Sunday, 17 February 2013

Week of 2013 FE 08

IWM rose 0.5% yet again this week, to its highest value ever yet again, while my account fell by 0.5%.  The loss-floor fell to +0.6%.

End of week allocations:
Daily % gain
size
│Max loss
Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End
 
IAU  AU14 │ +0.7  18  +0.7  18  +0.7  18  +0.8  18  +0.7  18  +0.7  18  │ +0.1 +0.1
SRTY ¹  FE04 │ +0.1  19  -0.3  19  -0.3  19  -0.3  19  -0.3  0  │ -0.8 -0.8
SRTY ²  FE07 │ -0.2  19  -0.2  19  │ -0.5 -0.5
IWM │ +9.5     +8.2     +9.1     +9.6     +9.2     +10.0     │
me │ +1.6 +1.8 +1.4 +1.4 +1.2 +1.1 │
floor │ +1.1 +0.3 +0.8 +0.8 +0.6 +0.6 │

Stock-trading robot

Ticker
Symbol
Buy dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual M  A  M  A 
SRTY ¹ FE 04 13:00 $27.82 FE 05 10:00 $27.47 -0.3%
SRTY ² FE 07 13:00 $27.38 $27.41 FE 07 14:00 $27.18 $27.17 -0.2%

SRTY ¹: Robot worked correctly, but the downbound train did not leave the station.

SRTY ²: There is a bug in the trading model: if SRTY makes a new low and then later that same day a “buy” signal is issued, the model will always say “sell” one hour later.  In this case, that turned out to be a reasonable move because the downbound train did not leave the station.  Needs fixing, though.

No comments:

Post a Comment