TA is a tale told by an idiot ...

( spoken by Macbeth)

Tomorrow, and tomorrow, and tomorrow,

Creeps in this petty pace from day to day,

To the last syllable of recorded time;

And all our yesterdays have lighted fools

The way to another loss. Out, out, flat!

Day trader's but a walking shadow, a poor player,

That struts and frets his hour upon the stage,

And then is heard no more. TA is a tale

Told by an idiot, full of sound and fury,

Signifying nothing

+$300, /ES credit spreads: flat short options

11/28/2018

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
11/28/2018 12:07	SINGLE	BUY	1	TO CLOSE	/ESZ18 1/50 DEC 18	/ESZ18	2500	PUT	5.5	5.5	LMT

11/13/2018

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
11/13/2018 7:59	SINGLE	BUY	1	TO CLOSE	/ESZ18 1/50 DEC 18	/ESZ18	2940	CALL	2.35	2.35	LMT
11/13/2018 7:59	SINGLE	SELL	-1	TO CLOSE	/ESZ18 1/50 DEC 18	/ESZ18	2300	PUT	3.5	3.5	LMT
11/9/2018
11/9/2018 14:43	SINGLE	BUY	1	TO OPEN	/ESZ18 1/50 DEC 18	/ESZ18	3040	CALL	0.6	0.6	LMT
11/9/2018 14:42	SINGLE	SELL	-1	TO OPEN	/ESZ18 1/50 DEC 18	/ESZ18	2940	CALL	3.8	3.8	LMT
11/9/2018 14:41	SINGLE	SELL	-1	TO OPEN	/ESZ18 1/50 DEC 18	/ESZ18	2500	PUT	9.5	9.5	LMT
11/9/2018 14:41	SINGLE	BUY	1	TO OPEN	/ESZ18 1/50 DEC 18	/ESZ18	2300	PUT	2.95	2.95	LMT

Algorithmic Daytrading : 2X milestone.

“Number rules the universe.” 

                                          Pythagoras

Algorithmic Day Trading How To.

Starting from the beginning of March 2018 Medved's algo scored 228  points per /ES contract.  The risk was set to $10,000.00 per contract.   It means that the 2X milestone is here ( after fees the algo doubled the risk money ). For now, I am taking a break from day trading. The idea is to see a significant drawdown in the performance of the algo. After it, I will restart my algo trading with 2X number of contracts.

11/1/2018	3.75
11/2/2018	10
11/5/2018	7.75
11/6/2018	10.5
11/7/2018	27.25
11/8/2018	0
11/9/2018	3.75
Total:	63

The previous period was posted here.

+$300, Long F19 Simple Crack Spread @7.29

this trade was posted live  @tfo_medved.

Exec Time

Spread

Side

Qty

Pos Effect

Symbol

Exp

Strike

Type

Price

Net Price

Order Type

Crack

7.6004

11/9/2018 11:35

FUTURE

BUY

1

TO CLOSE

/CLF19

19-Jan

FUTURE

60.28

60.28

MKT

11/9/2018 11:35

FUTURE

SELL

-1

TO CLOSE

/RBF19

19-Jan

FUTURE

1.6162

1.6162

LMT

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

7.287

11/9/2018 10:16

FUTURE

SELL

-1

TO OPEN

/CLF19

19-Jan

FUTURE

60.06

60.06

MKT

11/9/2018 10:16

FUTURE

BUY

1

TO OPEN

/RBF19

19-Jan

FUTURE

1.6035

1.6035

LMT

+$300, Flat Long F19 Simple Crack Spread

This trade was posted live @tfo_medved.

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

11/8/2018

Flat, +$300

Exec Time

Spread

Side

Qty

Pos Effect

Symbol

Exp

Strike

Type

Price

Net Price

Order Type

Crack

7.9672

11/8/2018 9:54

FUTURE

BUY

1

TO CLOSE

/CLF19

19-Jan

FUTURE

61.19

61.19

MKT

11/8/2018 9:54

FUTURE

SELL

-1

TO CLOSE

/RBF19

19-Jan

FUTURE

1.6466

1.6466

LMT

11/7/2018

Exec Time

Spread

Side

Qty

Pos Effect

Symbol

Exp

Strike

Type

Price

Net Price

Order Type

Crack

7.63

11/7/2018 10:34

FUTURE

SELL

-1

TO OPEN

/CLF19

19-Jan

FUTURE

62.3

62.3

MKT

11/7/2018 10:34

FUTURE

BUY

1

TO OPEN

/RBF19

19-Jan

FUTURE

1.6652

1.665

LMT

+$100, Naked /CL puts

The trade was posted live @tfo_medved

12/14/2018

Expired out of the money.

11/2/2018

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
11/2/2018 11:08	SINGLE	SELL	-1	TO OPEN	/CLF19 1/1000 JAN 19	/LOF19	48	PUT	0.11	0.11	LMT