Week of 2014 FE 21

IWM rose by 1.3% this week, while my account rose 1.6%.  The loss-floor has risen to -2.9%, its highest value since last May.

US markets were closed on Monday for Presidents’ Day.

End of week allocations: 102% equities, 24% silver, 44% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   URTY FE06 │ +1.2 12 +1.6 12 +1.3 12 +1.6 12 +1.7 12 │ +0.5 +0.8 AGQ FE07 │ +1.7 12 +2.2 12 +1.7 12 +2.0 12 +2.0 12 │ +0.7 +1.2 TNA FE11 │ +0.8 21 +1.5 22 +0.8 21 +1.5 22 +1.6 22 │ -0.9 +0.7 IWM │   -0.9      +0.1   -0.9   +0.1   +0.4 │ me │ -1.9 -0.4 -1.9 -0.5 -0.3 │ floor │ -5.3 -4.5 -4.6 -3.6 -2.9 │

On Wednesday around 4:20pm, Yahoo! Finance was offline, so stop-updates for URTY and AGQ did not happen.  Yahoo came back an hour later, but the stops wouldn't have changed much anyway so I didn’t bother rerunning the update.

URTY: On Friday, the robot set the stop loss to +0.5, but my manual calculations came out to +0.8.  I raised the stop manually, but this needs investigation.

Stock-trading robot

No trades this week.

Double-TRIX trading model

Tuesday night, the robot generated a “buy” signal for UWM, but the signal was invalid because SMA(q) was less than CHANDELIER(+) so if the order had actually filled, it would have immediately stopped out.  I added a new rule: “do not buy if limit-price is less than stop-price”.  The new rule prevented a buy-order Wednesday night, but there was a valid “buy” generated Thursday night, which did not hit its limit during Friday’s session.  There is another ”buy” order for Monday.