Sunday, 26 October 2014

Week of 2014 OC 24

IWM rose by 3.2% this week, while my account rose 2.6%.  The loss-floor has risen to -11.1%.

Over the last four weeks, IWM is unchanged while my account has risen 1.8%.  Progress!

End of week allocations:

201% equities, 23% cash USD
% gain
size
Max loss
Sym Buy Fri Mon Tue Wed Thu Fri Beg End
URTY ¹  OC14 +0.5 15 +0.9 15 +1.6 16 +1.5 16 +1.5 16 +1.5 16 -1.2 +1.5
TNA OC16 +0.1 11 +0.5 23 +1.5 24 +0.6 23 +1.7 24 +1.8 24 -1.1 -0.6
URTY ² OC22 -0.2 14 -0.2 14 -0.2 14 -0.2 -0.2
URTY ³ OC23 -0.2 14 +0.0 43 -1.7 -0.8
[cash] 62 50 50 36 21 -7
IWM   -6.7   -5.6   -4.0   -5.4   -3.7   -3.5
me -10.6 -9.8 -8.0 -9.2 -8.3 -8.0
floor -13.4 -14.5 -11.3 -10.4 -10.7 -11.1

TNA: Excellent!  Bought more just before the market jumped.

URTY: Stop-oscillation due to price wobbling above and below SMA(s).  The stop for Wednesday was ridiculously tight and so the trade stopped out after an hour.  There were multiple extraneous purchases on Friday (see below).  I’m not too worried about my ridiculously-high exposure (200% long???) because the stop is so tight right now, but if closing-price drops below SMA(s) and causes the stop-price to drop sharply, I should sell the extraneous shares to reduce my risk.

[cash]: Because the robot went crazy on Friday, my settled-cash has gone negative and I am not supposed to sell URTY ³ until that gets fixed.  However, both URTY ¹ and URTY ² will settle at Monday’s open so no worries.

[out]: I am running out of money to buy food and the income I was expecting this month has been delayed.  I will probably have to make another withdrawal soon.  That’s probably for the best since I am not making any money at this game.

Stock-trading robot

Ticker
Symbol
Buy dateBuy priceSell dateSell priceAcct Profit
ModelActualMAModelActual M A M A
URTY ¹ OC 14 13:00 $66.15 $66.17 OC 22 10:00 09:36 $74.14 $74.08 +1.49% +1.52%
TNA OC 16 11:00 $59.41 $59.21 (Not yet)
OC 20 11:00 $61.09 $61.15
URTY ² OC 22 11:00 $75.00 $75.04 OC 22 13:00 12:17 $74.08 $74.02 -0.21%
URTY ³ OC 23 11:00 $75.61 $75.73 (Not yet)
(Nope) OC 24 12:00 $74.89
(Nope) OC 24 14:00 $75.21

URTY ¹: Excellent!

URTY ²: Stop was ridiculously tight, so stopped out almost immediately.

URTY ³: Robot thought had stopped out by 11am, but it hadn’t.  Robot them bought back at 12pm, thought it stopped out again at 1pm, bought another tranche at 2pm, thought it stopped out again at 3pm.  I was travelling and couldn’t do anything while this was happening.  The 4pm update fixed things somehow.  Need to look into this.

No comments:

Post a comment