algorithmic day trading : -15.5 /ES points

8/31/2018	-9
9/4/2018	-11.5
9/5/2018	-4.75
9/6/2018	-3
9/7/2018	-5.25
9/10/2018	2.5
9/11/2018	0
9/12/2018	-8.25
9/13/2018	0
9/14/2018	-1.75
9/17/2018	6
9/18/2018	2.75
9/19/2018	0
9/20/2018	9.75
9/21/2018	8.75
9/24/2018	-4.25
9/25/2018	1.75
9/26/2018	0
9/27/2018	0
9/28/2018	0.75
Total:	-15.5

The previous period was posted here.

Starting March 2018 the algorithm made 80 /ES points per contract.

Algorithmic Day Trading How To.

+$250 flat soy puts

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
9/25/2018 9:48	SINGLE	BUY	1	TO CLOSE	/ZSX8 1/50 NOV 18	/OZSX8	800	PUT	3	3	LMT

The entry was posted live here and @tfo_medved.

+$330, flat WTI RBOB pair

Exec Time

Spread

Side

Qty

Pos Effect

Symbol

Exp

Strike

Type

Price

Net Price

Order Type

Crack

13.5426

9/24/2018 12:55

FUTURE

BUY

1

TO CLOSE

/CLX8

18-Nov

FUTURE

72.15

72.15

MKT

9/24/2018 12:55

FUTURE

SELL

-1

TO CLOSE

/RBX8

18-Nov

FUTURE

2.0401

2.0403

LMT

The entry was posted live here and @tfo_medved.

 How to calculate and trade Simple Crack Spread using RBOB and WTI Futures. 

Long X8 Simple Crack Spread

Exec Time

Spread

Side

Qty

Pos Effect

Symbol

Exp

Strike

Type

Price

Net Price

Order Type

Crack

13.19

9/24/2018 9:18

FUTURE

SELL

-1

TO OPEN

/CLX8

18-Nov

FUTURE

72.28

72.28

MKT

9/24/2018 9:18

FUTURE

BUY

1

TO OPEN

/RBX8

18-Nov

FUTURE

2.035

2.035

LMT

 How to calculate and trade Simple Crack Spread using RBOB and WTI Futures. 

+$60, SP500 macrotrend trade

 Today /ESU8 3000 Call expired OTM.
 The entry was posted here.

$160, flat gas oil pair

Exec Time

Spread

Side

Qty

Pos Effect

Symbol

Exp

Strike

Type

Price

Net Price

Order Type

Crack

13.895

9/20/2018 22:53

FUTURE

BUY

1

TO CLOSE

/CLX8

18-Nov

FUTURE

70.21

70.21

MKT

9/20/2018 22:53

FUTURE

SELL

-1

TO CLOSE

/RBX8

18-Nov

FUTURE

2.0025

2.0025

LMT

The entry was posted here.

 How to calculate and trade Simple Crack Spread using RBOB and WTI Futures. 

Simple Crack Spread : long gas short oil

 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_Spread

13.714

9/19/2018 11:08

FUTURE

SELL

-1

TO OPEN

/CLX8

18-Nov

FUTURE

70.58

70.58

MKT

9/19/2018 11:08

FUTURE

BUY

1

TO OPEN

/RBX8

18-Nov

FUTURE

2.007

2.007

LMT

silver continued

Because of the recent dive, there was only $5 of extrinsic value left in Dec_2018 15 Put. The position was rolled far out in exchange for $85.

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
9/5/2018 10:22	STOCK	BUY	100	TO OPEN	SLV			ETF	13.33	13.33	LMT
9/5/2018 10:22	SINGLE	SELL	-1	TO OPEN	SLV	17-Jan-20	15	CALL	0.85	0.85	LMT
9/5/2018 10:21	SINGLE	BUY	1	TO CLOSE	SLV	31-Dec-18	15	PUT	1.71	1.71	LMT