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Friday, December 7, 2018

platinum-gold #4

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
461.4
12/7/2018 14:55 FUTURE SELL -1 TO OPEN /GCG19 19-Feb FUTURE 1255.3 1255.3 MKT
12/7/2018 14:55 FUTURE BUY 1 TO OPEN /PLF19 19-Jan FUTURE 793.9 793.9 LMT
12/7/2018 14:55 FUTURE BUY 1 TO OPEN /PLF19 19-Jan FUTURE 793.9 793.9 LMT

Thursday, December 6, 2018

+$400, flat platinum-gold pair #3

The trade was posted live @tfo_medved

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
454.9
12/6/2018 12:46 FUTURE BUY 1 TO CLOSE /GCG19 19-Feb FUTURE 1246 1246 MKT
12/6/2018 12:46 FUTURE SELL -2 TO CLOSE /PLF19 19-Jan FUTURE 791.1 791.1 LMT

Long Platinum short Gold pair trade #3

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
459
12/6/2018 10:47 FUTURE SELL -1 TO OPEN /GCG19 19-Feb FUTURE 1247.9 1247.9 MKT
12/6/2018 10:47 FUTURE BUY 1 TO OPEN /PLF19 19-Jan FUTURE 788.9 788.9 LMT
12/6/2018 10:47 FUTURE BUY 1 TO OPEN /PLF19 19-Jan FUTURE 788.9 788.9 LMT

Wednesday, December 5, 2018

+$550, flat WTI-RBOOB F19 pair trade

The trade was posted live @tfo_medved

How to calculate and trade Simple Crack Spread using RBOB and WTI Futures. 

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Crack
8.0308
12/5/2018 11:16 FUTURE BUY 1 TO CLOSE /CLF19 19-Jan FUTURE 54.02 54.02 MKT
12/5/2018 11:16 FUTURE SELL -1 TO CLOSE /RBF19 19-Jan FUTURE 1.4774 1.4774 LMT

Long F19 Simple Crack Spread

How to calculate and trade Simple Crack Spread using RBOB and WTI Futures. 

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Crack
7.4396
12/5/2018 9:36 FUTURE SELL -1 TO OPEN /CLF19 19-Jan FUTURE 53.62 53.62 MKT
12/5/2018 9:36 FUTURE BUY 1 TO OPEN /RBF19 19-Jan FUTURE 1.4538 1.4538 MKT

Tuesday, December 4, 2018

+$400, flat platinum-gold pair #2

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
437.9
12/4/2018 14:36 FUTURE BUY 1 TO CLOSE /GCG19 19-Feb FUTURE 1243.7 1243.7 MKT
12/4/2018 14:36 FUTURE SELL -2 TO CLOSE /PLF19 19-Jan FUTURE 805.8 805.8 LMT

Platinum-Gold pair #2

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
442.2
12/4/2018 11:55 FUTURE SELL -1 TO OPEN /GCG19 19-Feb FUTURE 1244 1244 MKT
12/4/2018 11:55 FUTURE BUY 1 TO OPEN /PLF19 19-Jan FUTURE 801.8 801.8 LMT
12/4/2018 11:55 FUTURE BUY 1 TO OPEN /PLF19 19-Jan FUTURE 801.8 801.8 LMT

Monday, December 3, 2018

+$400, Flat Platinum-Gold pair

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
427.4
12/3/2018 13:44 FUTURE BUY 1 TO CLOSE /GCG19 19-Feb FUTURE 1237.9 1237.9 MKT
12/3/2018 13:44 FUTURE SELL -1 TO CLOSE /PLF19 19-Jan FUTURE 810.5 810.5 LMT
12/3/2018 13:44 FUTURE SELL -1 TO CLOSE /PLF19 19-Jan FUTURE 810.5 810.5 LMT

Gold-Platinum pair trade

Shorting new ATH of  gold-platinum spread:

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
431.6
12/3/2018 9:56 FUTURE SELL -1 TO OPEN /GCG19 19-Feb FUTURE 1239.4 1239.4 MKT
12/3/2018 9:56 FUTURE BUY 1 TO OPEN /PLF19 19-Jan FUTURE 807.8 807.8 LMT
12/3/2018 9:56 FUTURE BUY 1 TO OPEN /PLF19 19-Jan FUTURE 807.8 807.8 LMT

Wednesday, November 28, 2018

TA is a tale told by an idiot ...

( spoken by Macbeth)
Tomorrow, and tomorrow, and tomorrow,
Creeps in this petty pace from day to day,
To the last syllable of recorded time;
And all our yesterdays have lighted fools
The way to another loss. Out, out, flat!
Day trader's but a walking shadow, a poor player,
That struts and frets his hour upon the stage,
And then is heard no more. TA is a tale
Told by an idiot, full of sound and fury,
Signifying nothing

Tuesday, November 13, 2018

+$300, /ES credit spreads: flat short options

11/28/2018
Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
11/28/2018 12:07 SINGLE BUY 1 TO CLOSE /ESZ18 1/50 DEC 18 /ESZ18 2500 PUT 5.5 5.5 LMT

11/13/2018
Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
11/13/2018 7:59 SINGLE BUY 1 TO CLOSE /ESZ18 1/50 DEC 18 /ESZ18 2940 CALL 2.35 2.35 LMT
11/13/2018 7:59 SINGLE SELL -1 TO CLOSE /ESZ18 1/50 DEC 18 /ESZ18 2300 PUT 3.5 3.5 LMT
11/9/2018
11/9/2018 14:43 SINGLE BUY 1 TO OPEN /ESZ18 1/50 DEC 18 /ESZ18 3040 CALL 0.6 0.6 LMT
11/9/2018 14:42 SINGLE SELL -1 TO OPEN /ESZ18 1/50 DEC 18 /ESZ18 2940 CALL 3.8 3.8 LMT
11/9/2018 14:41 SINGLE SELL -1 TO OPEN /ESZ18 1/50 DEC 18 /ESZ18 2500 PUT 9.5 9.5 LMT
11/9/2018 14:41 SINGLE BUY 1 TO OPEN /ESZ18 1/50 DEC 18 /ESZ18 2300 PUT 2.95 2.95 LMT

Friday, November 9, 2018

Algorithmic Daytrading : 2X milestone.

“Number rules the universe.” 
                                          Pythagoras

Algorithmic Day Trading How To.

Starting from the beginning of March 2018 Medved's algo scored 228  points per /ES contract.  The risk was set to $10,000.00 per contract.   It means that the 2X milestone is here ( after fees the algo doubled the risk money ). For now, I am taking a break from day trading. The idea is to see a significant drawdown in the performance of the algo. After it, I will restart my algo trading with 2X number of contracts.

11/1/2018 3.75
11/2/2018 10
11/5/2018 7.75
11/6/2018 10.5
11/7/2018 27.25
11/8/2018 0
11/9/2018 3.75
Total: 63

The previous period was posted here.

+$300, Long F19 Simple Crack Spread @7.29

this trade was posted live  @tfo_medved.


Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Crack
7.6004
11/9/2018 11:35 FUTURE BUY 1 TO CLOSE /CLF19 19-Jan FUTURE 60.28 60.28 MKT
11/9/2018 11:35 FUTURE SELL -1 TO CLOSE /RBF19 19-Jan FUTURE 1.6162 1.6162 LMT



How to calculate and trade Simple Crack Spread using RBOB and WTI Futures. 



Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Crack
7.287
11/9/2018 10:16 FUTURE SELL -1 TO OPEN /CLF19 19-Jan FUTURE 60.06 60.06 MKT
11/9/2018 10:16 FUTURE BUY 1 TO OPEN /RBF19 19-Jan FUTURE 1.6035 1.6035 LMT

Wednesday, November 7, 2018

+$300, Flat Long F19 Simple Crack Spread

This trade was posted live @tfo_medved.

How to calculate and trade Simple Crack Spread using RBOB and WTI Futures. 

11/8/2018

Flat, +$300

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Crack
7.9672
11/8/2018 9:54 FUTURE BUY 1 TO CLOSE /CLF19 19-Jan FUTURE 61.19 61.19 MKT
11/8/2018 9:54 FUTURE SELL -1 TO CLOSE /RBF19 19-Jan FUTURE 1.6466 1.6466 LMT

11/7/2018

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Crack
7.63
11/7/2018 10:34 FUTURE SELL -1 TO OPEN /CLF19 19-Jan FUTURE 62.3 62.3 MKT
11/7/2018 10:34 FUTURE BUY 1 TO OPEN /RBF19 19-Jan FUTURE 1.6652 1.665 LMT

Friday, November 2, 2018

Naked /CL puts

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
11/2/2018 11:08 SINGLE SELL -1 TO OPEN /CLF19 1/1000 JAN 19 /LOF19 48 PUT 0.11 0.11 LMT

Wednesday, October 31, 2018

Day trading Octoberfest : 85 /ES points



Starting March 2018 the algorithm made 165 /ES points per contract.

10/1/2018 -6
10/2/2018 0
10/3/2018 13.25
10/4/2018 0.25
10/5/2018 0
10/8/2018 -9
10/9/2018 -4.25
10/10/2018 81.25
10/11/2018 19.25
10/12/2018 0
10/15/2018 0
10/16/2018 27.75
10/17/2018 -23.5
10/18/2018 -15.75
10/19/2018 -16.5
10/22/2018 0
10/23/2018 -18.25
10/24/2018 46.5
10/25/2018 -10.25
10/26/2018 -43.25
10/29/2018 56.5
10/30/2018 0
10/31/2018 -13
Total: 85

Wednesday, October 24, 2018

+$110, Long Z18 simple crack spread

10/29/18
Flat, the trade was posted live @tfo_medved.
How to calculate and trade Simple Crack Spread using RBOB and WTI Futures. 

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Crack
9.355
10/29/2018 10:42 FUTURE BUY 1 TO CLOSE /CLZ18 18-Dec FUTURE 66.98 66.98 MKT
10/29/2018 10:42 FUTURE SELL -1 TO CLOSE /RBZ18 18-Dec FUTURE 1.8173 1.8175 LMT
10/29/2018 8:33 SINGLE BUY 1 TO CLOSE /CLZ18 1/1000 DEC 18 /LOZ18 63 PUT 0.32 0.32 LMT





10/26/18


Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
10/26/2018 10:25 SINGLE SELL -1 TO OPEN /CLZ18 1/1000 DEC 18 /LOZ18 63 PUT 0.43 0.43 LMT



10/24/18

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Crack
9.3308
10/24/2018 15:25 FUTURE SELL -1 TO OPEN /CLZ18 18-Dec FUTURE 66.37 66.37 MKT
10/24/2018 15:25 FUTURE BUY 1 TO OPEN /RBZ18 18-Dec FUTURE 1.8024 1.8024 LMT