Monday, 16 September 2013

Week of 2013 SE 13

IWM rose by 2.9% this week, while my account rose 1.2%.  The loss-floor has risen to -7.0%.

End of week allocations:
% gain
size
Max loss
Sym  Buy  Fri  Mon  Tue  Wed  Thu  Fri Beg   End
 
ATML AU29 +0.3 10 +0.4 10 +0.6 10 +0.4 10 +0.4 10 +0.3 10 -0.4 +0.0
YHOO AU30 +0.3 11 +0.3 11 +0.3 11 +0.3 11 +0.3 0 -0.7 -0.7
URTY SE04 +0.2 11 +0.6 11 +1.0 11 +0.9 11 +0.7 11 +0.9 11 -1.4 -0.4
TNA SE05 -0.1 11 +0.4 11 +0.7 11 +0.7 11 +0.5 11 +0.5 11 -0.7 +0.5
FNSR SE10 +0.0 9 -0.2 9 -0.1 9 -0.1 9 -1.1 -1.1
UWM SE13 +0.0 10 -0.7 -0.7
IWM +24.1 +25.9 +27.2 +27.2 +26.3 +27.0
me -5.1 -4.0 -3.1 -3.5 -3.9 -3.9
floor -8.9 -6.3 -7.4 -7.5 -6.8 -7.0

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 SE 09 09:30 $28.32 +0.31%
URTY SE 04 11:00 $60.82 $60.80 (Not yet)
TNA SE 05 15:00 $55.37 $55.39 SE 13 11:00 SE 13 10:11 $58.10 +0.47% +0.46%
FNSR SE 10 09:30 $23.53 (Not yet)
UWM SE 13 09:30 $69.80 (Not yet)

ATML: Still haven’t sold it.  Raised stop to break-even on Monday.

YHOO: Trade went exactly as expected and made money.  Unfortunately, YHOO jumped after I sold it.  Oh well.

TNA: Stopped out, eleven minutes after the stop price was raised.  This is the first profit since the TNA model was retuned on AU 02; it *almost* cancels out the previous losses.

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.  I've turned this model off for now.

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