DEMO Semi-automated S&P daily trading system

Right, completely forgot about my trade - it's Christmas time, isn't it ?
Good news is, next trade should be a sell too, so I can just continue current trade and sort out calculations later on (otherwise, I would be toasted). But will need to move SL and change opposite trade accordingly.

I will assume that this trade was closed @ 9 pm and another opened at the same price.

trade closed by me for -93. Opposite trade cancelled.
Account valuation: £10,399.13

New trade entered:
23/12/2011 21:00
Sell 1 S&P500 @ 1265.0, SL 1280.0
Buy order 1 S&P500 @ 1281.0, SL 1266.0
 
Week 4 summary.
Average week again.
Differences between theory and practice were pretty random as I did not meddle with the trades too much (no time !). It was all due to seconds between closing / opening trades around 9 pm or slippage on SL.

Monday 19/12
P/L according to theory (approx) : -150 and -16 = -166
P/L actual: -151 and -38 = -189

Tuesday 20/12
P/L according to theory (approx) : +354
P/L actual: +362

Wednesday 21/12
P/L according to theory (approx) : +23
P/L actual: +24

Thursday 22/12
P/L according to theory (approx) : -112
P/L actual: -124

Friday 23/12
P/L according to theory (approx) : -115
P/L actual: -93

Theoretical weekly profit: -16
Actual weekly profit: -17 (and fees...)


Current balance: £10399.13

(screenshot will be a bit different for reasons mentioned in the previous post)

4 weeks' profits: theory +1260, actual +400 pips
 

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trade closed by me for -12. Opposite trade cancelled.
Account valuation: £10,384.70

New trade entered:
27/12/2011 21:00
Sell 1 S&P500 @ 1265.8, SL 1280.8
Buy order 1 S&P500 @ 1281.8 SL 1266.8
 
waiting for a positive day now.
Getting ready to go live in January as well (ideally 10p per point). I will probably stop updating this journal and start a similar one for real money trades.
 
Good trade this time, closed by me for +158. Opposite trade cancelled.
Account valuation: £10,542.09

New trade entered:
28/12/2011 21:00
Buy 1 S&P500 @ 1251.2, SL 1236.2
Sell order 1 S&P500 @ 1235.2 SL 1250.2
 
Another positive trade.
Trade closed by me for +114. Opposite trade cancelled.
Account valuation: £10,655.32

New trade entered:
29/12/2011 21:00
Buy 1 S&P500 @ 1262.2, SL 1247.2
Sell order 1 S&P500 @ 1246.2 SL 1261.2
 
Trade closed by me for -59. Opposite trade cancelled.
Account valuation: £10,595.54

This is it in terms of demo trading. Weekly summary to follow.
 
Week 5 summary.
Profitable week.
Not much of a difference between theory and practice, mainly due to timing / slippage.

Tuesday 27/12
P/L according to theory (approx) : -12
P/L actual: -12

Wednesday 28/12
P/L according to theory (approx) : +154
P/L actual: +158

Thursday 29/12
P/L according to theory (approx) : +122
P/L actual: +114

Friday 30/12
P/L according to theory (approx) : -59
P/L actual: -59

Theoretical weekly profit: +205
Actual weekly profit: +201 (minus fees...)

Current balance: £10595.54


A few stats for the whole testing period:

Theoretical profit: 1460 (14%)
Actual profit: 600 (6%)
Difference due to me moving SL.
Not a bad return considering risk.

Risk per trade was just 1.5% (150pips x £1 / £10000).

week winners losers
1--------3---------2
2--------5---------0
3--------4---------2
4--------2---------4
5--------2---------2

Total 26 trades, 16 won, 10 lost.
Average win: 93 pips
Average loss: 87 pips

Total fees over 5 weeks: around £22 (less than £1 per trade with £1 stake).

I have started trading real money today - much more fun - but it's for a separate thread.

Note: first trade on the screenshot is a combination of 2 trades, because, as mentioned before, I forgot to close a trade on 23rd.

See you on the other thread. I might revive this one if the real money trades fail...
 

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