  15  -0.8 -0.8
SPY +12.6             +12.6     +13.8     +12.8    
me -5.6 -5.6 -5.7 -6.0
floor -6.8 -6.4 -6.4 -6.4

IAU: Gold fell yet again this week.  Daily MACD is still roughly unchanged from a week ago.

SRTY: Yet another loss.  This week is the first time in a month when the robot didn’t buy SRTY on Friday afternoon — because the slower of the hourly MACD’s didn’t go negative until the close.

Stock-trading robot

Buy dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual M  A  M  A 
SRTY OC 26 13:00 $40.74 OC 31 10:00 $39.85 $39.83 -0.3%

The robot did not properly detect that the market was closed on Monday and Tuesday.  When I first wrote the robot, Schwab was resetting their daily volume to zero when the market was closed, but now they’re leaving the previous day’s final volume up.  The robot is currently collecting volume at 4:00pm, but volume continues to change until after 4:05 or so.  I should move the final volume-check to 4:20 so it happens at the same time as the recheck of prices, then treat the market as “closed” if volume is either zero or unchanged from yesterday.

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