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Rob C

Rob C's Trading Journal - starting Feb 1 2019

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Futures (GC - Gold and MES) algo trading journal Tuesday 3/22/22

Big day. Algos triggered 4 trades today. The GC opened with weakness and a text book pullback. The algo went short. The price did initially drop but then started to meander. The algo is written so it is not very tolerable to this behavior and covered at BE. About an hour later the price did reach my target.

We had 3 long trades triggered on the MES. Lots of strength and classic pullbacks. The first two trades the price quickly reached my target after going long. The last one immediately went against me and just reached my stop by a tick before heading back up to reach my target.

Have a good night.

Rob C

2022-03-22_17-42-54

 

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Futures (GC - Gold and MES) algo trading journal Wednesday 3/24/22

Another good day with 3 trades triggered by the algo. It has been so many weeks that I felt lucky to get one trade a week, it seems amazing to get these many trades.

Gold had a strong opening and a strong pullback which triggered the long. The price kept dropping but the stop held. The price bounced off of the lower Keltner band and then went straight to my target.

The next trade was on the MES. When I reran this trade on backtest the trade was not even triggered. It barely met the minimum requirements to trigger a trade live, but it did. First, I got a really bad fill with a 6 tick slide. If I only had a 5 tick slide the trade would have been a BE. If I had a good fill it would have reached partial profit. As triggered though it hit my stop.

Right at the end of the session I got lucky with another trade. This one very text book. Broke the resistance to a new high. Pulled back and the resistance became support. Price bounced off the support to my target.

Have a good night,

Rob C

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Futures (GC - Gold and MES) algo trading journal Friday 3/25/22

Another day with 3 trades triggered. The first trade was triggered on the gold futures in premarket. Definitely some weakness in the market and a good pullback which triggered the short. Then over an hour of meandering until the algo reached its limit and got out at BE. Then 5 minutes later the price dropped and reached the target without me. That's 3 GC trades in a row the algo got out at BE but would have been winners. I will definitely be looking at the algo parameters this weekend. Then the price made a new low and a pull back. This trade was text book with a nice pullback, the algo shorted and then the price ran to my target.

The MES showed strength about 1 hour after the open with just enough momentum to satisfy the algo. With a strong pullback the algo went long. The price hovered for a bit then really dropped fast to my stop. That's 2 MES stop outs in a row that were triggered by the bare minimum momentum. I will need too look at those parameters this weekend as well.

Wow! 11 trades this week. I am usually happy with 5.

Winners: 5   Losers: 3   BE: 3

Have a good weekend.

Rob C

GC

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MES

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Futures (GC - Gold) algo trading journal Monday 3/28/22

It doesn't get more textbook than this. It looked like the algo was not going to trigger a trade today. Then just before the market close the price dropped quickly and then retraced fast, but not too fast back to the 50% Keltner line where the algo triggered a short. Then the price dropped right to my target.

Have a goodnight.

Rob C

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Hi Rob,

First of all: respect to your discipline and courage to write down all your trades in this BBT-Forum!

Indeed, at BBT there is almost no mentioning (and no trading?) in futures. As I am now doing research in pivot point-trading, I am also interested in trading futures. But, there are some obstacles. The main one at this moment is that I cannot find the right symbols on the DAS platform. Can you give me some examples? For example, I tried symbols like ESK22, #ESK22, ESK2, #ESK2, ES0522, ES05-22, etc etc. It just doesn't work. DAS only gives 'Symbol Not Found'. As far as I know, I have the BBT-DAS-IB-package, including e-mini.

And you write that you use 'NinjaTrader' as platform for futures. Would you (strongly?) recommend that above the DAS platform? And can you tell me what the costs are for NinjaTrader? I know that NinjaTrader has all the pivot-indicators from Frank Ochoa, so that is also very nice to have.

Do you use DAS ánd NinjaTrader?

If you have any more information that I can use at the moment: please let me know. I would appriciate that very much!

And I might also post my journals when I am ready to start live trading. As you write, it will give the accountability I need for my trading.

Thanks and kind regards,

Peter

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On 4/24/2022 at 3:17 AM, PeterNL said:

Hi Rob,

First of all: respect to your discipline and courage to write down all your trades in this BBT-Forum!

Indeed, at BBT there is almost no mentioning (and no trading?) in futures. As I am now doing research in pivot point-trading, I am also interested in trading futures. But, there are some obstacles. The main one at this moment is that I cannot find the right symbols on the DAS platform. Can you give me some examples? For example, I tried symbols like ESK22, #ESK22, ESK2, #ESK2, ES0522, ES05-22, etc etc. It just doesn't work. DAS only gives 'Symbol Not Found'. As far as I know, I have the BBT-DAS-IB-package, including e-mini.

And you write that you use 'NinjaTrader' as platform for futures. Would you (strongly?) recommend that above the DAS platform? And can you tell me what the costs are for NinjaTrader? I know that NinjaTrader has all the pivot-indicators from Frank Ochoa, so that is also very nice to have.

Do you use DAS ánd NinjaTrader?

If you have any more information that I can use at the moment: please let me know. I would appriciate that very much!

And I might also post my journals when I am ready to start live trading. As you write, it will give the accountability I need for my trading.

Thanks and kind regards,

Peter

Hi Peter, sorry for the delay. I am taking a few months off journaling on BBT. I will probably restart in August when I have time again.

For DAS Futures try this link: https://dastrader.com/docs/how-do-i-trade-futures/   But I thought I read some BBT members not happy with the Futures data from DAS.

I was told right from the beginning Ninjatrader is the best for Futures and I have not been disappointed. I like the platform more than DAS except for speed. DAS is faster. So if your are scalping stocks there will be nothing better than DAS. Outside of stock scalping there are other options. Yes I STRONGLY recommend Ninjatrader for Futures. Great plots, great functionality, great algo programming, great back-testing and awesome replay SIM trading.

You can try it for sort of free. The Platform will be free but you will have to open an account ~$400. But I think there is a monthly broker fee. Maybe as high as $25/month. But you can try it out in SIM trading and see how you like it. To get all the bell and whistles it is a single payment of $1.1K. I hope that helps.

 

Well since I am here anyway I might as well post my trade today. I came back from work and noticed my trading computer was frozen. I have been having this issue lately. Tried defrag and updating the drivers, but no luck. So I thought I missed a good trading day. But I checked and my algo triggered a trade before the computer froze. 

Have a good night.

Rob C

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Thanks for your input, Rob! I have work to do the coming months!!

And no problem for the delay. It's like trading: waiting patiently haha.

Good luck with your trading.

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Futures (GC - Gold) algo trading journal Monday 5/02/22.

I was taking a break from posting my trades, but I had to post this one. I always hope that my algo will trigger some winning trades during the night that I reach my goal by morning and I am done for the day before the open. That finally occurred. Gold Futures get lots of volume over night from Asia and trades can be triggered. I got two winners last night and the second one quite large. Both were pullback trades that worked well. Then the algo turned off, as programmed, when my goal was reached. A good start to my Monday morning.

Have a good night.

Rob C

 

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