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Perishabull

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Everything posted by Perishabull

  1. Perishabull

    PositiveDev's trading journey

    Yesterday's trade; 3 trades, two wins and a loss
  2. Perishabull

    PositiveDev's trading journey

    Yesterday's trade; 3 trades, 2 losses and one win
  3. Perishabull

    PositiveDev's trading journey

    2 trades today; 1 win and 1 loss
  4. Perishabull

    PositiveDev's trading journey

    3 trades yesterday; E-Mini Dow Jones 1 win and 2 losses
  5. Perishabull

    PositiveDev's trading journey

    Yesterday's trade; 3 trades, 2 losses and 1 win I've switched to show the time in Chicago on the chart now, rather than my local time.
  6. Perishabull

    PositiveDev's trading journey

    Yesterday's trade; 3 trades, 3 losses
  7. Perishabull

    PositiveDev's trading journey

    Yesterday's trade; Two trades yesterday, two wins
  8. Perishabull

    PositiveDev's trading journey

    No trades yesterday
  9. Perishabull

    PositiveDev's trading journey

    No trades yesterday
  10. Perishabull

    PositiveDev's trading journey

    No trades yesterday. A look at the daily range on Dow Jones Industrial Average futures, relative to price, over the last 4 years, and the ratio between the two;
  11. Perishabull

    PositiveDev's trading journey

    It's an interesting relationship isn't it. What do you think the standard deviation of the daily range vs the price would show?
  12. Perishabull

    PositiveDev's trading journey

    A look at the number of occurences of daily ranges on Dow Jones Industrial Average futures from 2010-2013; The most frequent range over the 4 years was 94. Most frequent range tends to be around 75 to 150 points. Daily range occurence broken down by year (moving averages); The wide range of daily points ranges for 2011 seems to reflect increased volatility that year but that aside, the pattern is broadly similar each year. Although we can see that ranges from 90 to 125 have become more frequent over the years.
  13. Perishabull

    PositiveDev's trading journey

    A look at the daily range on Dow Jones Industrial Average futures, relative to price, over the last 4 years;
  14. Perishabull

    PositiveDev's trading journey

    Thanks for the links, yes I backtested the strategy and it worked well, although it isn't working at the moment. I need to work out whether recent performance is temporary or terminal.
  15. Perishabull

    PositiveDev's trading journey

    The positive after this week's trade; Performance of strategy to date;
  16. Perishabull

    PositiveDev's trading journey

    Yesterday's trade; 1 trade, 1 loss
  17. Perishabull

    PositiveDev's trading journey

    Yesterday's trade; 1 trade, 1 loss
  18. Perishabull

    PositiveDev's trading journey

    Yesterday's trade; 3 trades, 2 losses and 1 win
  19. Perishabull

    PositiveDev's trading journey

    Today's trade; 3 trades today, 2 losses and 1 win
  20. Perishabull

    PositiveDev's trading journey

    Dow Jones daily range - 1 year
  21. Perishabull

    PositiveDev's trading journey

    No trades today
  22. Perishabull

    PositiveDev's trading journey

    CD HD strategy performance
  23. Perishabull

    PositiveDev's trading journey

    The position after this week's trade;
  24. Perishabull

    PositiveDev's trading journey

    Yesterday's trade;
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