Thursday, August 22, 2013

Ninjatrader Indicators - 2013-08-22- Trade Log

Trade Log for August, Thursday 22

SRS Setup on Crude Oil October Futures Contract ( CL 10-13 )


  • Risk is always 15 ticks ( $150 ) per contract.


Only 2 signals today ;

  • First was a Long at 2:40 Eastern Time ( too early for me ) over Global Resistance and more than 50 Ticks available.
  • Second Trade was a Short, also from a Global Zone with more than 30 ticks available




SRS Setup on Gold, December Futures Contract ( GC 12-13 )

All Shorts Today, Big Winners with no less than 30 ticks available on those coming from Global Zones.

Automating Signals :

If we want to automate this system and trade all the signals, then we need to start by defining a fixed target.
I usually use a Fixed target of 10 ticks. In that case today we had 7 winners and 4 losers. 
Total = 7 x $10 - 4 x $15 = + $10 ( ..so not a good day before commissions )
The stop remains as usual on 15 ticks ( $150 )
On the following Reports we can see the Performance on last 2 Months using 15 Ticks of Target :

Today Results :
Today was Breakeven

Daily Report :


Equity Curve :


Performance Report :

As we can see, this configuration has 60% Winners using a 1:1 Profit/Target Ratio.
To deduct commissions just multiply the number of trades ( 265 in 2 Months ) by the Round Trip Value of Gold on Your Broker ( usually near $5 ) ..Approx $1400 from the Total Profit of $7600.

This is not the only configuration available, using the strategy we can optimize and find settings to trade with the trend, against it, with bigger targets, or bigger win%

If you are interested in learn more about the SRS, you can register for the next free webinar on these links :
All webinars are on Wednesdays ; 10AM ET ( Castellano / Spanish ) + 12PM ET ( English / Ingles )

Don't forget to check more info about the Indicators and Strategies at :
SRS Indicator - SRS Strategy - SRS Semiautomatic Strategy
ATR_BC Indicator - ATR_BC Strategy - ATR_BC Semiautomatic Strategy
Ichimoku Indicator
Volume Profile Indicator

Please subscribe or update your preferences on  this link 

Regards,
Pablo
logo Pablo Maglio The Indicator Store 



No comments:

Post a Comment