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Day Trading Journal - CME & CBOT Futures

  • #21
  • Edited 10:06am Jan 19, 2021 3:52am | Edited 10:06am
Jan 19, 2021
#2
0430 MGCG1 long 5 @ 1843.1
0542 exit (reverse signal) @ 1842.9, -12

#3
0544 MGCG1 short 5 @ 1844.1
0629 exit (manual exit) @ 1843.6, +23 (upside risk, Yellen confirmation hearing)

#4
1017 MGCG1 long 2 @ 1833.2
1100 exit (manual exit) @ 1838.7, +110

#5
1113 MGCG1 short 2 @ 1840.9
1142 exit @ 1840.5, +7
  • #22
  • Edited 9:19am Jan 20, 2021 7:58am | Edited 9:19am
Jan 20, 2021 Wed
#1
0857 MGCG1 short 5 @ 1847.2, target +90ticks / stop -76ticks
0918 exit (stoploss) @ 1854.8, -380

#2
0925 GCG1 short (manual entry) 1 @ 1860.2, stop -6 ticks
Maximum floating loss during the holding, -460
0955 exit (manual exit) @ 1853.4, +680
Attached Image


#3
1010 MGCG1 short (manual entry) 5 @ 1856.8, target +90ticks / stop -76ticks
1017 exit (stoploss) @ 1864.3, -376

#4
1021 GCG1 short (manual entry) 1 @ 1867.8
Maximum floating loss during the holding, -260
1248 exit (manual exit) @ 1863.1, +470
  • #23
  • Edited 4:14am Jan 21, 2021 2:26am | Edited 4:14am
Jan 20, 2021 Thu
#1
0325 MGCG1 short 5 @ 1869.1, target +90ticks / stop -76ticks
0349 MGCG1 short (manual entry) 4 @ 1872.0
0355 exit (manual exit) 4 @ 1871.3, +28 (LIFO)
0508 exit (reverse signal) @ 1870.9 -92

#2
0508 MGCG1 long 5 @ 1871.0
0652 exit (manual exit) @ 1870.9, -3

#3
0927 MGCG1 (manual entry, wrong entry) long 5 @ 1865.9
0929 exit (manual exit) @ 1866.2, +15

#4
0929 MGCG1 short 5 @ 1866.7
1120 exit (reverse signal) @ 1864.7, +101

#5
1125 MGCG1 long 5 @ 1864.8
1204 exit (reverse signal) @ 1863.7, -58
  • #24
  • Edited 6:28am Jan 22, 2021 5:50am | Edited 6:28am
Jan 22, 2021 Fri
#1
0649 MGCG1 short 5 @ 1848.7, target +90ticks / stop -76ticks
0727 exit (manual exit) @ 1847.4, +63

#2
0958 MGCG1 short 5 @ 1847.5
1056 exit (stoploss) @ 1855.2, -382

#3
1101 GCG1 (manual entry) short 1 @ 1854.9
Maximum floating loss during the holding, -310
1121 exit (manual exit) @ 1852.6, +230

#4
1155 MGCG1 short 5 @ 1854.2
1320 exit @ 1854.1, -4
  • #25
  • Edited 10:50pm Jan 25, 2021 9:02am | Edited 10:50pm
Jan 25, 2021 Mon
#1
0959 MGCG1 long 5 @ 1855.1, target +90ticks / stop -76ticks
1114 exit (stoploss) @ 1846.8, -412

#2
1130 GCG1 (manual entry) short 1 @ 1850.9
Maximum floating loss during the holding, -760
1319 exit (manual exit) @ 1854.7, -380
  • #26
  • Edited Jan 26, 2021 1:23am Jan 25, 2021 10:50pm | Edited Jan 26, 2021 1:23am
Jan 26, 2021 Tue
#1
2348 GCG1 (manual entry) short 1 @ 1857.2
Maximum floating loss during the holding, -20
0152 exit (manual exit) @ 1853.8, +340

#2
0218 MGCG1 long 5 @ 1854.5, target +90ticks / stop -76ticks
0540 exit @ 1848.9, -280, stop at daily low

#3
0648 GCG1 (manual entry) short 1 @ 1852.6
Maximum floating loss during the holding, -280
0718 exit (manual exit) @ 1854.5, -190

#4
1003 GCG1 (manual entry) short 1 @ 1856.1
Maximum floating loss during the holding, -110
1024 exit (manual exit) @ 1852.6, +350

#5
1108 MGCG1 short 5 @ 1851.9
1155 exit @ 1851.0, +47
  • #27
  • Jan 26, 2021 1:09pm Jan 26, 2021 1:09pm
Just wondering how often you re-visit your algorithm? How often do you back-test different SL/TP or entry/exit triggers?

I'm also in the process of going live with my EA, and am planning on re-visiting how it's operating once a month.
  • #28
  • Jan 27, 2021 1:06am Jan 27, 2021 1:06am
Quoting MattRWR
Just wondering how often you re-visit your algorithm?
1) Re-design the diagram and revise the source code: about once a month
2) Key in the parameters in the algo: daily, as it will stop every day at market close

Quoting MattRWR
How often do you back-test different SL/TP or entry/exit triggers?
1) stoploss/stopwin: It's a fixed conventional pre-set. I have no good solution to make this a dynamic factor.
2) entry/exit signal: Daily, need to verify that real trades were matching with the back-test signal (entry/exit time and price).
  • #29
  • Edited 5:39am Jan 27, 2021 4:05am | Edited 5:39am
Jan 27, 2021 Wed
#1
0446 MGCJ1 short 5 @ 1848.4, target +90ticks / stop -76ticks
0637 exit @ 1844.1, +215 (daily low)

#2
1032 MGCJ1 short 5 @ 1849.3
1152 exit @ 1849.4, -16
  • #30
  • Edited 3:47am Jan 28, 2021 3:19am | Edited 3:47am
Jan 28, 2021 Thu
#1
0418 MGCJ1 short 5 @ 1841.8, target +90ticks / stop -76ticks
0436 exit at 1843.1, -65

#2
0437 MGCJ1 long 5 @ 1843.0
0616 MGCJ1 long 4 @ 1844.1
0616 exit 4 @ 1844.3, +8, LIFO
0648 exit 5 @ 1842.2, -42

#3
1021 MGCJ1 short 5 @ 1865.1
1116 exit @ 1859.3, 288
  • #31
  • Edited Feb 4, 2021 12:45am Feb 3, 2021 5:36am | Edited Feb 4, 2021 12:45am
Feb 3, 2021 Wed
#1
0631 MGCJ1 long 5 @ 1836.9, target +72ticks / stop -76ticks
0749 exit @ 1838.6, +85

#2
0749 MGCJ1 long 4 @ 1838.4, OCO 1845.7/1836.9
0820 stopped @ 1836.8, -64, better than expected ADP Non-Farm
  • #32
  • Edited 2:54am Feb 4, 2021 12:12am | Edited 2:54am
Feb 4, 2021 Thu
#1
0107 MGCJ1 long 4 @ 1817.5, stop 1814.4
stop moved up to 1816.0
0140 exit 2 @ 1822.1, +92
stop moved up to 1822.0
0350 exit 2 @ 1821.9, +88

#2
0404 MGCJ1 long 4 @ 1818.8
Maximum floating loss, -320 @ 1810.8
0726 exit @ 1814.8, -160
  • #33
  • Edited 10:46am Feb 4, 2021 9:01am | Edited 10:46am
#3
1000 MGCJ1 long 2 @ 1785.8
1101 MGCJ1 long 2 @ 1786.6
1109 exit 2 @ 1789.1, +50, LIFO
1144 exit 2 @ 1789.3, +70
  • #34
  • Edited 10:16am Feb 5, 2021 4:27am | Edited 10:16am
Feb 5, 2021 Fri
#1
0525 MGCJ1 long 2 @ 1807.2
0613 MGCJ1 long 2 @ 1805.0
0622 exit 2 @ 1806.5, +30, LIFO
0906 MGCJ1 long 2 @ 1796.8
0912 exit 2 @ 1799.6, +56, LIFO
0919 MGCJ1 long 2 @ 1797.5
0921 exit 2 @ 1799.2, +34, LIFO
1112 exit 2 @ 1808.2, +20
  • #35
  • Edited 9:18pm Feb 8, 2021 5:07am | Edited 9:18pm
Feb 8, 2021 Mon
#1
0606 MGCJ1 short 2 @ 1816.0
0639 GCJ1 short 1 @ 1822.9
0647 GCJ1 exit @ 1821.8, +110, LIFO
1116 MGCJ1 short 4 @ 1837.7
1253 exit 2 @ 1833.8, +78, LIFO
1306 exit 2 @ 1832.9, +96, LIFO

Feb 8 0606 MGCJ1 short 2 @ 1816.0 carried to Feb 9
  • #36
  • Edited Feb 9, 2021 10:53am Feb 8, 2021 9:21pm | Edited Feb 9, 2021 10:53am
Feb 9, 2021 Tue
#1
MGCJ1 short 2 @ 1816.0 carried from Feb 8
2159 GCJ1 short 1 @ 1843.0
2223 GCJ1 exit @ 1841.7, +130, LIFO
2303 MGCG1 short 3 @ 1841.4
0424 GCJ1 short 1 @ 1847.4
0427 GCJ1 exit @ 1846.4, +100, LIFO
0440 MGCG1 short 4 @ 1848.1
0453 MGCG1 exit 4 @ 1848.1, 0, LIFO
0457 MGCG1 short 4 @ 1849.3
0508 MGCG1 exit 4 @ 1847.5, +72, LIFO
0751 MGCG1 exit 3 @ 1843.5, -63, LIFO
0948 MGCG1 short 2 @ 1839.5
1010 MGCG1 short 2 @ 1843.5
1051 MGCG1 exit 2 @ 1842.2, +26, LIFO
1150 MGCG1 exit 2 @ 1837.0, +50, LIFO

Feb 8 0606 MGCJ1 short 2 @ 1816.0 carried to Feb 10
  • #37
  • Edited Feb 10, 2021 10:25am Feb 9, 2021 7:29pm | Edited Feb 10, 2021 10:25am
Feb 10, 2021 Wed
#1
MGCJ1 short 2 @ 1816.0 carried from Feb 8
2026 GCJ1 short 1 @ 1837.3
0454 GCJ1 exit @ 1840.8, -350 (max loss during the holding,-1030), LIFO
0520 MGCG1 short 4 @ 1842.2
0718 MGCG1 exit 3 @1842.1, +3, LIFO
0958 MGCG1 long 4 @ 1842.2
1000 MGCG1 exit 2 @ 1843.2, +20, LIFO
1005 MGCG1 exit 2 @ 1843.6, +28, LIFO
1018 MGCG1 short 3 @ 1845.8
1020 MGCG1 exit 2 @ 1844.1, +34, LIFO
1021 MGCG1 exit 1 @ 1842.4, +34, LIFO
1023 MGCG1 long 2 @ 1838.5
1027 MGCG1 exit 2 @ 1841.9, +68, LIFO
1044 MGCG1 long 1 @ 1836.3
1046 MGCG1 exit 1 @ 1838.0, +17, LIFO
1115 MGCG1 exit 1 @ 1836.4, +58, LIFO
1115 MGCG1 exit 1 @ 1836.3, -263, LIFO (1816.0 x1, stoploss)
  • #38
  • Edited 8:13am Feb 16, 2021 1:33am | Edited 8:13am
Feb 16, 2021 Tue
MGCJ1 short 1 @ 1816.0 carried from Feb 8
#1
0230 MGCJ1 long 4 @ 1820.1
0302 exit 2 @ 1821.3, +24, LIFO
0343 exit 2 @ 1824.0, +78
0911 MGCJ1 exit 1 @ 1793.3, +227 (1816.0 x1), all position liquidated
  • #39
  • Edited 9:13am Feb 16, 2021 8:21am | Edited 9:13am
#2
0919 MGCJ1 long 2 @ 1792.2
1008 exit 1 @ 1795.3, +31
  • #40
  • Feb 17, 2021 9:13am Feb 17, 2021 9:13am
1321 exit 1 @ 1798.1, +59
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