Week of 2014 MA 16

IWM fell by 0.4% this week, while my account fell by 2.4% to its lowest value ever.  The loss-floor has fallen to -9.4% which is its lowest value since December.

End of week allocations: 89% cash

% gain size │ Max loss Sym  Buy │  Fri  Mon  Tue  Wed  Thu  Fri │ Beg   End   TNA MA12 │ +0.0 11 -0.4 11 -0.5 10 -0.5 10 -0.5 10 │ -1.1 -1.1 YHOO MA12 │ +0.2 15 +0.1 15 +0.0 15 -0.1 15 -0.2 15 │ -0.6 -0.5 URTY  MA12 │ +0.0 14 -0.4 14 -1.3 27 -1.8 27 -1.8 27 │ -2.7 -2.7 ATML MA14 │ +0.1 14 -0.4 14 -0.4 14 │ -0.4 -0.4 SRTY MA14 │ +0.1 11 +0.5 12 +0.5 12 │ -0.8 -0.6 IWM │   -4.4   -2.3   -3.2   -4.8   -5.4   -4.8 │ me │ -7.0 -6.7 -7.4 -8.5 -9.3 -9.4 │ floor │ -7.0 -11.3 -11.2 -12.5 -9.6 -9.4 │

Stock-trading robot

My ISP is now charging $50/month to run this money-losing robot.  I need to cut memory usage down so I can switch to a cheaper cloud-hosting plan.

Ticker Symbol		Buy date			Buy price			Sell date			Sell price			Acct Profit
		Model	Actual		M	A		Model	Actual		M	A		M	A
TNA		MA 12 11:00			$69.16	$69.17		MA 14 14:00			$65.72	$65.69		-0.54%
YHOO		MA 12	MA 12 11:00		$33.99	$34.00		MA 16 09:30			$33.66			-0.17%
URTY		MA 12 11:00			$79.32	$79.45		MA 13 09:30	MA 15 15:00		$79.54	$72.17		+0.00%	-1.25%
		MA 14 11:00			$75.22	$75.21		MA 15 15:00			$72.17			-0.57%
ATML		MA 14	MA 14 09:31		$7.83			MA 15	MA 15 12:05		$7.61			-0.39%
SRTY		MA 14 12:00			$45.31	$45.29		MA 15 13:00			$47.79	$47.81		+0.52%

URTY: On Monday, the price went above SMA(s) but below CHANDELIER(+), so the program failed with a “stop on wrong side of price” error.  Sell or keep another day?  I decided to keep.  But Tuesday morning at 10am, the robot thought it had stopped out.  Now what?  There was another “Buy” order on Wednesday, so then I had a double tranche.  Lost lots of money Thursday.

SRTY: First profit in quite some time!  But only enough to cover same-week losses in YHOO and ATML.

TRIX-based trading model

New rule: For daily long trades, if calculated stop price is above the closing price, then sell at next day’s open instead of trying to set a stupid price that won’t work.