TradeStation – Order has been filled for TYH18

TradeStation – Order has been filled for TYH18 Order: Sell 1 TYH18 @ Market Qty Filled: 1 Filled Price: 120’26.5 Duration: Day Route: N/A Account: 210Z4752 Order#: 5-4458-6873

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TradeStation – Order has been filled for TYH18

TradeStation – Order has been filled for TYH18 Order: Sell 4 TYH18 @ Market Qty Filled: 4 Filled Price: 120’26.5 Duration: Day Route: N/A Account: 21045929 Order#: 5-4458-6871

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TradeStation – Order has been filled for ESH18

TradeStation – Order has been filled for ESH18 Order: Buy 1 ESH18 @ Market Qty Filled: 1 Filled Price: 2765.5000 Duration: Day Route: N/A Account: 210Z4752 Order#: 5-4458-4629

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TradeStation – Order has been filled for ESH18

TradeStation – Order has been filled for ESH18 Order: Buy 8 ESH18 @ Market Qty Filled: 8 Filled Price: 2765.7500 Duration: Day Route: N/A Account: 21045929 Order#: 5-4458-1979

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TradeStation – Strategy Filled Order for @ES

TradeStation – Strategy Filled Order for @ES Order: Buy to Cover 1 @ES @ Market Account: Occurred: 2/2/2018 12:45:02 PM Signal: buy to flat Interval: 5 min. Workspace: C:UsersJaimeDocumentsSTJStrategyResearchUsing Statistical and Implied Volatility in TradingESStrategyTest

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TradeStation – Strategy Filled Order for ESH18

TradeStation – Strategy Filled Order for ESH18 Order: Buy to Cover 2 ESH18 @ Market Account: Occurred: 2/2/2018 12:45:02 PM Signal: buy to flat Interval: 5 min. Workspace: C:Program Files (x86)TradeStation 9.1MyWorkTickStrategy

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TradeStation – Order has been filled for ESH18

TradeStation – Order has been filled for ESH18 Order: Sell 1 ESH18 @ 2777.2500 Limit Qty Filled: 1 Filled Price: 2777.2500 Duration: Day Route: N/A Account: 210Z4752 Order#: 5-4454-5476

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TradeStation – Order has been filled for ESH18

TradeStation – Order has been filled for ESH18 Order: Sell 8 ESH18 @ Market Qty Filled: 8 Filled Price: 2780.2500 Duration: Day Route: N/A Account: 21045929 Order#: 5-4454-3396

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Algorithm Performance for 2017

It was a pretty good year for the stock market overall.
I traded two accounts with different position sizes last year and added three new algorithms in December. These are real trades (not simulated) and most of them were posted live and automatically to the blog and twitter. Some trades were not posted due to technical issues with the software or email server.
Here are a few stats.

Account A:

  • Position sizes in contracts:
    • Algo A: 6-12
    • Algo B: 12
    • Algo C: 2
    • Algo D: 12
    • Algo E: 12
    • Algo F: 4
  • Minimum Required Margin Capital: $60,000
  • Total Profit: $24,128.41
  • Largest Monthly Loss: ($1757.02)
  • Largest Monthly Gain: $6,329.02

Account B:

  • Position Size was 1 contract for all algos.
  • Minimum Required Margin Capital: $5,000
  • Total Profit: $3,250.77
  • Largest Monthly Loss: ($310.76)
  • Largest Monthly Gain: $951.10

 

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TradeStation Message

Strategy Trigger: 12/20/17 – 20:47 Algo Initialized. No Positions

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