Monday, December 31, 2018

$3750, Algorithmic Day Trading , December 2018.

In the last month of 2018 my day trading algo collected 37.5 /ES points x 2 contracts, i.e. $3,750.00 

Algorithmic Day Trading How To.

12/3/2018 -9.5
12/4/2018 69
12/6/2018 -29.5
12/7/2018 43
12/10/2018 -37.5
12/11/2018 29
12/12/2018 -16.75
12/13/2018 9.25
12/14/2018 29.25
12/17/2018 -23.25
12/18/2018 34.25
12/19/2018 0
12/20/2018 -17.25
12/21/2018 61.25
12/26/2018 -38
12/27/2018 -21.75
12/28/2018 -26
12/31/2018 -18
37.5

Thursday, December 27, 2018

+$380, Russel Nasdaq pair trade #5

This trade was posted live @tfo_medved

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread 
7280
12/27/2018 18:12 FUTURE BUY 1 TO CLOSE /NQH19 19-Mar FUTURE 6285 6285 MKT
12/27/2018 18:12 FUTURE SELL -2 TO CLOSE /RTYH19 19-Mar FUTURE 1329.8 1329.8 LMT

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
6880
12/27/2018 15:48 FUTURE SELL -1 TO OPEN /NQH19 19-Mar FUTURE 6268 6268 MKT
12/27/2018 15:48 FUTURE BUY 1 TO OPEN /RTYH19 19-Mar FUTURE 1322.4 1322.4 LMT
12/27/2018 15:48 FUTURE BUY 1 TO OPEN /RTYH19 19-Mar FUTURE 1322.4 1322.4 LMT

Wednesday, December 26, 2018

+$380, Russell Nasdaq pair trade #4

This trade was posted live @tfo_medved

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
7610
12/26/2018 22:56 FUTURE BUY 1 TO CLOSE /NQH19 19-Mar FUTURE 6255 6255 MKT
12/26/2018 22:56 FUTURE SELL -1 TO CLOSE /RTYH19 19-Mar FUTURE 1327.1 1327.1 LMT
12/26/2018 22:56 FUTURE SELL -1 TO CLOSE /RTYH19 19-Mar FUTURE 1327.1 1327.1 LMT



Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
7210
12/26/2018 16:06 FUTURE SELL -1 TO OPEN /NQH19 19-Mar FUTURE 6296 6296 MKT
12/26/2018 16:06 FUTURE BUY 1 TO OPEN /RTYH19 19-Mar FUTURE 1331.3 1331.3 LMT
12/26/2018 16:06 FUTURE BUY 1 TO OPEN /RTYH19 19-Mar FUTURE 1331.3 1331.3 LMT

Monday, December 24, 2018

+$280, Platinum-Gold pair trade #4

This trade was posted live @tfo_medved

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
479.7
12/26/2018 8:49 FUTURE BUY 1 TO CLOSE /GCG19 19-Feb FUTURE 1277.9 1277.9 MKT
12/26/2018 8:49 FUTURE SELL -2 TO CLOSE /PLF19 19-Jan FUTURE 798.2 798.2 LMT

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
482.7
12/24/2018 12:43 FUTURE SELL -1 TO OPEN /GCG19 19-Feb FUTURE 1272.1 1272.1 MKT
12/24/2018 12:43 FUTURE BUY 2 TO OPEN /PLF19 19-Jan FUTURE 789.4 789.4 LMT

Thursday, December 20, 2018

$550, Russell Nasdaq pair #3

This trade was posted live @tfo_medved

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
7885
12/20/2018 15:36 FUTURE BUY 1 TO CLOSE /NQH19 19-Mar FUTURE 6286.75 6286.75 MKT
12/20/2018 15:32 FUTURE SELL -2 TO CLOSE /RTYH19 19-Mar FUTURE 1336.2 1336.2 LMT


Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
7355
12/20/2018 14:27 FUTURE SELL -1 TO OPEN /NQH19 19-Mar FUTURE 6232.25 6232.25 MKT
12/20/2018 14:27 FUTURE BUY 2 TO OPEN /RTYH19 19-Mar FUTURE 1320.1 1320 LMT

Wednesday, December 19, 2018

$400, Russell NASDAQ pair trade #2

This trade was posted live @tfo_medved

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
7965
12/19/2018 12:57 FUTURE BUY 1 TO CLOSE /NQH19 19-Mar FUTURE 6565.25 6565.25 MKT
12/19/2018 12:57 FUTURE SELL -2 TO CLOSE /RTYH19 19-Mar FUTURE 1392.7 1392.7 LMT


Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
7550
12/19/2018 12:03 FUTURE SELL -1 TO OPEN /NQH19 19-Mar FUTURE 6579.5 6579.5 MKT
12/19/2018 12:03 FUTURE BUY 1 TO OPEN /RTYH19 19-Mar FUTURE 1391.4 1391.4 LMT
12/19/2018 12:03 FUTURE BUY 1 TO OPEN /RTYH19 19-Mar FUTURE 1391.4 1391.4 LMT

Tuesday, December 18, 2018

Naked /CL put

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
12/18/2018 11:29 SINGLE SELL -1 TO OPEN /CLG19 1/1000 FEB 19 /LOG19 35 PUT 0.1 0.1 LMT

Thursday, December 13, 2018

+$390, /RTY - /NQ pair

The trade was posted live @tfo_medved

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
8545
12/13/2018 21:34 FUTURE BUY 1 TO CLOSE /NQZ18 18-Dec FUTURE 6696.25 6696.25 MKT
12/13/2018 21:34 FUTURE SELL -2 TO CLOSE /RTYZ18 18-Dec FUTURE 1424.7 1424.7 LMT


Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
8135
12/13/2018 15:50 FUTURE SELL -1 TO OPEN /NQZ18 18-Dec FUTURE 6768.75 6768.75 MKT
12/13/2018 15:50 FUTURE BUY 2 TO OPEN /RTYZ18 18-Dec FUTURE 1435.1 1435.1 MKT

Wednesday, December 12, 2018

+$1100 , flat gold-platinum #4

The trade was posted live @tfo_medved

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
450
12/12/2018 11:10 FUTURE BUY 1 TO CLOSE /GCG19 19-Feb FUTURE 1251.6 1251 MKT
12/12/2018 11:10 FUTURE SELL -2 TO CLOSE /PLF19 19-Jan FUTURE 801 801 LMT

Monday, December 10, 2018

+$50, /ES 11DTE naked options

12/11/18

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
12/11/2018 9:51 STRANGLE BUY 1 TO CLOSE /ESZ18 1/50 DEC 18 /ESZ18 2800 CALL 1.85 4.3 LMT
BUY 1 TO CLOSE /ESZ18 1/50 DEC 18 /ESZ18 2425 PUT 2.45 DEBIT


12/10/18
Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
12/10/2018 14:29 SINGLE SELL -1 TO OPEN /ESZ18 1/50 DEC 18 /ESZ18 2800 CALL 1.25 1.25 LMT
12/10/2018 14:29 SINGLE SELL -1 TO OPEN /ESZ18 1/50 DEC 18 /ESZ18 2425 PUT 5 5 LMT

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