Monday, 18 August 2014

Week of 2014 AU 15

IWM rose by 1.0% this week, while my account rose 0.9%.  The loss-floor has risen to -9.4%.

End of week allocations:

82% equities, 51% cash USD
% gain
size
Max loss
Sym Buy Fri Mon Tue Wed Thu Fri Beg End
YHOO JL22 +0.9 16 +0.9 16 +0.8 16 +1.0 16 +1.1 16 +1.1 16 -0.3 -0.3
URTY AU05 +0.1 14 +0.5 15 +0.2 15 +0.5 15 +0.5 15 +0.9 15 -1.8 -0.9
TNA AU11 -0.1 11 -0.3 11 -0.1 22 +0.0 22 -0.1 22 -0.8 -0.8
SRTY AU15 -0.0 11 -0.8 -0.8
IWM   -2.5   -1.6   -2.2   -1.5   -1.3   -1.5
me -8.2 -8.0 -8.5 -7.8 -7.5 -7.3
floor -11.3 -11.4 -10.9 -11.7 -10.5 -9.4

URTY: Sold at open, which turned out to be the high of the day!.

MACD-based trading model

Finally fixed that bug where the robot would sell an hour after buying, if the high of the last two days was today (before purchase).  New rule: Do not pre-emptively sell SRTY when IWM makes a double-top, if this is the first day of holding the ticker.  This rule is needed because Schwab does not provide lows and highs for the last hour, but instead offers lows and highs for the day-so-far, so I can’t tell if it’s a ”new high” since buying SRTY or is just the same ”old high” being repeated all day.

Stock-trading robot

Ticker
Symbol
Buy dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual M A M A
FRED JL 11 09:30 (Skipped) $14.96 (Not yet)
YHOO JL 22 09:30 $33.48 $33.56 (Not yet)
URTY AU 05 12:00 $78.28 $78.18 AU 15 09:30 $83.53 +0.87% +0.86%
TNA AU 11 11:00 $70.93 $70.92 (Not yet)
AU 13 11:00 $70.50 $70.63
SRTY AU 15 13:00 $40.43 AU 15 15:00 AU 15 14:00 $39.91 $40.49 -0.15% -0.02%

FRED: Now 21 days inside the range of prices seen on JL 17.  Looks like it’s making a symmetric triangle.

URTY: Yet another case of pre-emptive sale because price closed over SMA(s) but below CHANDELIER(+) so there was no valid stop-price.

SRTY: Robot sold an hour after purchase due to bug.  Should have sold after two hours due to IWM price exceeding SMA(150).  As it turned out, the early sale was advantageous.

UWM: Buy signal for Friday, but it wasn’t valid because SMA(q) is below CHANDELIER(-) for UWM, although not for IWM which is what the robot looks at.  There is a valid buy-signal for Monday.

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