Sunday, September 30, 2018

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.

Tuesday, September 25, 2018

+$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.

Monday, September 24, 2018

+$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.

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

Friday, September 21, 2018

Thursday, September 20, 2018

$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.

Wednesday, September 19, 2018

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

Wednesday, September 5, 2018

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

$350 profit, flat platinum gold #2

Earlier today platinum gold #2 was posted . Quick money is always welcome. trades r posted live  @ tfo_medved Exec Time Spread Si...