Friday, 13 September 2013

Week of 2013 SE 06

IWM rose by 2.5% this week, while my account rose 0.7%.  The loss-floor has fallen to -8.9%.

US markets were closed on Monday for Labor Day.

End of week allocations:
% gain
size
Max loss
Sym  Buy  Fri  Mon  Tue  Wed  Thu  Fri Beg   End
 
ATML AU29 -0.1 10 -0.1 10 +0.2 10 +0.3 10 +0.3 10 -0.4 -0.4
YHOO AU30 -0.1 11 +0.1 11 +0.2 11 +0.3 11 +0.3 11 -0.8 -0.7
FNSR AU30 -0.2 8 -0.1 8 -0.1 8 -0.1 8 -0.1 0 -0.8 -0.8
URTY ¹ SE03 -0.4 10 -0.4 10 -0.4 10 -0.4 0 -0.9 -0.9
URTY ² SE04 +0.0 11 +0.1 11 +0.2 11 -1.6 -1.4
TNA SE05 -0.2 10 -0.1 11 -0.7 -0.7
IWM +21.6 +22.5 +23.5 +23.7 +24.1
me -5.8 -5.7 -5.3 -5.2 -5.1
floor -7.2 -6.5 -8.0 -8.9 -8.9

Stock-trading robot

Ticker
Symbol
Buy dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual M  A  M  A 
ATML AU 29 09:30 $7.32 SE 04 09:30 (Not yet) $7.32 -0.03%
YHOO AU 30 09:30 $27.39 (Not yet)
FNSR AU 30 09:30 $20.90 SE 03 09:30 $20.82 -0.06%
SRTY ¹ AU 30 14:00 (Skipped) $17.30 SE 03 13:00 $16.65 -0.41% +0.00%
SRTY ² SE 03 14:00 (Skipped) $17.37 SE 04 16:00 $17.21 -0.12% +0.00%
URTY ¹ SE 03 11:00 $60.83 $60.73 SE 03 11:00 $59.20 $58.60 -0.37% -0.38%
URTY ² SE 04 11:00 $60.82 $60.80 (Not yet)
TNA SE 05 15:00 $55.37 $55.39 (Not yet)

ATML: Robot said “sell” Tuesday night, but the order did not go through (Schwab took too long to load the page) and I didn’t notice for a day.  Meanwhile, ATML went back up again, but there was no ”buy” signal because of the SMA(q) rule.  So I decided to continue holding it until the next ”sell” signal.

SRTY: Still not working.  In some cases, it seems that the problem is stop-prices that are too close to purchase-prices, so when I translate the prices from IWM to SRTY the result is an impossible number.

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