Tuesday, 3 June 2014

Week of 2014 MA 30

IWM rose by 0.8% this week, while my account fell by 0.2%.  The loss-floor has risen to -11.5%.

US markets were closed on Monday for Memorial Day.

End of week allocations:

114% equities, 30% cash
% gain
size
Max loss
Sym  Buy  Fri  Mon  Tue  Wed  Thu  Fri Beg   End
 
URTY ⁰ MA19 +0.4 15 +0.7 15 +0.7 15 +0.7 15 +0.7 0
ATML MA20 +0.3 14 +0.5 14 +0.5 14 +0.7 15 +0.8 15 -1.3 -0.8
YHOO  MA20 +0.4 15 +0.4 15 +0.3 15 +0.3 15 +0.2 15 -0.3 -0.2
TNA MA22 +0.2 11 +0.7 12 +0.5 12 +0.6 12 +0.4 11 -0.7 +0.4
AGQ MA23 -0.0 14 -0.4 14 -0.4 14 -0.4 14 -0.4 0 -0.2 -0.2
URTY ¹  MA27 -0.1 29 -0.5 28 -0.2 28 -0.6 28 -0.4 -1.6
[out] 11 11 11 11 11
cash 9 -19 -10 -9 19
IWM   -2.8      -1.4   -1.9   -1.5   -2.0
me -8.2 -7.7 -8.5 -7.8 -8.4
floor -11.6 -13.1 -12.8 -12.3 -11.5

URTY: Sold at Tuesday’s open as planned.  Robot then bought it back at 11am, with a stop price above the day’s opening price.  Because of Schwab’s wacky real-time data, this caused the robot to think it had stopped out at noon, so bought this “back” at 1pm with stop price still above low-of-the-day, so robot again thought stopped out at 2pm, so again tried to buy it “back” at 3pm, but was blocked due ot lack of available cash.

UWM: Buy signal for Tuesday — limit not reached.  Buy signals for Wednesday, Thursday, and Friday — skipped due to accidental double purchase of URTY and the limit prices wouldn’t have been reached anyway.  Buy signal for next Monday — skipped due to double URTY purchase.

cash: Settled cash went negative for Tuesday, Wednesday, and Thursday.  No complaints from Schwab, because I didn’t sell the URTY shares before the cash to buy them became available.

Stock-trading robot

Ticker
Symbol
Buy dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual M  A  M  A 
URTY ⁰ MA 19 12:00 $75.79 $75.84 MA 27 09:30 $79.94 $80.02 +0.69% +0.68%
ATML MA 20 MA 20 09:30 $7.88 (Not yet)
YHOO MA 20 09:30 $33.99 (Not yet)
TNA MA 22 12:00 $66.42 $66.47 MA 30 13:00 MA 30 12:40 $69.30 $69.27 +0.42% +0.39%
AGQ MA 23 09:30 $61.19 MA 27 09:30 $60.23 $59.27 -0.43% -0.42%
URTY ¹ MA 27 11:00 $82.23 $82.28 MA 27 14:00 (Not yet) $80.58 -0.31%
MA 27 15:00 MA 27 13:00 $81.40 $81.16 (Not yet)

TNA: Stopped out.

AGQ: Stopped out at open with gap-down.

URTY ¹: Robot now thinks it should have stopped out at 2pm, apparently because the stop price was changing during the day — but this did not happen.  So now I have a double-tranche of URTY, which I will compensate for by not putting in an order for UWM even though there is a continuing “Buy” signal for it.

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