Monday, 19 May 2014

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 dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual 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.

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