FX Orders - 8th Sep
BUY: 8760.8
SL: 8726.5
TP: 8910.8
Close:
SELL: 8721.2
SL: 8755.6
TP: 8568.2
Close: 8652.5
08:15 - short filled.
16:30 - BE move wasn't actioned today as I was out for several hours this a'noon. Thankfully worked in favour this time, ordinarily i'd have been flat from BE being filled around 13:00.
Today: +69
Sept: +220.4
BUY: 8760.8
SL: 8726.5
TP: 8910.8
Close:
SELL: 8721.2
SL: 8755.6
TP: 8568.2
Close: 8652.5
08:15 - short filled.
16:30 - BE move wasn't actioned today as I was out for several hours this a'noon. Thankfully worked in favour this time, ordinarily i'd have been flat from BE being filled around 13:00.
Today: +69
Sept: +220.4
FX Orders - 11th Sep
BUY: 8683.3
SL: 8639.5
TP: 8833.3
Close: 8639.5 -43.8
10:45 - long again.
15:00 - stopped out -43.8. Now short and tempted to hold a tad longer today for the later hours follow through....i'll see come 4pm.
SELL: 8632.7
SL: 8676.5
TP: 8479.9
Close: 8626 (closed within the 16:30 bar)
Today: -80.9
Sept: +139.5
BUY: 8683.3
SL: 8639.5
TP: 8833.3
Close: 8639.5 -43.8
10:45 - long again.
15:00 - stopped out -43.8. Now short and tempted to hold a tad longer today for the later hours follow through....i'll see come 4pm.
SELL: 8632.7
SL: 8676.5
TP: 8479.9
Close: 8626 (closed within the 16:30 bar)
Today: -80.9
Sept: +139.5
FX Orders - 12th Sep
BUY: 8699.5
SL: 8668.1
TP: 8849.5
Close: 8753.6 54.1 (4pm exit).
SELL: 8663.3
SL: 8694.7
TP: 8510.5
Close: 8694.7 -31.4
Today: 22.7
Sept: +162.2
10:05 - CPI/RPI added some spice around 09:30 and the short was quickly stopped out and the buy triggered. I'll be moving the stop to breakeven soon all being well.
17:55 - I've decided to discontinue the journal for the time being as work commitments are ramping up again.
Good trading everyone.
Simon
BUY: 8699.5
SL: 8668.1
TP: 8849.5
Close: 8753.6 54.1 (4pm exit).
SELL: 8663.3
SL: 8694.7
TP: 8510.5
Close: 8694.7 -31.4
Today: 22.7
Sept: +162.2
10:05 - CPI/RPI added some spice around 09:30 and the short was quickly stopped out and the buy triggered. I'll be moving the stop to breakeven soon all being well.
17:55 - I've decided to discontinue the journal for the time being as work commitments are ramping up again.
Good trading everyone.
Simon
Bcktest dump
ENTRY_DATE ENTRY EXIT_DATE EXIT HIGH LOW PIPS CUMM 10000
01/02/2001 12:00 1.4985 01/03/2001 14:51 1.491 1.5094 1.491 -75 -75 9300
01/04/2001 03:00 1.5027 01/04/2001 07:03 1.4952 1.5039 1.4952 -75 -150 8649
01/04/2001 14:00 1.499 01/08/2001 13:00 1.4947 1.5102 1.4932 -43 -193 8302
01/10/2001 03:00 1.4901 01/10/2001 07:00 1.492 1.4944 1.4859 19 -174 8449
1/22/01 1:00 PM 1.4645 1/24/01 10:45 AM 1.457 1.4735 1.457 -75 -249 7858
1/25/01 11:00 AM 1.4589 02/02/2001 13:00 1.4672 1.4831 1.4555 83 -166 8466
8/21/01 3:00 AM 1.4452 8/24/01 7:00 AM 1.441 1.4585 1.4405 -42 -208 8134
8/24/01 11:00 AM 1.4467 8/24/01 3:00 PM 1.4427 1.4467 1.4412 -40 -248 7831
8/27/01 6:00 AM 1.4431 8/27/01 11:00 PM 1.4427 1.4454 1.4411 -4 -252 7802
8/28/01 10:00 AM 1.4447 09/04/2001 02:00 1.4482 1.462 1.4426 35 -217 8056
09/05/2001 07:00 1.447 09/06/2001 09:00 1.4486 1.4585 1.4448 16 -201 8177
09/06/2001 12:00 1.4564 09/07/2001 06:00 1.4503 1.4586 1.4503 -61 -262 7711
09/07/2001 09:00 1.4611 09/11/2001 04:56 1.4536 1.468 1.4536 -75 -337 7171
09/11/2001 09:00 1.4577 9/17/01 1:00 PM 1.4636 1.479 1.4571 59 -278 7566
9/18/01 5:00 AM 1.4658 9/18/01 9:00 AM 1.4635 1.4692 1.4632 -23 -301 7404
9/18/01 2:00 PM 1.4669 9/19/01 3:00 AM 1.4633 1.4711 1.463 -36 -337 7155
9/19/01 11:00 AM 1.4689 9/20/01 8:00 AM 1.4647 1.4733 1.464 -42 -379 6875
9/24/01 6:00 AM 1.457 9/24/01 12:00 PM 1.4606 1.4664 1.4566 36 -343 7106
9/25/01 9:00 AM 1.4655 9/28/01 4:00 AM 1.4677 1.4769 1.4651 22 -321 7252
9/28/01 1:00 PM 1.4706 10/02/2001 11:00 1.4668 1.4812 1.4658 -38 -359 6994
10/03/2001 08:00 1.4727 10/08/2001 10:00 1.4724 1.4827 1.4717 -3 -362 6975
10/16/01 12:00 PM 1.4482 10/21/01 6:59 PM 1.4329 1.4519 1.4329 -153 -515 5979
10/23/01 2:00 PM 1.4237 11/11/2001 19:00 1.4565 1.4672 1.4221 328 -187 7809
11/12/2001 12:00 1.4573 11/13/01 3:01 AM 1.4497 1.4573 1.4497 -76 -263 7255
11/14/01 12:00 PM 1.4433 11/18/01 7:00 PM 1.4277 1.4449 1.4277 -156 -419 6199
12/24/01 10:00 AM 1.4429 01/02/2002 04:00 1.4491 1.4556 1.4374 62 -357 6558
01/03/2002 02:00 1.4468 01/07/2002 05:47 1.4393 1.4479 1.4393 -75 -432 6098
01/08/2002 03:00 1.44 1/15/02 1:00 PM 1.4423 1.4518 1.4338 23 -409 6229
4/15/02 11:00 AM 1.4384 05/08/2002 07:00 1.4613 1.4694 1.4355 229 -180 7561
05/09/2002 02:00 1.4573 5/13/02 11:00 AM 1.4594 1.4646 1.4573 21 -159 7709
5/15/02 8:00 AM 1.4503 5/20/02 1:00 PM 1.4576 1.4627 1.4493 73 -86 8234
5/21/02 4:00 AM 1.4591 5/21/02 6:00 AM 1.457 1.4593 1.4565 -21 -107 8073
5/21/02 2:00 PM 1.4609 5/22/02 10:00 AM 1.4579 1.463 1.4565 -30 -137 7847
5/27/02 11:00 AM 1.4572 5/28/02 10:00 PM 1.4574 1.4636 1.4554 2 -135 7861
5/29/02 4:00 AM 1.4594 06/02/2002 20:00 1.4553 1.4633 1.455 -41 -176 7561
06/03/2002 11:00 1.4618 06/04/2002 15:00 1.4596 1.4663 1.4591 -22 -198 7405
06/05/2002 14:00 1.46 06/05/2002 18:00 1.4593 1.4602 1.4584 -7 -205 7357
06/10/2002 04:00 1.4577 7/23/02 4:00 AM 1.5635 1.5847 1.4568 1058 853 14622
7/24/02 6:00 AM 1.5662 7/28/02 7:00 PM 1.565 1.5783 1.5642 -12 841 14458
7/30/02 8:00 AM 1.5627 7/31/02 4:00 AM 1.5666 1.5743 1.5623 39 880 14984
08/01/2002 13:00 1.5573 08/05/2002 02:00 1.5658 1.5727 1.5562 85 965 16173
08/05/2002 12:00 1.5672 08/05/2002 13:00 1.565 1.5672 1.565 -22 943 15841
08/07/2002 14:00 1.5385 08/08/2002 04:13 1.5308 1.5416 1.5308 -77 866 14703
08/12/2002 08:00 1.5308 8/14/02 2:00 AM 1.5393 1.5413 1.5248 85 951 15869
8/15/02 12:00 PM 1.5364 8/15/02 3:00 PM 1.537 1.5406 1.536 6 957 15958
8/16/02 3:00 AM 1.5349 8/19/02 7:00 AM 1.5378 1.5444 1.5327 29 986 16390
8/20/02 1:00 PM 1.528 8/21/02 8:26 AM 1.5205 1.534 1.5205 -75 911 15242
8/21/02 12:00 PM 1.5299 8/22/02 10:44 AM 1.5224 1.5331 1.5224 -75 836 14175
8/23/02 5:00 AM 1.5193 8/27/02 2:00 AM 1.5256 1.5282 1.5161 63 899 15009
8/27/02 11:00 AM 1.5307 09/09/2002 20:00 1.5545 1.5728 1.5287 238 1137 18343
09/12/2002 13:00 1.5598 9/13/02 12:34 PM 1.5523 1.5652 1.5523 -75 1062 17059
9/17/02 12:00 PM 1.5346 9/20/02 6:00 AM 1.5498 1.5593 1.5333 152 1214 19479
9/20/02 12:00 PM 1.5564 9/23/02 1:28 PM 1.5488 1.5614 1.5488 -76 1138 18097
9/24/02 5:00 AM 1.5515 9/27/02 11:00 AM 1.5517 1.5667 1.5506 2 1140 18131
9/27/02 2:00 PM 1.5596 10/06/2002 21:00 1.5632 1.5762 1.5592 36 1176 18740
10/07/2002 10:00 1.5653 10/07/2002 13:00 1.5639 1.5672 1.5631 -14 1162 18496
10/09/2002 10:00 1.5558 10/10/2002 11:00 1.5621 1.5683 1.5551 63 1225 19583
10/10/2002 14:00 1.5649 10/11/2002 06:00 1.5622 1.5654 1.5614 -27 1198 19090
10/15/02 12:00 PM 1.5548 10/18/02 2:14 AM 1.5473 1.5578 1.5473 -75 1123 17753
10/18/02 10:00 AM 1.5493 10/21/02 11:32 AM 1.5417 1.5509 1.5417 -76 1047 16494
10/22/02 2:00 AM 1.5434 10/25/02 3:00 PM 1.5504 1.5564 1.5419 70 1117 17572
10/28/02 10:00 AM 1.5507 11/04/2002 06:00 1.5552 1.5673 1.5502 45 1162 18310
11/06/2002 12:00 1.5597 11/06/2002 13:00 1.5573 1.5597 1.5573 -24 1138 17899
11/06/2002 15:00 1.5645 11/14/02 6:00 PM 1.5782 1.5964 1.5624 137 1275 20188
11/15/02 1:00 PM 1.5809 11/18/02 3:00 AM 1.5784 1.5826 1.5778 -25 1250 19717
11/18/02 4:00 AM 1.5807 11/19/02 2:00 PM 1.5792 1.5911 1.5773 -15 1235 19441
11/21/02 3:00 AM 1.575 11/21/02 12:00 PM 1.5762 1.5813 1.5721 12 1247 19659
11/26/02 2:00 AM 1.5665 11/26/02 8:31 AM 1.559 1.5665 1.559 -75 1172 18283
11/28/02 4:00 AM 1.5518 12/03/2002 05:00 1.5598 1.561 1.5451 80 1252 19648
12/05/2002 04:00 1.5709 12/10/2002 12:00 1.5701 1.5836 1.5678 -8 1244 19501
12/11/2002 02:00 1.5726 12/23/02 11:00 AM 1.5925 1.6059 1.5692 199 1443 23123
12/24/02 10:00 AM 1.5929 01/02/2003 03:00 1.602 1.6129 1.5923 91 1534 25087
01/02/2003 07:00 1.6082 01/02/2003 10:05 1.6007 1.6083 1.6007 -75 1459 23331
01/03/2003 08:00 1.5967 01/07/2003 05:00 1.6026 1.6159 1.5959 59 1518 24616
01/07/2003 11:00 1.6071 01/07/2003 13:00 1.6027 1.6072 1.6026 -44 1474 23605
01/08/2003 12:00 1.6068 01/09/2003 12:00 1.6045 1.6163 1.604 -23 1451 23098
01/10/2003 03:00 1.6068 1/13/03 3:00 AM 1.6052 1.6142 1.6052 -16 1435 22753
1/14/03 6:00 AM 1.6063 1/14/03 4:00 PM 1.6049 1.6113 1.6046 -14 1421 22456
1/15/03 11:00 AM 1.6051 1/15/03 6:00 PM 1.6041 1.6059 1.5996 -10 1411 22246
1/16/03 2:00 AM 1.6038 1/20/03 8:00 AM 1.6054 1.6195 1.602 16 1427 22579
1/20/03 2:00 PM 1.6095 1/20/03 9:00 PM 1.6062 1.6095 1.6058 -33 1394 21883
1/21/03 7:00 AM 1.6074 02/05/2003 13:00 1.6395 1.6571 1.6052 321 1715 28439
02/06/2003 03:00 1.6445 02/06/2003 08:00 1.6378 1.6474 1.6373 -67 1648 26661
02/07/2003 15:00 1.6327 02/10/2003 17:19 1.6252 1.6351 1.6252 -75 1573 24795
02/12/2003 06:00 1.6198 2/14/03 10:52 AM 1.6123 1.624 1.6123 -75 1498 23059
2/19/03 10:00 AM 1.5941 2/21/03 11:16 AM 1.5861 1.6018 1.5861 -80 1418 21337
2/24/03 5:00 AM 1.5793 2/25/03 10:52 AM 1.5715 1.5888 1.5715 -78 1340 19784
2/26/03 4:00 AM 1.576 03/04/2003 05:00 1.5817 1.5871 1.571 57 1397 20836
03/07/2003 02:00 1.605 03/10/2003 02:21 1.5974 1.609 1.5974 -76 1321 19358
03/10/2003 10:00 1.5993 3/14/03 3:00 AM 1.5982 1.6155 1.5976 -11 1310 19160
3/19/03 11:00 AM 1.5636 3/24/03 12:00 PM 1.5746 1.5771 1.559 110 1420 21127
3/26/03 10:00 AM 1.5754 3/26/03 11:00 AM 1.5734 1.5755 1.5732 -20 1400 20732
3/28/03 9:00 AM 1.5673 04/01/2003 09:00 1.5732 1.5836 1.5663 59 1459 21874
04/01/2003 14:00 1.5781 04/02/2003 02:00 1.5745 1.5816 1.5734 -36 1423 21139
04/03/2003 10:00 1.5704 04/04/2003 08:54 1.5629 1.5735 1.5629 -75 1348 19659
4/15/03 7:00 AM 1.5721 4/17/03 4:00 PM 1.5706 1.5844 1.5686 -15 1333 19384
4/21/03 9:00 AM 1.574 4/21/03 9:39 AM 1.5664 1.574 1.5664 -76 1257 18009
4/22/03 3:00 AM 1.5664 05/07/2003 09:00 1.5997 1.6185 1.5655 333 1590 23606
05/08/2003 05:00 1.6006 05/08/2003 07:00 1.5994 1.6023 1.597 -12 1578 23342
05/09/2003 04:00 1.607 5/28/03 8:00 AM 1.6321 1.6471 1.6004 251 1829 28810
5/29/03 2:00 AM 1.6383 5/29/03 4:00 AM 1.6328 1.6383 1.6315 -55 1774 27331
5/29/03 7:00 AM 1.6424 5/30/03 1:00 PM 1.6377 1.6544 1.6359 -47 1727 26132
06/02/2003 11:00 1.6335 06/02/2003 19:00 1.6355 1.6395 1.632 20 1747 26620
06/04/2003 05:00 1.633 06/09/2003 13:00 1.6442 1.6709 1.6285 112 1859 29403
06/10/2003 14:00 1.652 6/20/03 9:00 AM 1.6693 1.6902 1.6497 173 2032 34150
6/23/03 11:00 AM 1.6667 6/24/03 5:00 AM 1.6673 1.6707 1.6649 6 2038 34342
6/30/03 12:00 PM 1.6531 07/03/2003 06:00 1.6607 1.667 1.6513 76 2114 36778
07/03/2003 09:00 1.6722 07/06/2003 21:29 1.6647 1.6744 1.6647 -75 2039 34203
07/09/2003 15:00 1.6349 07/10/2003 07:09 1.6269 1.6381 1.6269 -80 1959 31649
07/10/2003 13:00 1.6331 7/14/03 3:16 AM 1.6254 1.6382 1.6254 -77 1882 29375
7/14/03 10:00 AM 1.6289 7/14/03 1:35 PM 1.6214 1.6289 1.6214 -75 1807 27319
7/16/03 11:00 AM 1.5956 7/17/03 8:30 AM 1.5881 1.5991 1.5881 -75 1732 25406
7/17/03 3:00 PM 1.5944 7/18/03 9:41 AM 1.5869 1.5982 1.5869 -75 1657 23628
7/21/03 3:00 AM 1.5869 7/30/03 8:00 PM 1.6153 1.6308 1.5843 284 1941 29891
08/01/2003 11:00 1.6082 08/04/2003 05:00 1.6121 1.6151 1.6039 39 1980 30979
08/05/2003 02:00 1.6111 08/05/2003 06:00 1.6105 1.6141 1.6101 -6 1974 30805
08/07/2003 06:00 1.6085 08/08/2003 05:00 1.6112 1.6186 1.6064 27 2001 31582
08/11/2003 10:00 1.6047 8/13/03 2:22 AM 1.5971 1.6103 1.5971 -76 1925 29341
8/13/03 6:00 AM 1.6035 8/13/03 1:00 PM 1.6071 1.6095 1.6011 36 1961 30327
9/19/03 4:00 AM 1.6229 10/09/2003 09:00 1.6599 1.6776 1.6216 370 2331 40800
10/09/2003 15:00 1.6676 10/13/03 3:00 AM 1.6614 1.6721 1.6602 -62 2269 38439
10/13/03 10:00 AM 1.6641 10/13/03 9:00 PM 1.6607 1.6681 1.6607 -34 2235 37220
10/14/03 8:00 AM 1.6594 11/03/2003 11:00 1.6807 1.7075 1.6563 213 2448 44619
11/04/2003 06:00 1.6766 11/06/2003 08:53 1.6691 1.687 1.6691 -75 2373 41495
11/07/2003 12:00 1.6712 11/11/2003 10:07 1.6637 1.6754 1.6637 -75 2298 38591
11/17/03 5:00 AM 1.6914 11/25/03 6:00 AM 1.6945 1.7085 1.6857 31 2329 39707
11/25/03 9:00 AM 1.6988 11/26/03 9:00 AM 1.6951 1.7025 1.6935 -37 2292 38336
11/26/03 11:00 AM 1.7092 1/15/04 4:00 AM 1.8249 1.8577 1.7071 1157 3449 79734
1/23/04 3:00 AM 1.8472 1/23/04 8:31 AM 1.8397 1.8521 1.8397 -75 3374 74153
1/26/04 8:00 AM 1.8245 1/26/04 11:00 AM 1.8201 1.8306 1.8193 -44 3330 71107
1/27/04 9:00 AM 1.817 1/28/04 3:00 PM 1.8231 1.838 1.8136 61 3391 75156
1/29/04 5:00 AM 1.8238 1/29/04 8:00 AM 1.82 1.8268 1.8191 -38 3353 72490
1/30/04 9:00 AM 1.8204 1/30/04 10:12 AM 1.8129 1.8214 1.8129 -75 3278 67416
02/02/2004 09:00 1.8247 02/02/2004 10:00 1.8216 1.8247 1.821 -31 3247 65465
02/04/2004 02:00 1.84 02/04/2004 09:34 1.8325 1.84 1.8325 -75 3172 60883
02/05/2004 04:00 1.833 2/20/04 3:00 AM 1.8841 1.914 1.8315 511 3683 89920
2/23/04 8:00 AM 1.8628 2/25/04 12:00 PM 1.876 1.8943 1.8595 132 3815 100998
2/27/04 12:00 PM 1.8587 2/29/04 10:00 PM 1.8717 1.8742 1.8578 130 3945 113252
03/01/2004 10:00 1.8741 03/01/2004 10:15 1.8666 1.8741 1.8666 -75 3870 105325
03/05/2004 09:00 1.8375 03/08/2004 09:00 1.8474 1.8544 1.8369 99 3969 115057
03/11/2004 08:00 1.8073 03/11/2004 09:04 1.7995 1.8073 1.7995 -78 3891 106681
03/11/2004 14:00 1.8071 03/11/2004 22:57 1.7994 1.8158 1.7994 -77 3814 99014
03/12/2004 14:00 1.7979 3/16/04 9:00 AM 1.819 1.8199 1.7944 211 4025 118513
3/17/04 8:00 AM 1.8157 3/24/04 8:00 AM 1.8324 1.8543 1.81 167 4192 136985
3/26/04 6:00 AM 1.8201 3/26/04 10:52 AM 1.8118 1.8226 1.8118 -83 4109 126373
3/29/04 5:00 AM 1.8158 3/30/04 4:00 AM 1.8226 1.8248 1.8138 68 4177 134394
04/01/2004 03:00 1.8439 04/02/2004 08:31 1.8279 1.8604 1.8279 -160 4017 114324
04/06/2004 03:00 1.824 04/08/2004 08:00 1.8322 1.8466 1.8235 82 4099 123074
04/09/2004 04:00 1.8338 04/09/2004 11:00 1.8332 1.8346 1.8321 -6 4093 122385
04/12/2004 05:00 1.8344 04/12/2004 08:00 1.8333 1.835 1.8316 -11 4082 121128
04/12/2004 11:00 1.8355 4/13/04 3:00 AM 1.83 1.842 1.8288 -55 4027 114910
4/15/04 4:00 AM 1.7966 4/15/04 4:35 AM 1.789 1.7966 1.789 -76 3951 106759
4/15/04 3:00 PM 1.7912 4/15/04 9:10 PM 1.7837 1.7933 1.7837 -75 3876 99286
4/16/04 10:00 AM 1.7979 4/19/04 7:00 AM 1.8089 1.8142 1.7925 110 3986 109480
4/22/04 10:00 AM 1.7718 4/26/04 4:00 PM 1.7874 1.7895 1.7645 156 4142 125420
4/29/04 10:00 AM 1.7756 4/30/04 3:14 AM 1.7681 1.781 1.7681 -75 4067 116640
4/30/04 8:00 AM 1.7741 05/07/2004 11:00 1.7861 1.803 1.7687 120 4187 129704
5/14/04 10:00 AM 1.7641 5/17/04 5:00 AM 1.768 1.7721 1.7569 39 4226 134425
5/18/04 9:00 AM 1.7669 5/18/04 12:00 PM 1.7694 1.7712 1.7655 25 4251 137562
5/20/04 3:00 PM 1.7733 06/09/2004 08:00 1.8291 1.8484 1.772 558 4809 209204
06/10/2004 04:00 1.8301 06/10/2004 07:10 1.8226 1.8302 1.8226 -75 4734 194560
06/10/2004 12:00 1.8387 06/11/2004 01:42 1.8312 1.844 1.8312 -75 4659 180941
6/14/04 10:00 AM 1.8151 6/16/04 6:00 AM 1.8255 1.8352 1.8104 104 4763 198504
6/16/04 10:00 AM 1.8314 6/16/04 11:14 AM 1.8239 1.8329 1.8239 -75 4688 184609
6/17/04 2:00 AM 1.8289 6/18/04 1:00 AM 1.827 1.8381 1.827 -19 4669 181335
6/18/04 7:00 AM 1.8336 6/21/04 10:00 AM 1.8284 1.8406 1.8274 -52 4617 172534
6/24/04 5:00 AM 1.818 6/24/04 6:56 AM 1.8104 1.818 1.8104 -76 4541 160296
6/24/04 10:00 AM 1.8226 6/24/04 3:00 PM 1.8247 1.8287 1.8184 21 4562 163438
6/25/04 2:00 PM 1.824 6/27/04 10:00 PM 1.8234 1.8273 1.823 -6 4556 162522
6/28/04 4:00 AM 1.8275 6/29/04 4:00 AM 1.8213 1.8337 1.8205 -62 4494 153118
6/30/04 6:00 AM 1.8098 6/30/04 9:00 PM 1.8185 1.8222 1.8063 87 4581 165551
07/01/2004 03:00 1.8175 07/01/2004 20:00 1.8197 1.821 1.8115 22 4603 168950
07/02/2004 05:00 1.8199 7/15/04 4:00 AM 1.8493 1.8661 1.8163 294 4897 215310
7/15/04 10:00 AM 1.8533 7/15/04 9:00 PM 1.8481 1.8548 1.8476 -52 4845 204861
7/19/04 10:00 AM 1.8719 7/19/04 8:54 PM 1.8644 1.8736 1.8644 -75 4770 190520
7/21/04 4:00 AM 1.8546 7/21/04 5:47 AM 1.8469 1.8546 1.8469 -77 4693 176828
7/22/04 2:00 AM 1.8402 7/23/04 10:57 AM 1.8327 1.8491 1.8327 -75 4618 164450
7/27/04 4:00 AM 1.8425 7/27/04 10:00 AM 1.8349 1.8443 1.8349 -76 4542 152785
7/28/04 1:00 PM 1.8229 7/29/04 5:43 AM 1.8153 1.8285 1.8153 -76 4466 141948
7/30/04 9:00 AM 1.8216 08/02/2004 07:00 1.8295 1.8331 1.8154 79 4545 152414
08/03/2004 11:00 1.8232 08/04/2004 08:06 1.8156 1.8265 1.8156 -76 4469 141603
08/04/2004 12:00 1.8252 08/05/2004 05:00 1.8242 1.8294 1.8231 -10 4459 140281
08/05/2004 13:00 1.8258 08/10/2004 15:00 1.8294 1.8465 1.82 36 4495 144995
08/11/2004 13:00 1.8289 08/12/2004 08:00 1.8305 1.8334 1.828 16 4511 147160
8/13/04 8:00 AM 1.8224 8/17/04 10:00 AM 1.8331 1.8463 1.8218 107 4618 161856
8/19/04 2:00 AM 1.8239 8/20/04 6:00 AM 1.8276 1.8342 1.8195 37 4655 167446
8/23/04 10:00 AM 1.8186 8/23/04 2:15 PM 1.8111 1.8186 1.8111 -75 4580 155724
8/25/04 4:00 AM 1.7996 8/26/04 9:56 AM 1.7921 1.8012 1.7921 -75 4505 144824
8/26/04 3:00 PM 1.7956 8/30/04 12:48 AM 1.7881 1.8037 1.7881 -75 4430 134686
8/30/04 7:00 AM 1.7912 8/31/04 3:00 PM 1.8004 1.8064 1.7888 92 4522 146251
09/02/2004 04:00 1.7955 09/02/2004 08:57 1.788 1.7973 1.788 -75 4447 136014
9/27/04 9:00 AM 1.8067 9/29/04 10:32 AM 1.7992 1.816 1.7992 -75 4372 126493
9/30/04 8:00 AM 1.8069 10/01/2004 05:17 1.7994 1.8132 1.7994 -75 4297 117638
10/18/04 5:00 AM 1.8038 10/18/04 12:15 PM 1.7963 1.807 1.7963 -75 4222 109403
10/19/04 7:00 AM 1.8014 10/28/04 7:00 AM 1.8231 1.8447 1.7983 217 4439 131561
10/28/04 11:00 AM 1.8306 11/10/2004 11:00 1.8458 1.8617 1.8274 152 4591 150225
11/11/2004 15:00 1.843 11/11/2004 22:00 1.8448 1.8466 1.8407 18 4609 152749
11/12/2004 11:00 1.8502 11/15/04 1:00 PM 1.8457 1.8587 1.8451 -45 4564 146334
11/16/04 2:00 AM 1.8482 11/18/04 10:00 AM 1.8505 1.8638 1.8463 23 4587 149475
11/19/04 4:00 AM 1.8558 11/23/04 2:00 AM 1.8527 1.8612 1.8517 -31 4556 145150
11/23/04 5:00 AM 1.8577 12/09/2004 05:00 1.9169 1.9506 1.8572 592 5148 225351
12/09/2004 14:00 1.9313 12/09/2004 17:35 1.9235 1.9313 1.9235 -78 5070 208945
12/10/2004 13:00 1.9159 12/13/04 10:00 PM 1.9205 1.9272 1.9085 46 5116 217916
12/14/04 3:00 AM 1.9248 12/14/04 10:00 PM 1.9207 1.929 1.9182 -41 5075 209577
12/16/04 3:00 AM 1.943 12/16/04 10:23 AM 1.9355 1.9548 1.9355 -75 5000 194906
12/17/04 2:00 AM 1.9343 12/21/04 9:00 AM 1.933 1.9505 1.9278 -13 4987 192542
12/23/04 2:00 PM 1.9202 12/24/04 7:00 AM 1.926 1.9287 1.9195 58 5045 202965
12/27/04 11:00 AM 1.9342 12/28/04 11:03 AM 1.9267 1.9417 1.9267 -75 4970 188757
12/30/04 11:00 AM 1.9217 12/30/04 5:00 PM 1.9252 1.9289 1.9209 35 5005 194923
01/05/2005 10:00 1.8837 01/06/2005 02:37 1.8762 1.8895 1.8762 -75 4930 181278
01/11/2005 07:00 1.8788 01/12/2005 03:26 1.8713 1.8806 1.8713 -75 4855 168589
01/12/2005 09:00 1.8863 1/13/05 6:00 AM 1.8853 1.8937 1.8848 -10 4845 167015
1/18/05 5:00 AM 1.8643 1/19/05 12:00 PM 1.8719 1.8824 1.8625 76 4921 178862
1/20/05 11:00 AM 1.8708 1/21/05 4:33 AM 1.8633 1.8747 1.8633 -75 4846 166342
1/21/05 11:00 AM 1.8694 1/25/05 8:00 AM 1.8735 1.8835 1.8681 41 4887 172707
1/28/05 4:00 AM 1.8867 1/28/05 10:21 AM 1.8792 1.8887 1.8792 -75 4812 160618
1/28/05 2:00 PM 1.8865 1/31/05 6:07 AM 1.879 1.8885 1.879 -75 4737 149375
1/31/05 9:00 AM 1.8865 02/01/2005 05:07 1.879 1.888 1.879 -75 4662 138918
02/01/2005 15:00 1.8845 02/03/2005 09:00 1.8797 1.8913 1.8789 -48 4614 132695
02/04/2005 03:00 1.8817 02/04/2005 13:00 1.8787 1.8917 1.8786 -30 4584 128979
02/08/2005 13:00 1.8558 02/10/2005 15:00 1.8685 1.8731 1.8508 127 4711 144268
02/11/2005 14:00 1.8674 03/02/2005 05:00 1.9087 1.926 1.8661 413 5124 199878
03/02/2005 15:00 1.9135 03/03/2005 04:00 1.9088 1.9141 1.9084 -47 5077 191110
03/04/2005 08:00 1.908 03/11/2005 04:00 1.9183 1.9323 1.9049 103 5180 209482
03/11/2005 10:00 1.9246 3/14/05 3:00 AM 1.9189 1.9279 1.9189 -57 5123 198338
3/15/05 6:00 AM 1.9194 3/15/05 10:00 AM 1.9154 1.9251 1.9141 -40 5083 190933
3/16/05 2:00 AM 1.9155 3/18/05 4:00 AM 1.9156 1.9291 1.9145 1 5084 191111
3/18/05 1:00 PM 1.9207 3/18/05 3:00 PM 1.9189 1.9207 1.9184 -18 5066 187901
3/22/05 4:00 AM 1.9005 3/22/05 2:24 PM 1.8926 1.9009 1.8926 -79 4987 174046
3/24/05 10:00 AM 1.8719 3/27/05 8:16 PM 1.8642 1.8721 1.8642 -77 4910 161538
3/28/05 8:00 AM 1.8653 3/30/05 11:00 AM 1.8815 1.8846 1.8596 162 5072 185963
3/31/05 3:00 AM 1.8796 04/04/2005 09:18 1.8721 1.8806 1.8721 -75 4997 172945
04/05/2005 10:00 1.8782 04/06/2005 08:00 1.8791 1.8846 1.8759 9 5006 174398
04/06/2005 14:00 1.883 04/06/2005 19:00 1.879 1.883 1.8787 -40 4966 167887
04/08/2005 11:00 1.8751 4/14/05 7:00 AM 1.8837 1.8973 1.8741 86 5052 181363
4/15/05 5:00 AM 1.8838 4/26/05 4:00 AM 1.9052 1.9215 1.8804 214 5266 217587
4/27/05 9:00 AM 1.9083 4/27/05 12:00 PM 1.9043 1.9092 1.9043 -40 5226 209464
4/28/05 7:00 AM 1.9062 05/01/2005 19:00 1.9053 1.9159 1.9034 -9 5217 207704
05/03/2005 06:00 1.8953 05/04/2005 08:00 1.9012 1.9031 1.8882 59 5276 219142
05/10/2005 08:00 1.8835 05/11/2005 08:31 1.8754 1.8911 1.8754 -81 5195 202575
09/09/2005 10:00 1.839 09/12/2005 02:47 1.8315 1.8426 1.8315 -75 5120 188395
9/13/05 2:00 AM 1.8225 9/14/05 11:00 AM 1.8268 1.8298 1.818 43 5163 195955
ENTRY_DATE ENTRY EXIT_DATE EXIT HIGH LOW PIPS CUMM 10000
01/02/2001 12:00 1.4985 01/03/2001 14:51 1.491 1.5094 1.491 -75 -75 9300
01/04/2001 03:00 1.5027 01/04/2001 07:03 1.4952 1.5039 1.4952 -75 -150 8649
01/04/2001 14:00 1.499 01/08/2001 13:00 1.4947 1.5102 1.4932 -43 -193 8302
01/10/2001 03:00 1.4901 01/10/2001 07:00 1.492 1.4944 1.4859 19 -174 8449
1/22/01 1:00 PM 1.4645 1/24/01 10:45 AM 1.457 1.4735 1.457 -75 -249 7858
1/25/01 11:00 AM 1.4589 02/02/2001 13:00 1.4672 1.4831 1.4555 83 -166 8466
8/21/01 3:00 AM 1.4452 8/24/01 7:00 AM 1.441 1.4585 1.4405 -42 -208 8134
8/24/01 11:00 AM 1.4467 8/24/01 3:00 PM 1.4427 1.4467 1.4412 -40 -248 7831
8/27/01 6:00 AM 1.4431 8/27/01 11:00 PM 1.4427 1.4454 1.4411 -4 -252 7802
8/28/01 10:00 AM 1.4447 09/04/2001 02:00 1.4482 1.462 1.4426 35 -217 8056
09/05/2001 07:00 1.447 09/06/2001 09:00 1.4486 1.4585 1.4448 16 -201 8177
09/06/2001 12:00 1.4564 09/07/2001 06:00 1.4503 1.4586 1.4503 -61 -262 7711
09/07/2001 09:00 1.4611 09/11/2001 04:56 1.4536 1.468 1.4536 -75 -337 7171
09/11/2001 09:00 1.4577 9/17/01 1:00 PM 1.4636 1.479 1.4571 59 -278 7566
9/18/01 5:00 AM 1.4658 9/18/01 9:00 AM 1.4635 1.4692 1.4632 -23 -301 7404
9/18/01 2:00 PM 1.4669 9/19/01 3:00 AM 1.4633 1.4711 1.463 -36 -337 7155
9/19/01 11:00 AM 1.4689 9/20/01 8:00 AM 1.4647 1.4733 1.464 -42 -379 6875
9/24/01 6:00 AM 1.457 9/24/01 12:00 PM 1.4606 1.4664 1.4566 36 -343 7106
9/25/01 9:00 AM 1.4655 9/28/01 4:00 AM 1.4677 1.4769 1.4651 22 -321 7252
9/28/01 1:00 PM 1.4706 10/02/2001 11:00 1.4668 1.4812 1.4658 -38 -359 6994
10/03/2001 08:00 1.4727 10/08/2001 10:00 1.4724 1.4827 1.4717 -3 -362 6975
10/16/01 12:00 PM 1.4482 10/21/01 6:59 PM 1.4329 1.4519 1.4329 -153 -515 5979
10/23/01 2:00 PM 1.4237 11/11/2001 19:00 1.4565 1.4672 1.4221 328 -187 7809
11/12/2001 12:00 1.4573 11/13/01 3:01 AM 1.4497 1.4573 1.4497 -76 -263 7255
11/14/01 12:00 PM 1.4433 11/18/01 7:00 PM 1.4277 1.4449 1.4277 -156 -419 6199
12/24/01 10:00 AM 1.4429 01/02/2002 04:00 1.4491 1.4556 1.4374 62 -357 6558
01/03/2002 02:00 1.4468 01/07/2002 05:47 1.4393 1.4479 1.4393 -75 -432 6098
01/08/2002 03:00 1.44 1/15/02 1:00 PM 1.4423 1.4518 1.4338 23 -409 6229
4/15/02 11:00 AM 1.4384 05/08/2002 07:00 1.4613 1.4694 1.4355 229 -180 7561
05/09/2002 02:00 1.4573 5/13/02 11:00 AM 1.4594 1.4646 1.4573 21 -159 7709
5/15/02 8:00 AM 1.4503 5/20/02 1:00 PM 1.4576 1.4627 1.4493 73 -86 8234
5/21/02 4:00 AM 1.4591 5/21/02 6:00 AM 1.457 1.4593 1.4565 -21 -107 8073
5/21/02 2:00 PM 1.4609 5/22/02 10:00 AM 1.4579 1.463 1.4565 -30 -137 7847
5/27/02 11:00 AM 1.4572 5/28/02 10:00 PM 1.4574 1.4636 1.4554 2 -135 7861
5/29/02 4:00 AM 1.4594 06/02/2002 20:00 1.4553 1.4633 1.455 -41 -176 7561
06/03/2002 11:00 1.4618 06/04/2002 15:00 1.4596 1.4663 1.4591 -22 -198 7405
06/05/2002 14:00 1.46 06/05/2002 18:00 1.4593 1.4602 1.4584 -7 -205 7357
06/10/2002 04:00 1.4577 7/23/02 4:00 AM 1.5635 1.5847 1.4568 1058 853 14622
7/24/02 6:00 AM 1.5662 7/28/02 7:00 PM 1.565 1.5783 1.5642 -12 841 14458
7/30/02 8:00 AM 1.5627 7/31/02 4:00 AM 1.5666 1.5743 1.5623 39 880 14984
08/01/2002 13:00 1.5573 08/05/2002 02:00 1.5658 1.5727 1.5562 85 965 16173
08/05/2002 12:00 1.5672 08/05/2002 13:00 1.565 1.5672 1.565 -22 943 15841
08/07/2002 14:00 1.5385 08/08/2002 04:13 1.5308 1.5416 1.5308 -77 866 14703
08/12/2002 08:00 1.5308 8/14/02 2:00 AM 1.5393 1.5413 1.5248 85 951 15869
8/15/02 12:00 PM 1.5364 8/15/02 3:00 PM 1.537 1.5406 1.536 6 957 15958
8/16/02 3:00 AM 1.5349 8/19/02 7:00 AM 1.5378 1.5444 1.5327 29 986 16390
8/20/02 1:00 PM 1.528 8/21/02 8:26 AM 1.5205 1.534 1.5205 -75 911 15242
8/21/02 12:00 PM 1.5299 8/22/02 10:44 AM 1.5224 1.5331 1.5224 -75 836 14175
8/23/02 5:00 AM 1.5193 8/27/02 2:00 AM 1.5256 1.5282 1.5161 63 899 15009
8/27/02 11:00 AM 1.5307 09/09/2002 20:00 1.5545 1.5728 1.5287 238 1137 18343
09/12/2002 13:00 1.5598 9/13/02 12:34 PM 1.5523 1.5652 1.5523 -75 1062 17059
9/17/02 12:00 PM 1.5346 9/20/02 6:00 AM 1.5498 1.5593 1.5333 152 1214 19479
9/20/02 12:00 PM 1.5564 9/23/02 1:28 PM 1.5488 1.5614 1.5488 -76 1138 18097
9/24/02 5:00 AM 1.5515 9/27/02 11:00 AM 1.5517 1.5667 1.5506 2 1140 18131
9/27/02 2:00 PM 1.5596 10/06/2002 21:00 1.5632 1.5762 1.5592 36 1176 18740
10/07/2002 10:00 1.5653 10/07/2002 13:00 1.5639 1.5672 1.5631 -14 1162 18496
10/09/2002 10:00 1.5558 10/10/2002 11:00 1.5621 1.5683 1.5551 63 1225 19583
10/10/2002 14:00 1.5649 10/11/2002 06:00 1.5622 1.5654 1.5614 -27 1198 19090
10/15/02 12:00 PM 1.5548 10/18/02 2:14 AM 1.5473 1.5578 1.5473 -75 1123 17753
10/18/02 10:00 AM 1.5493 10/21/02 11:32 AM 1.5417 1.5509 1.5417 -76 1047 16494
10/22/02 2:00 AM 1.5434 10/25/02 3:00 PM 1.5504 1.5564 1.5419 70 1117 17572
10/28/02 10:00 AM 1.5507 11/04/2002 06:00 1.5552 1.5673 1.5502 45 1162 18310
11/06/2002 12:00 1.5597 11/06/2002 13:00 1.5573 1.5597 1.5573 -24 1138 17899
11/06/2002 15:00 1.5645 11/14/02 6:00 PM 1.5782 1.5964 1.5624 137 1275 20188
11/15/02 1:00 PM 1.5809 11/18/02 3:00 AM 1.5784 1.5826 1.5778 -25 1250 19717
11/18/02 4:00 AM 1.5807 11/19/02 2:00 PM 1.5792 1.5911 1.5773 -15 1235 19441
11/21/02 3:00 AM 1.575 11/21/02 12:00 PM 1.5762 1.5813 1.5721 12 1247 19659
11/26/02 2:00 AM 1.5665 11/26/02 8:31 AM 1.559 1.5665 1.559 -75 1172 18283
11/28/02 4:00 AM 1.5518 12/03/2002 05:00 1.5598 1.561 1.5451 80 1252 19648
12/05/2002 04:00 1.5709 12/10/2002 12:00 1.5701 1.5836 1.5678 -8 1244 19501
12/11/2002 02:00 1.5726 12/23/02 11:00 AM 1.5925 1.6059 1.5692 199 1443 23123
12/24/02 10:00 AM 1.5929 01/02/2003 03:00 1.602 1.6129 1.5923 91 1534 25087
01/02/2003 07:00 1.6082 01/02/2003 10:05 1.6007 1.6083 1.6007 -75 1459 23331
01/03/2003 08:00 1.5967 01/07/2003 05:00 1.6026 1.6159 1.5959 59 1518 24616
01/07/2003 11:00 1.6071 01/07/2003 13:00 1.6027 1.6072 1.6026 -44 1474 23605
01/08/2003 12:00 1.6068 01/09/2003 12:00 1.6045 1.6163 1.604 -23 1451 23098
01/10/2003 03:00 1.6068 1/13/03 3:00 AM 1.6052 1.6142 1.6052 -16 1435 22753
1/14/03 6:00 AM 1.6063 1/14/03 4:00 PM 1.6049 1.6113 1.6046 -14 1421 22456
1/15/03 11:00 AM 1.6051 1/15/03 6:00 PM 1.6041 1.6059 1.5996 -10 1411 22246
1/16/03 2:00 AM 1.6038 1/20/03 8:00 AM 1.6054 1.6195 1.602 16 1427 22579
1/20/03 2:00 PM 1.6095 1/20/03 9:00 PM 1.6062 1.6095 1.6058 -33 1394 21883
1/21/03 7:00 AM 1.6074 02/05/2003 13:00 1.6395 1.6571 1.6052 321 1715 28439
02/06/2003 03:00 1.6445 02/06/2003 08:00 1.6378 1.6474 1.6373 -67 1648 26661
02/07/2003 15:00 1.6327 02/10/2003 17:19 1.6252 1.6351 1.6252 -75 1573 24795
02/12/2003 06:00 1.6198 2/14/03 10:52 AM 1.6123 1.624 1.6123 -75 1498 23059
2/19/03 10:00 AM 1.5941 2/21/03 11:16 AM 1.5861 1.6018 1.5861 -80 1418 21337
2/24/03 5:00 AM 1.5793 2/25/03 10:52 AM 1.5715 1.5888 1.5715 -78 1340 19784
2/26/03 4:00 AM 1.576 03/04/2003 05:00 1.5817 1.5871 1.571 57 1397 20836
03/07/2003 02:00 1.605 03/10/2003 02:21 1.5974 1.609 1.5974 -76 1321 19358
03/10/2003 10:00 1.5993 3/14/03 3:00 AM 1.5982 1.6155 1.5976 -11 1310 19160
3/19/03 11:00 AM 1.5636 3/24/03 12:00 PM 1.5746 1.5771 1.559 110 1420 21127
3/26/03 10:00 AM 1.5754 3/26/03 11:00 AM 1.5734 1.5755 1.5732 -20 1400 20732
3/28/03 9:00 AM 1.5673 04/01/2003 09:00 1.5732 1.5836 1.5663 59 1459 21874
04/01/2003 14:00 1.5781 04/02/2003 02:00 1.5745 1.5816 1.5734 -36 1423 21139
04/03/2003 10:00 1.5704 04/04/2003 08:54 1.5629 1.5735 1.5629 -75 1348 19659
4/15/03 7:00 AM 1.5721 4/17/03 4:00 PM 1.5706 1.5844 1.5686 -15 1333 19384
4/21/03 9:00 AM 1.574 4/21/03 9:39 AM 1.5664 1.574 1.5664 -76 1257 18009
4/22/03 3:00 AM 1.5664 05/07/2003 09:00 1.5997 1.6185 1.5655 333 1590 23606
05/08/2003 05:00 1.6006 05/08/2003 07:00 1.5994 1.6023 1.597 -12 1578 23342
05/09/2003 04:00 1.607 5/28/03 8:00 AM 1.6321 1.6471 1.6004 251 1829 28810
5/29/03 2:00 AM 1.6383 5/29/03 4:00 AM 1.6328 1.6383 1.6315 -55 1774 27331
5/29/03 7:00 AM 1.6424 5/30/03 1:00 PM 1.6377 1.6544 1.6359 -47 1727 26132
06/02/2003 11:00 1.6335 06/02/2003 19:00 1.6355 1.6395 1.632 20 1747 26620
06/04/2003 05:00 1.633 06/09/2003 13:00 1.6442 1.6709 1.6285 112 1859 29403
06/10/2003 14:00 1.652 6/20/03 9:00 AM 1.6693 1.6902 1.6497 173 2032 34150
6/23/03 11:00 AM 1.6667 6/24/03 5:00 AM 1.6673 1.6707 1.6649 6 2038 34342
6/30/03 12:00 PM 1.6531 07/03/2003 06:00 1.6607 1.667 1.6513 76 2114 36778
07/03/2003 09:00 1.6722 07/06/2003 21:29 1.6647 1.6744 1.6647 -75 2039 34203
07/09/2003 15:00 1.6349 07/10/2003 07:09 1.6269 1.6381 1.6269 -80 1959 31649
07/10/2003 13:00 1.6331 7/14/03 3:16 AM 1.6254 1.6382 1.6254 -77 1882 29375
7/14/03 10:00 AM 1.6289 7/14/03 1:35 PM 1.6214 1.6289 1.6214 -75 1807 27319
7/16/03 11:00 AM 1.5956 7/17/03 8:30 AM 1.5881 1.5991 1.5881 -75 1732 25406
7/17/03 3:00 PM 1.5944 7/18/03 9:41 AM 1.5869 1.5982 1.5869 -75 1657 23628
7/21/03 3:00 AM 1.5869 7/30/03 8:00 PM 1.6153 1.6308 1.5843 284 1941 29891
08/01/2003 11:00 1.6082 08/04/2003 05:00 1.6121 1.6151 1.6039 39 1980 30979
08/05/2003 02:00 1.6111 08/05/2003 06:00 1.6105 1.6141 1.6101 -6 1974 30805
08/07/2003 06:00 1.6085 08/08/2003 05:00 1.6112 1.6186 1.6064 27 2001 31582
08/11/2003 10:00 1.6047 8/13/03 2:22 AM 1.5971 1.6103 1.5971 -76 1925 29341
8/13/03 6:00 AM 1.6035 8/13/03 1:00 PM 1.6071 1.6095 1.6011 36 1961 30327
9/19/03 4:00 AM 1.6229 10/09/2003 09:00 1.6599 1.6776 1.6216 370 2331 40800
10/09/2003 15:00 1.6676 10/13/03 3:00 AM 1.6614 1.6721 1.6602 -62 2269 38439
10/13/03 10:00 AM 1.6641 10/13/03 9:00 PM 1.6607 1.6681 1.6607 -34 2235 37220
10/14/03 8:00 AM 1.6594 11/03/2003 11:00 1.6807 1.7075 1.6563 213 2448 44619
11/04/2003 06:00 1.6766 11/06/2003 08:53 1.6691 1.687 1.6691 -75 2373 41495
11/07/2003 12:00 1.6712 11/11/2003 10:07 1.6637 1.6754 1.6637 -75 2298 38591
11/17/03 5:00 AM 1.6914 11/25/03 6:00 AM 1.6945 1.7085 1.6857 31 2329 39707
11/25/03 9:00 AM 1.6988 11/26/03 9:00 AM 1.6951 1.7025 1.6935 -37 2292 38336
11/26/03 11:00 AM 1.7092 1/15/04 4:00 AM 1.8249 1.8577 1.7071 1157 3449 79734
1/23/04 3:00 AM 1.8472 1/23/04 8:31 AM 1.8397 1.8521 1.8397 -75 3374 74153
1/26/04 8:00 AM 1.8245 1/26/04 11:00 AM 1.8201 1.8306 1.8193 -44 3330 71107
1/27/04 9:00 AM 1.817 1/28/04 3:00 PM 1.8231 1.838 1.8136 61 3391 75156
1/29/04 5:00 AM 1.8238 1/29/04 8:00 AM 1.82 1.8268 1.8191 -38 3353 72490
1/30/04 9:00 AM 1.8204 1/30/04 10:12 AM 1.8129 1.8214 1.8129 -75 3278 67416
02/02/2004 09:00 1.8247 02/02/2004 10:00 1.8216 1.8247 1.821 -31 3247 65465
02/04/2004 02:00 1.84 02/04/2004 09:34 1.8325 1.84 1.8325 -75 3172 60883
02/05/2004 04:00 1.833 2/20/04 3:00 AM 1.8841 1.914 1.8315 511 3683 89920
2/23/04 8:00 AM 1.8628 2/25/04 12:00 PM 1.876 1.8943 1.8595 132 3815 100998
2/27/04 12:00 PM 1.8587 2/29/04 10:00 PM 1.8717 1.8742 1.8578 130 3945 113252
03/01/2004 10:00 1.8741 03/01/2004 10:15 1.8666 1.8741 1.8666 -75 3870 105325
03/05/2004 09:00 1.8375 03/08/2004 09:00 1.8474 1.8544 1.8369 99 3969 115057
03/11/2004 08:00 1.8073 03/11/2004 09:04 1.7995 1.8073 1.7995 -78 3891 106681
03/11/2004 14:00 1.8071 03/11/2004 22:57 1.7994 1.8158 1.7994 -77 3814 99014
03/12/2004 14:00 1.7979 3/16/04 9:00 AM 1.819 1.8199 1.7944 211 4025 118513
3/17/04 8:00 AM 1.8157 3/24/04 8:00 AM 1.8324 1.8543 1.81 167 4192 136985
3/26/04 6:00 AM 1.8201 3/26/04 10:52 AM 1.8118 1.8226 1.8118 -83 4109 126373
3/29/04 5:00 AM 1.8158 3/30/04 4:00 AM 1.8226 1.8248 1.8138 68 4177 134394
04/01/2004 03:00 1.8439 04/02/2004 08:31 1.8279 1.8604 1.8279 -160 4017 114324
04/06/2004 03:00 1.824 04/08/2004 08:00 1.8322 1.8466 1.8235 82 4099 123074
04/09/2004 04:00 1.8338 04/09/2004 11:00 1.8332 1.8346 1.8321 -6 4093 122385
04/12/2004 05:00 1.8344 04/12/2004 08:00 1.8333 1.835 1.8316 -11 4082 121128
04/12/2004 11:00 1.8355 4/13/04 3:00 AM 1.83 1.842 1.8288 -55 4027 114910
4/15/04 4:00 AM 1.7966 4/15/04 4:35 AM 1.789 1.7966 1.789 -76 3951 106759
4/15/04 3:00 PM 1.7912 4/15/04 9:10 PM 1.7837 1.7933 1.7837 -75 3876 99286
4/16/04 10:00 AM 1.7979 4/19/04 7:00 AM 1.8089 1.8142 1.7925 110 3986 109480
4/22/04 10:00 AM 1.7718 4/26/04 4:00 PM 1.7874 1.7895 1.7645 156 4142 125420
4/29/04 10:00 AM 1.7756 4/30/04 3:14 AM 1.7681 1.781 1.7681 -75 4067 116640
4/30/04 8:00 AM 1.7741 05/07/2004 11:00 1.7861 1.803 1.7687 120 4187 129704
5/14/04 10:00 AM 1.7641 5/17/04 5:00 AM 1.768 1.7721 1.7569 39 4226 134425
5/18/04 9:00 AM 1.7669 5/18/04 12:00 PM 1.7694 1.7712 1.7655 25 4251 137562
5/20/04 3:00 PM 1.7733 06/09/2004 08:00 1.8291 1.8484 1.772 558 4809 209204
06/10/2004 04:00 1.8301 06/10/2004 07:10 1.8226 1.8302 1.8226 -75 4734 194560
06/10/2004 12:00 1.8387 06/11/2004 01:42 1.8312 1.844 1.8312 -75 4659 180941
6/14/04 10:00 AM 1.8151 6/16/04 6:00 AM 1.8255 1.8352 1.8104 104 4763 198504
6/16/04 10:00 AM 1.8314 6/16/04 11:14 AM 1.8239 1.8329 1.8239 -75 4688 184609
6/17/04 2:00 AM 1.8289 6/18/04 1:00 AM 1.827 1.8381 1.827 -19 4669 181335
6/18/04 7:00 AM 1.8336 6/21/04 10:00 AM 1.8284 1.8406 1.8274 -52 4617 172534
6/24/04 5:00 AM 1.818 6/24/04 6:56 AM 1.8104 1.818 1.8104 -76 4541 160296
6/24/04 10:00 AM 1.8226 6/24/04 3:00 PM 1.8247 1.8287 1.8184 21 4562 163438
6/25/04 2:00 PM 1.824 6/27/04 10:00 PM 1.8234 1.8273 1.823 -6 4556 162522
6/28/04 4:00 AM 1.8275 6/29/04 4:00 AM 1.8213 1.8337 1.8205 -62 4494 153118
6/30/04 6:00 AM 1.8098 6/30/04 9:00 PM 1.8185 1.8222 1.8063 87 4581 165551
07/01/2004 03:00 1.8175 07/01/2004 20:00 1.8197 1.821 1.8115 22 4603 168950
07/02/2004 05:00 1.8199 7/15/04 4:00 AM 1.8493 1.8661 1.8163 294 4897 215310
7/15/04 10:00 AM 1.8533 7/15/04 9:00 PM 1.8481 1.8548 1.8476 -52 4845 204861
7/19/04 10:00 AM 1.8719 7/19/04 8:54 PM 1.8644 1.8736 1.8644 -75 4770 190520
7/21/04 4:00 AM 1.8546 7/21/04 5:47 AM 1.8469 1.8546 1.8469 -77 4693 176828
7/22/04 2:00 AM 1.8402 7/23/04 10:57 AM 1.8327 1.8491 1.8327 -75 4618 164450
7/27/04 4:00 AM 1.8425 7/27/04 10:00 AM 1.8349 1.8443 1.8349 -76 4542 152785
7/28/04 1:00 PM 1.8229 7/29/04 5:43 AM 1.8153 1.8285 1.8153 -76 4466 141948
7/30/04 9:00 AM 1.8216 08/02/2004 07:00 1.8295 1.8331 1.8154 79 4545 152414
08/03/2004 11:00 1.8232 08/04/2004 08:06 1.8156 1.8265 1.8156 -76 4469 141603
08/04/2004 12:00 1.8252 08/05/2004 05:00 1.8242 1.8294 1.8231 -10 4459 140281
08/05/2004 13:00 1.8258 08/10/2004 15:00 1.8294 1.8465 1.82 36 4495 144995
08/11/2004 13:00 1.8289 08/12/2004 08:00 1.8305 1.8334 1.828 16 4511 147160
8/13/04 8:00 AM 1.8224 8/17/04 10:00 AM 1.8331 1.8463 1.8218 107 4618 161856
8/19/04 2:00 AM 1.8239 8/20/04 6:00 AM 1.8276 1.8342 1.8195 37 4655 167446
8/23/04 10:00 AM 1.8186 8/23/04 2:15 PM 1.8111 1.8186 1.8111 -75 4580 155724
8/25/04 4:00 AM 1.7996 8/26/04 9:56 AM 1.7921 1.8012 1.7921 -75 4505 144824
8/26/04 3:00 PM 1.7956 8/30/04 12:48 AM 1.7881 1.8037 1.7881 -75 4430 134686
8/30/04 7:00 AM 1.7912 8/31/04 3:00 PM 1.8004 1.8064 1.7888 92 4522 146251
09/02/2004 04:00 1.7955 09/02/2004 08:57 1.788 1.7973 1.788 -75 4447 136014
9/27/04 9:00 AM 1.8067 9/29/04 10:32 AM 1.7992 1.816 1.7992 -75 4372 126493
9/30/04 8:00 AM 1.8069 10/01/2004 05:17 1.7994 1.8132 1.7994 -75 4297 117638
10/18/04 5:00 AM 1.8038 10/18/04 12:15 PM 1.7963 1.807 1.7963 -75 4222 109403
10/19/04 7:00 AM 1.8014 10/28/04 7:00 AM 1.8231 1.8447 1.7983 217 4439 131561
10/28/04 11:00 AM 1.8306 11/10/2004 11:00 1.8458 1.8617 1.8274 152 4591 150225
11/11/2004 15:00 1.843 11/11/2004 22:00 1.8448 1.8466 1.8407 18 4609 152749
11/12/2004 11:00 1.8502 11/15/04 1:00 PM 1.8457 1.8587 1.8451 -45 4564 146334
11/16/04 2:00 AM 1.8482 11/18/04 10:00 AM 1.8505 1.8638 1.8463 23 4587 149475
11/19/04 4:00 AM 1.8558 11/23/04 2:00 AM 1.8527 1.8612 1.8517 -31 4556 145150
11/23/04 5:00 AM 1.8577 12/09/2004 05:00 1.9169 1.9506 1.8572 592 5148 225351
12/09/2004 14:00 1.9313 12/09/2004 17:35 1.9235 1.9313 1.9235 -78 5070 208945
12/10/2004 13:00 1.9159 12/13/04 10:00 PM 1.9205 1.9272 1.9085 46 5116 217916
12/14/04 3:00 AM 1.9248 12/14/04 10:00 PM 1.9207 1.929 1.9182 -41 5075 209577
12/16/04 3:00 AM 1.943 12/16/04 10:23 AM 1.9355 1.9548 1.9355 -75 5000 194906
12/17/04 2:00 AM 1.9343 12/21/04 9:00 AM 1.933 1.9505 1.9278 -13 4987 192542
12/23/04 2:00 PM 1.9202 12/24/04 7:00 AM 1.926 1.9287 1.9195 58 5045 202965
12/27/04 11:00 AM 1.9342 12/28/04 11:03 AM 1.9267 1.9417 1.9267 -75 4970 188757
12/30/04 11:00 AM 1.9217 12/30/04 5:00 PM 1.9252 1.9289 1.9209 35 5005 194923
01/05/2005 10:00 1.8837 01/06/2005 02:37 1.8762 1.8895 1.8762 -75 4930 181278
01/11/2005 07:00 1.8788 01/12/2005 03:26 1.8713 1.8806 1.8713 -75 4855 168589
01/12/2005 09:00 1.8863 1/13/05 6:00 AM 1.8853 1.8937 1.8848 -10 4845 167015
1/18/05 5:00 AM 1.8643 1/19/05 12:00 PM 1.8719 1.8824 1.8625 76 4921 178862
1/20/05 11:00 AM 1.8708 1/21/05 4:33 AM 1.8633 1.8747 1.8633 -75 4846 166342
1/21/05 11:00 AM 1.8694 1/25/05 8:00 AM 1.8735 1.8835 1.8681 41 4887 172707
1/28/05 4:00 AM 1.8867 1/28/05 10:21 AM 1.8792 1.8887 1.8792 -75 4812 160618
1/28/05 2:00 PM 1.8865 1/31/05 6:07 AM 1.879 1.8885 1.879 -75 4737 149375
1/31/05 9:00 AM 1.8865 02/01/2005 05:07 1.879 1.888 1.879 -75 4662 138918
02/01/2005 15:00 1.8845 02/03/2005 09:00 1.8797 1.8913 1.8789 -48 4614 132695
02/04/2005 03:00 1.8817 02/04/2005 13:00 1.8787 1.8917 1.8786 -30 4584 128979
02/08/2005 13:00 1.8558 02/10/2005 15:00 1.8685 1.8731 1.8508 127 4711 144268
02/11/2005 14:00 1.8674 03/02/2005 05:00 1.9087 1.926 1.8661 413 5124 199878
03/02/2005 15:00 1.9135 03/03/2005 04:00 1.9088 1.9141 1.9084 -47 5077 191110
03/04/2005 08:00 1.908 03/11/2005 04:00 1.9183 1.9323 1.9049 103 5180 209482
03/11/2005 10:00 1.9246 3/14/05 3:00 AM 1.9189 1.9279 1.9189 -57 5123 198338
3/15/05 6:00 AM 1.9194 3/15/05 10:00 AM 1.9154 1.9251 1.9141 -40 5083 190933
3/16/05 2:00 AM 1.9155 3/18/05 4:00 AM 1.9156 1.9291 1.9145 1 5084 191111
3/18/05 1:00 PM 1.9207 3/18/05 3:00 PM 1.9189 1.9207 1.9184 -18 5066 187901
3/22/05 4:00 AM 1.9005 3/22/05 2:24 PM 1.8926 1.9009 1.8926 -79 4987 174046
3/24/05 10:00 AM 1.8719 3/27/05 8:16 PM 1.8642 1.8721 1.8642 -77 4910 161538
3/28/05 8:00 AM 1.8653 3/30/05 11:00 AM 1.8815 1.8846 1.8596 162 5072 185963
3/31/05 3:00 AM 1.8796 04/04/2005 09:18 1.8721 1.8806 1.8721 -75 4997 172945
04/05/2005 10:00 1.8782 04/06/2005 08:00 1.8791 1.8846 1.8759 9 5006 174398
04/06/2005 14:00 1.883 04/06/2005 19:00 1.879 1.883 1.8787 -40 4966 167887
04/08/2005 11:00 1.8751 4/14/05 7:00 AM 1.8837 1.8973 1.8741 86 5052 181363
4/15/05 5:00 AM 1.8838 4/26/05 4:00 AM 1.9052 1.9215 1.8804 214 5266 217587
4/27/05 9:00 AM 1.9083 4/27/05 12:00 PM 1.9043 1.9092 1.9043 -40 5226 209464
4/28/05 7:00 AM 1.9062 05/01/2005 19:00 1.9053 1.9159 1.9034 -9 5217 207704
05/03/2005 06:00 1.8953 05/04/2005 08:00 1.9012 1.9031 1.8882 59 5276 219142
05/10/2005 08:00 1.8835 05/11/2005 08:31 1.8754 1.8911 1.8754 -81 5195 202575
09/09/2005 10:00 1.839 09/12/2005 02:47 1.8315 1.8426 1.8315 -75 5120 188395
9/13/05 2:00 AM 1.8225 9/14/05 11:00 AM 1.8268 1.8298 1.818 43 5163 195955
Turning Point
I was thinking I should probably keep my trading diary private, but then thought it would help with discipline, knowing that other people, even if i don't know them, will possibly be forming an opinion / judging my trading and general approach.
I will be trading full-time, officially from 1st Jan 08 and building up a head of steam between now and then on a more limited basis. I will be unshackled from a salaried position (in IT recruitment), to an Associate role where I receive 50% of the fees generated. I will have the freedom to trade and still have the opportunity to make money outside trading. My wife is also a recruiter and completely supports the trading plan and appreciates both the risks and rewards involved. I am fortunate to have a great family life, with a soul-mate for a wife, 2 boys (4 & 6) with good hearts/spirits and two sets of loving, supportive grandparents. I have an optimistic, positive view on life and my trading. I know these aspects/qualities have helped me reach this stage, after 5 years of studying and putting charting and TA into practice - I bear fundamentals in mind within the trading plan, but price action is the key for me. My weaknesses even now, include discipline but this is becoming less of an issue having developed a strat to deal with it head on, when it matters.
I intend logging notes here on a daily basis, mainly entry levels, trade management, exit levels....and a few thoughts here and there. I use simple, logical strats that adapt to market conditions on intraday as well as longer term TFs. I risk no more than 3% per trade, most trades will use 1.5% risk. I will be trading GBP/USD mainly. EUR/USD, EUR/JPY, GBP/JPY & USD/JPY occasionally.
I was thinking I should probably keep my trading diary private, but then thought it would help with discipline, knowing that other people, even if i don't know them, will possibly be forming an opinion / judging my trading and general approach.
I will be trading full-time, officially from 1st Jan 08 and building up a head of steam between now and then on a more limited basis. I will be unshackled from a salaried position (in IT recruitment), to an Associate role where I receive 50% of the fees generated. I will have the freedom to trade and still have the opportunity to make money outside trading. My wife is also a recruiter and completely supports the trading plan and appreciates both the risks and rewards involved. I am fortunate to have a great family life, with a soul-mate for a wife, 2 boys (4 & 6) with good hearts/spirits and two sets of loving, supportive grandparents. I have an optimistic, positive view on life and my trading. I know these aspects/qualities have helped me reach this stage, after 5 years of studying and putting charting and TA into practice - I bear fundamentals in mind within the trading plan, but price action is the key for me. My weaknesses even now, include discipline but this is becoming less of an issue having developed a strat to deal with it head on, when it matters.
I intend logging notes here on a daily basis, mainly entry levels, trade management, exit levels....and a few thoughts here and there. I use simple, logical strats that adapt to market conditions on intraday as well as longer term TFs. I risk no more than 3% per trade, most trades will use 1.5% risk. I will be trading GBP/USD mainly. EUR/USD, EUR/JPY, GBP/JPY & USD/JPY occasionally.
23rd October 2007
Edit: 13:00 - Day so far...(realtime notes from tomorrow!).
Logged on at 06:50. Trend for intraday strat, long. Missed an early bird long at 05:45 from 2.0341. Next came at 09:00 2.0363, 1st tgt hit at 2.0400, 2nd hit at 2.0450...an atypical day so far, gains usually much more conservative.
Edit: 16:55 - ...now long GU, GJ and UJ. Testing the early stages of the next leg up.
Edit: 18:05 - Closed GJ & UJ. Both in profit. GU left open with closing orders. Time to switch off for the day.
Edit: 13:00 - Day so far...(realtime notes from tomorrow!).
Logged on at 06:50. Trend for intraday strat, long. Missed an early bird long at 05:45 from 2.0341. Next came at 09:00 2.0363, 1st tgt hit at 2.0400, 2nd hit at 2.0450...an atypical day so far, gains usually much more conservative.
Edit: 16:55 - ...now long GU, GJ and UJ. Testing the early stages of the next leg up.
Edit: 18:05 - Closed GJ & UJ. Both in profit. GU left open with closing orders. Time to switch off for the day.
24th October 2007
08:15 - later start this morning. Nothing setup earlier anyway as it happens - intraday trend in process of switching short. On sidelines waiting for lower high to form and entry PA signalling next leg down....Euro data at 9am, US data at 15:00 & 15:30, Trichet speaking at 17:00.
Overnight GU trade from yesterday closed for a loss.
Edit: 11:10 - short GU.
Edit: 11:16 - short GJ.
Edit: 12:10 - GJ @ 1st target.
Edit: 13:04 - GJ & GU stops now b/e; partial profit taken on GU too.
Edit: 13:35 - Flat GU.
Edit: 14:10 - Flat GJ. US data in 50mins, will hop onto anything that develops afterwards, not before.
08:15 - later start this morning. Nothing setup earlier anyway as it happens - intraday trend in process of switching short. On sidelines waiting for lower high to form and entry PA signalling next leg down....Euro data at 9am, US data at 15:00 & 15:30, Trichet speaking at 17:00.
Overnight GU trade from yesterday closed for a loss.
Edit: 11:10 - short GU.
Edit: 11:16 - short GJ.
Edit: 12:10 - GJ @ 1st target.
Edit: 13:04 - GJ & GU stops now b/e; partial profit taken on GU too.
Edit: 13:35 - Flat GU.
Edit: 14:10 - Flat GJ. US data in 50mins, will hop onto anything that develops afterwards, not before.
25th October 2007
08:10 - ...mixed bag this morning. Market moving US data out at 13:30, 14:00 & 15:00. 09:00 EUR data.
08:40 - sniffing shorts on GU & GJ...not in yet.
10:20 - short orders in now for GU, GJ, EJ & UJ...likely to be filled within next 10mins.
10:35 - ...orders cancelled. They want 'em higher before pulling the rug...which'll do for me.
13:50 - ...still on the sidelines. Main method on GU hasn't generated a signal yet and although signals on the Yens, they came in around the 13:30 data....won't be looking for entries now until after 15:00.
15:35 - ...just back from a fire-drill
Now short GJ and up a few pips, looking for +50ish. My intraday trend signal for GU now long, so keeping eyes open for the entry signal...probably won't be for a while.
16:30 - flat on GJ (b/e)...long GU for a while.
18:15 - GU holding on by skin of teeth. Closing orders in for the evening.
08:10 - ...mixed bag this morning. Market moving US data out at 13:30, 14:00 & 15:00. 09:00 EUR data.
08:40 - sniffing shorts on GU & GJ...not in yet.
10:20 - short orders in now for GU, GJ, EJ & UJ...likely to be filled within next 10mins.
10:35 - ...orders cancelled. They want 'em higher before pulling the rug...which'll do for me.
13:50 - ...still on the sidelines. Main method on GU hasn't generated a signal yet and although signals on the Yens, they came in around the 13:30 data....won't be looking for entries now until after 15:00.
15:35 - ...just back from a fire-drill
Now short GJ and up a few pips, looking for +50ish. My intraday trend signal for GU now long, so keeping eyes open for the entry signal...probably won't be for a while.16:30 - flat on GJ (b/e)...long GU for a while.
18:15 - GU holding on by skin of teeth. Closing orders in for the evening.
26th October 2007
08:45 - ...yesterday's GU long stopped out at profit target. Nice start. Plan today is to see if i can get a better GU price for more longs. I'll also be sniffing around GJ for a retrace trade, looking for 80-100 pips there, we'll see.
10:45 - Now short GJ. GU pulling back nicely too, only taking long setups on GU this morning though.
11:55 - ...GJ is delivering but closer to an exit now than anticipated. Will be looking to stop and possibly reverse. GU descent is beginning to stall now, so keeping a close eye on PA for long entry.
12:25 - ...southbound momentum picking up again on both GJ & GU. +80 locked in on GJ.
13:10 - Long now on both GJ&GU for a while.
00:10 - Managed to take a few pips from both before the next leg south kicked in. A good first week. Won't be trading quite as much next week.
08:45 - ...yesterday's GU long stopped out at profit target. Nice start. Plan today is to see if i can get a better GU price for more longs. I'll also be sniffing around GJ for a retrace trade, looking for 80-100 pips there, we'll see.
10:45 - Now short GJ. GU pulling back nicely too, only taking long setups on GU this morning though.
11:55 - ...GJ is delivering but closer to an exit now than anticipated. Will be looking to stop and possibly reverse. GU descent is beginning to stall now, so keeping a close eye on PA for long entry.
12:25 - ...southbound momentum picking up again on both GJ & GU. +80 locked in on GJ.
13:10 - Long now on both GJ&GU for a while.
00:10 - Managed to take a few pips from both before the next leg south kicked in. A good first week. Won't be trading quite as much next week.
