http://www.uglychart.com/2008/05/31/ats-for-may-2008-804r/ Beauty is in the eye of the shareholder Fri, 09 Jan 2009 12:04:32 +0000 http://wordpress.org/?v=2.6.1 http://www.uglychart.com/2008/05/31/ats-for-may-2008-804r/#comment-36761 uglychart.com: a blog about stocks » Blog Archive » Automated Trading System: +46.12R since March 17 Sat, 21 Jun 2008 23:17:11 +0000 http://www.uglychart.com/2008/05/31/ats-for-may-2008-804r/#comment-36761 [...] The ATS made a new high, in terms of profit defined by risk per trade (R) this week: The expectancy of the system continues to hold steady at around 0.15R per trade (i.e., we can expect to make 15% of whatever we risk on a trade). [...] [...] The ATS made a new high, in terms of profit defined by risk per trade (R) this week: The expectancy of the system continues to hold steady at around 0.15R per trade (i.e., we can expect to make 15% of whatever we risk on a trade). [...]

]]> http://www.uglychart.com/2008/05/31/ats-for-may-2008-804r/#comment-36703 uglychart.com: a blog about stocks » Blog Archive » ATS +2.49R, short UAL Corporation (UAUA) Fri, 06 Jun 2008 21:08:33 +0000 http://www.uglychart.com/2008/05/31/ats-for-may-2008-804r/#comment-36703 [...] The market got crushed today. That is the great thing about day trading - when the market tanks like it did today, you have a lot of opportunity to make money. And all of the profits are already booked on the run up yesterday. The automated trading system made 4.47R yesterday and 2.49R today. All (and more) of the profit today was made with a short of UAUA: I’ve been looking at various stats of the system, now that we have almost 3 months worth of trading data. Last week, I posted the chart of the expectancy leveling off. This chart of the win-rate leveling off is also interesting: A 34% win rate is nothing to brag about, but if it works - then I’m fine with it. The best thing about these charts is that it gives you a good idea of how your system performs. Obviously, it can have streaks of different results - and you have to plan for this - but I like getting more data because it gives you a better idea of what you can expect. [...] [...] The market got crushed today. That is the great thing about day trading - when the market tanks like it did today, you have a lot of opportunity to make money. And all of the profits are already booked on the run up yesterday. The automated trading system made 4.47R yesterday and 2.49R today. All (and more) of the profit today was made with a short of UAUA: I’ve been looking at various stats of the system, now that we have almost 3 months worth of trading data. Last week, I posted the chart of the expectancy leveling off. This chart of the win-rate leveling off is also interesting: A 34% win rate is nothing to brag about, but if it works - then I’m fine with it. The best thing about these charts is that it gives you a good idea of how your system performs. Obviously, it can have streaks of different results - and you have to plan for this - but I like getting more data because it gives you a better idea of what you can expect. [...]

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