Sunday, 20 July 2014

Week fo 2014 JL 18

IWM fell by 0.7% this week, while my account fell by 2.9% (its biggest loss since last August). The loss-floor has fallen to -9.7%.

Once again we see that my robot loses more money on small downdrafts than it gains on extended uptrends.  I am not sure what can be done about this.

World news: Israel has sent tanks into Gaza (again).  Somebody (either Ukraine or Russia) shot down a civilian Malaysia Airlines flight over Донецьк.  Ukraine has seized the air-traffic control recording and the Russian-backed separatists have seized the plane’s black boxes, to ensure that no one can know what really happened.  Why did Kyiv reroute the plane into a war zone?  What did the Donetsk people think they were shooting at?  It is forbidden to know.

End of week allocations:

42% equities, 16% silver, 67% cash
% gain
size
Max loss
Sym Buy Fri Mon Tue Wed Thu Fri Beg End
AGQ ¹ JN17 +2.3 16 +1.5 15 +1.2 15 +1.3 15 +1.3 15 +1.3 15 +0.8 -0.6
FRED ⁰ JN30 -0.0 13 -0.0 0
SRTY ⁻¹ JL08 -0.1 11 -0.1 0
SRTY ⁻² JL10 -0.3 10 -0.3 10 -0.3 0
YHOO JL11 +0.2 15 +0.3 15 +0.2 15 -0.4 15 -0.4 15 -0.4 15 -0.4 -0.4
ATML JL14 -0.3 14 -0.5 14 -0.4 14 -0.4 14 -0.4 14 -0.9 -0.9
URTY ¹ JL14 -0.0 14 -0.6 13 -0.6 13 -0.6 13 -0.6 0 -2.2 -1.3
SRTY ¹ JL15 -0.1 11 -0.1 11 -0.1 11 -0.1 11 -0.4 -0.3
URTY ² JL16 -0.0 14 -0.2 14 -0.2 14 -1.2 -1.2
SRTY ² JL17 +0.3 11 -0.0 11 -0.4 -0.3
AGQ ² JL18 -0.1 8 -0.6 -0.6
URTY ³ JL18 +0.0 14 -1.3 -1.3
[out] 11 11 11 11 11 11
cash 24 21 21 7 -4 -13
IWM  -0.0  +0.5  -0.5 -0.8  -2.3  -0.8
me -4.9 -5.7 -7.0 -7.6 -7.5 -7.8
floor -7.0 -9.3 -9.2 -8.7 -8.1 -9.7

AGQ ¹: Big dump of billions of dollars’ worth of gold Monday morning, which pushed down the price of silver.  Conspiracy theorists would say that this was the central banksters trying to shore up the perceived value of their fiat currencies, but nobody really knows.  Anyway, I ended up losing all but the first week’s profit on this trade.  Disappointing.

YHOO: Reported good earnings after Tuesday’s close, but the bottom fell out of it during after-hours trading.

URTY ¹:  Dunno why the initial stop price for URTY ¹ was so low — I thought the trailing-stop parameter meant that -1.8 was the loosest possible stop?  Anyway, Monday’s end-of-day stop update produced a more reasonable value.

AGQ ²: A prudent reduction in position size since I was lacking in cash.

URTY ³: Automatic purchase even though I didn’t have the settled cash for it.  I don’t have much hope that this trade will be a winner.

cash: Note that Thursday’s and Friday’s values are negative, meaning that I am buying stuff with unsettled funds and am not supposed to sell before the funds arrive.  On Thursday the robot bought SRTY ² with funds that settled Friday morning.  On Friday I carefully bought AGQ ² using only available cash, then the robot purchased URTY ³ using funds that will settle Monday morning.  So no real problem here, but it makes the pie chart above look wrong — the cash slice of the pie is actually negative 13% in size.

Stock-trading robot

More quote-fetch failures this week.  Schwab’s login page now has deliberately-deferred loading which sometimes takes over two seconds before it will accept a username/password.

Ticker
Symbol
Buy dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual M A M A
AGQ ¹ JN 17 JN 17 13:47 $62.15 $62.79 JL 16 09:30 $68.09 +1.44% +1.25%
FRED JL 11 09:30 (Skipped) $14.96 (Not yet)
YHOO JL 11 09:30 $34.95 JL 16 JL 16 09:31 $34.00 -0.42%
ATML JL 14 JL 14 09:34 $9.26 JL 16 09:30 $9.03 -0.36%
URTY ¹ JL 14 14:00 $86.78 $86.84 JL 15 13:00 JL 15 12:00 $84.01 $82.86 -0.46% -0.63%
SRTY ¹ JL 15 13:00 $39.17 $39.14 JL 16 13:00 $38.90 -0.10%
URTY ² JL 16 15:00 JL 16 15:06 $83.61 $83.72 JL 17 11:00 $82.76 $82.75 -0.16% -0.19%
SRTY ² JL 17 10:00 JL 17 11:00 $39.50 $39.72 JL 18 11:00 JL 18 11:18 $39.70 $39.69 +0.02% -0.04%
URTY ³ JL 18 14:00 $82.82 $83.01 (Not yet)
AGQ ² JL 21 JL 18 09:30 $69.90 (Not yet)

AGQ ¹: Sold because price dropped below SMA(s) while CHANDELIER(-) was above that.

FRED: Jumped 9% on JL 17!  Should have bought it.

YHOO, ATML: Correctly-executed trades that didn’t make money.

URTY/SRTY: Whiplash!  Can’t catch a break.

URTY ¹: Value of TRIX(q) was hovering near zero, so sale was a little late due to wobble in Schwab’s real-time quotes.

URTY ²: Yet another quote-fetch failure.  Bought manually a few minutes late.

AGQ ² Robot on server still thinks this should have been bought on Friday, but robot on home laptop says the ”Buy" signal is for Monday.  There will be plenty of settled cash on Monday, so I plan to buy the shares that were not bought on Friday due to limited funds.

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