Sector Spyders Algo Profits

[BULLSANDBEARS 10]

Begin

 

start date 12-17-2012 the trade period has closed eod 1-18-2013 profitable around $3500.

Flat 20k trades , 200k cap long and short.

Trades will be posted in a group to establish log

algo - " scott harmonic w/ alert ma assist "

 

xlb - inputs please update

xle

xlf

xli

xlk

xlp

xlu

xlv

xly

 

need to update for 30 day new session begin 1-21-2013

algo will remain , 20k trade 200k cap

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TESTING GRAPHIC LINK SETUP

 

 

TESTING RESPONSE TIME 1-20-13 1255P EST

 

WHATS THE BEST GRAPHIC FORMAT TO USE HERE?

[BULLSANDBEARS 10]

BACKTEST SAMPLE XLF 6 MONTH SCOTT HAHRMONIC MA ASSIST

REOPTIMIZED 1-17-2013 WILL USE FOR NEXT 30 DAY TEST 2 BEGINNING 1-22-2013

 

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PLEASE NOTE : THIS IS A SYSTEM TEST ALL IS IN PAPER AS ALERTS ARE HIT.

LONG ON TOP , SHORT ON BOTTOM , BLUE = IN , BLACK = FLAT , RED = IGNORE

LOWER INDICATOR = EQUITY CURVE W/ OPEN AND CLOSE AND MIDLINE

CURRENT HOLDINGS ON THIS SCREENSHOT XLP AND XLV . WILL POST SETUP 2.

 

[BULLSANDBEARS 10]

1-18-13 XLY 49.81 4pm

1-22-13 XLB 39.34 9.40am

1-17-13 XLV 41.85 10.20am

1-18-13 XLP 36.46 4pm

 

spy flat - i use as a tell

aapl - flat - dito

iwm - flat - dito

 

spy outperforming xl averages

all roc positive

cycle up

 

any changes to post as they occur

 

need to post test 1 12-17-12 thru 1-18-13 closed trades paper

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This is the sector temp chart 1, 1. multi ma sectors ave 195, 39, 6, in historgram, sectors in 195 bar ma, spy red, sub2. roc spy 195 bar ave, , sub3 sector roc 195 ave, sub4 smoothed harmonic rsi 195 ave.

 

tells - spy outperforming , xly outperform averages, xle leading roc, xlk 5 day roc laggard estimate to cross up. overall current 5 day uptrend

 

spy just went buy on the harmonic 148.15 10.30am adds confirmation to the long side

[BULLSANDBEARS 10]

still holding long

 

XLY up $55

XLB up $172

XLV up $214

XLP up $11

 

tell tails:

 

SPY ROC AVE GREEN

SECTOR ROC UPTREND

SPY OUTPERFORMING AVERAGE

CYCLE UP - topping ave range

thought : room to move higher

 

SPY WENT LONG TODAY AT 1030am 148.15

 

AAPL WENT LONG TODAY AT 315pm 503.15 against the trend , appears to bite any opportunity.

 

IWM FLAT - waiting for entry , harmonic must be waiting for more confirmation.

[BULLSANDBEARS 10]

excel on test 1 closed trades paper harmonic 12-17-2012 thru 1-18-2013

a new test started today with carry over from open positions test 1

adjusted over ride slope channel "no mans land" . no more fighting city hall.

 

current position above

 

attatch shows 2717 above water

 

i went with the trade flow and saw shorts were causing more harm than good due to poor slope condition , adjustment to lower bar count and increase wave speed for faster exits.

 

note

XLB, new inputs 29,20,50,40,close,60,56,1,2 / 6 month net +632 6 trades ratio

 

 

old inputs 29,20,50,40,close,30,28,1,2 / 6 month net from +780 to +355 12 trades ratio 2:1 . need to implement 2% no trade channel

 

need to recognize cross up on average loss size for reajusting optimization, slope consideration as a multiplier and string loss alert for flag.

 

*** also 2% slope on 30 days both sides of the 0 line as "no mans land"

XLB 12-17-12 36.80 * 2% = .736 , upside short stop trade channel would be between 37.53 and downside to 36.06 WOULD HAVE FILTERED OUT ALL TRADE ON THE SHORT SIDE within the 12-17-2012 to 1-18-2013 period and hence maintained no loss.

 

shoulda woulda coulda. its gonna happen now , more steppin to the side and workin with the bulls.

[BULLSANDBEARS 10]

NO A BANG OF A DAY FOR THE FIRST TRADES TO GO INTO THE TILL FOR TEST 2 HARMONIC - THIS TEST IS RUNNING 1-19-13 THRU 2-18-13 EOD

 

TRADE A PAPER AND POST AS + - AS IN PROFIT / LOSS US DOLLARS

 

 

TRADES

 

XLY EXIT LONG 49.75 - 34 took me out and thru me back in

XLB EXIT LONG 39.48 + 61.

 

TEST 2 CLOSED TALLY + 27 its a start

 

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RE ENTRY XLY LONG 50.01

 

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CURRENT HOLDINGS

 

XLY - EVEN

XLV - UP 190

XLP - EVEN

 

PRETTY LACK LUSTER -

MARKET HAS STRENTH

WORKING ON NO MANS LAND.

 

NEED A HORIZONTAL 4% CHANNEL WITH 0 LINE OFF 30 DAY LOW, NO TREND

 

APPL UP THEN AFTER MARKET CRASH, MANIPULATED AFTER MARKET WILL AFFECT THE MORNING MAIN MARKETS

 

FEELS TOPPY YET HOLDING UP.

 

ROC ABOVE WATER

 

MID WEEK , 23 DAY RUN NEEDS A BREATHER

 

TRENDLINES HOLDING, ALL INDICATION IS UP BESIDES APPL

 

TELLS: OF SPY STILL IN BUY MODE, WE KNOW THAT MAY CHANGE WITH TECH FIZZLE ON AAPL.

 

TILL TOMORROW

[BULLSANDBEARS 10]

UPDATE 1-24-13

 

ACTIONS

 

ENTERED LONG XLB 39.73

 

ENTERED SHORT XLK 29.45

 

SUSPENDED XLU LONG DUE TO 6 MONTH TREND - WIN RATE / PROFIT RATE DETERIORATE AS TREND BECOMES OPPOSED.

 

SUSPENDED LIST DUE TO OPPOSED TREND: XLF SHORT, XLY SHORT, XLI SHORT, XLE SHORT, XLB SHORT, XLV SHORT, XLU LONG

 

ACTIVE LIST TREND IS FRIEND: XLF LONG, XLY LONG, XLI LONG, XLE LONG, XLB LONG, XLV LONG, XLK LONG AND SHORT "TIGHT", XLP LONG AND SHORT, XLU SHORT .

 

NO EXITS, JUST THE 2 ENTRIES ABOVE.

 

EOD HOLDINGS:

 

XLY LONG UP +50.

XLB LONG DOWN -60.

XLV LONG UP +324.

XLP LONG UP +55.

XLK SHORT UP 117.

 

OPEN AND CLOSED TEST 2 PL +513 .

 

THOUGHTS: TO FILTER TRADE CLEARANCE AS THE EUITY ON BACKTEST PULL BELOW THE 50% TOP 6 MONTH PROFIT MARK.

 

SYSTEMS ALWAYS RUN, ITS WHEN TO USE THEM.

 

A COOL INSPIRING TED CONFERENCE MEET VIDEO His examples include Apple, Martin Luther King, and the Wright brothers.

 

Simon Sinek: How great leaders inspire action | Video on TED.com

 

WORKED ON TREND FILTER INDICATOR "TO ID NO FLY ZONES", ADDED PROFITS TO BACKTESTS ON LIMBO XLU - ** 10 MIN BAR **

 

ALL ARE WELCOME TO USE. compiles. to generate shut downs within no fly zones, ideas for market action or R/S LINES.

 

input: price(low), barsout(1560),percspr(.01);

 

if price[barsout] is > (price[1] + (price[1] *percspr)) then

value1=text_new(Date[1], Time[940], close[1],("SHORT"));

 

 

//barsout=historical price, percspr= percent gap off 30 day trail buffer active shutdown, over write is short zone

 

 

MARKET TEMP : SHOULD WE CALL IT A WAVE 3 TO TOP ON THE SPY, WATCHING THE 150 LINE, THOUGHTS ARE TO TEST THE 150 PULL BACK INTO WAVE 4 TO 146 NEXT WEEK AS A BREATHER. FRIDAY EXPECTECTED FLAT. WHERES THE VOL POP TURN. TECHS WEIGHT ON APPL, ROC'S ABOVE WATER EXCEPT XLK, RSI OFF THE NEW HIGHS. SUPERTREND UP, XLP OUTPERFORMING THE SPY.

 

TILL TOMORROW.

[BULLSANDBEARS 10]

Update 1-25-2013

 

trade activity:

 

Exit long xlv 42.53 profit +314.

 

Exit long xlb 39.56 loss -90

 

enter long xlf 17.46

 

exit xlk covered short 29.36 profit +44

 

enter long xlb 39.73

 

11 am review::: Open and closed p/l +714. Spy at 149.62 srsi .6280 roc +1.40 energy strong , tech weak.

 

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current open positions as of 4pm end of session

 

long xlf up +6.

 

Long xly up +346.

 

Long xlb up +20.

 

Long xlp up +159.

 

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current test 2 harmonic as of 4pm

 

eod open and closed positions p/l :: Profit +826 week 1 close

 

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thoughts: Spy rsi lower highs, spy pause 150 chiseling resistance, appl day 2 bust maybe tuesday cover then resume... Bear trap to 400 - 360 next earnings will add a week, pressure march 1 , fundamentaly who cares. Xlk will celebrate when she is ready.

 

Everything is built into the chart.

 

Xli, xle rsi stuck on stupid , no cross for a bite , rsi lower highs .

 

Waiting for a wave 4 pull, xl's flat on the performance today, digesting

 

small cap clearing some mines for the big cap at 3 to 2.

 

Spy still in harmonic buy, supertrend ++, rsi +, roc +, 6/9 xl's trending higher

 

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prediction on some pullback starting with small cap , monitoring prediction screen test 16 posted, appears accurate.

Notify jeff on tightening kickout on longs 1-29,30, loosen on shorties.

 

10 days out: Leg xlv extended, s1 to 41, xlb to 38, xlk to 28 dependent on aapl, , xly to 48, xlu pop to 37.5, xlp to 35.5.

 

Until tomorrow

 

 

.

Edited January 26, 2013 by BULLSANDBEARS
CLEAN UP

[BULLSANDBEARS 10]

DISCRETIONARY TRADER B AND B FIRE AND ICE 1.1

 

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UTILITIES XLU APPEAR IN FAVOR , BOTTOM RIGHT, POSTING A TECHNICAL BUILD I HAVE BEEN TESTING LAST FEW DAYS, STRAIGHT FORWARD.

 

NOTES:

SECTOR TEMP ARBITRAGE DISCRETIONARY TRADER "B AND B fire and ice BUILD 1.0"

 

OBJECTIVE ITS TO TEST THE DISCRETIOARY IDEA AND IF IT HAS REASON, TO BUILD A STRAT TO MATCH

WHICH WILL SHARE TO ALL. ONCE IT SHOWS PROFIT. TO EARLY TO TELL.

 

INSTRUCTION INCOMPLETE ,WILL FOLLOW UP ,

 

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B AND B FIRE AND ICE , BUILD 1.0, INSTRUCTION

 

DIRECTIONAL ARROWS: OBSERVATION

 

SMALL WHITE ARROW - PLACE HOLDER

 

GREEN UP +2 ALL INDICATION OF FAVORABLE DIRECTION.

**ABOVE 0 LINE, SLOPE UP, GOOD COLOR, FEELS GOOD

 

YELLOW UP +1 - UP CAUTION - GIVE VALUE TO MAJORITY GREEN OR RED

 

YELLOW DOWN -1 - DOWN CAUTION - GIVE VALUE TO MAJORITY GREEN OR RED

 

** YELLOW "CAUTIONARY, TURNING" MEANS IT HAS LOST SOME OF ITS MACRO FLAVOR VERSES PERFECT,

A CHANGE AGAINST ITS PEAK PERFORMANCE.

 

EXAMPLE: TREND VOL PRICE, SUBCHART 1, HAS A +2 UP GREEN ARROW, THEN WHILE RECALCULATING

YOU SAW A SLOPING DOWN LAST HOUR OR SO, STILL ABOVE THE 0 LINE WOULD TURN IT INTO

A +1 UP CAUTION ARROW.

 

 

 

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BEST TO KEEP A MARKET UNDER RADAR, IE SPY OR IWM

 

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NEED TO UPDATE TEST 2 AUTO SHORTLY

 

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TEST 2 UPDATE: 708PM

 

 

TRADING ACTIVITY: 1-29-13 TEST 2 HARMONIC

 

EXIT XLK 29.29 LOSS -78 "RANGE BOUND"

 

 

 

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TRADE ACTIVITY 1-30-13 TEST 2 HARMONIC

 

NO NEW POSITIONS WERE OPENED 1-30-13

 

EXIT XLP 36.99 PROFIT +82.

 

 

 

THERE ARE NO OPEN POSITIONS HELD AT THIS TIME

 

MARKET PULLBACK 150 ON THE SPY TO TEST AGAIN , 146 TO SUPPORT.

 

CURRENT P/L LEDGER WEEK 2 OF 4 OF TEST 2 IS PROFIT +412.

TOTAL LEDGER FOR TEST 2 IS PROFIT +1238.

2 MORE TRADING DAYS IN THIS WEEK , MAYBE A SHORT BITE

[BULLSANDBEARS 10]

UPDATE MORNING 2-1-13

 

CURRENTLY NO OPEN POSITIONS

P/L REMAINS ON TEST 2 AT +1238

 

BUILDING UPDATE ON TEST 2 HARMONIC SHORTS FOR POTENTIAL PULL BACK.

MORNING SPY GAP UP .5% LIKELY TO GRAVITATE RIGHT BACK TO OUR 150 LINE

 

SPY TARGETS OF S1 FIB MULTI CROSS ON RETRACE, FAN , FORK HAS ME AT 148.50.

 

THRESH HOLD OF 149.50 TO 150.50 AS A SIDE LINE RANGE.

NO TRADE WILL BE TAKEN INSIDE THIS DEAD ZONE.

 

23.6% RETRACE IS HEALTHY FOR THE MARKET 148.5 SUPPORT

 

NEWS OF CONTRACTION ON GDP HAS TO BE CONSIDERED.

 

FIB RETRACE POSTED BELOW.

 

"80% OF PROFITS ARE ONLY MADE 20% OF THE TIME"

SMART MONEY SHOULD PUSH HER DOWN TO THIS SUPPORT.

 

LOOK FOR TELLS ON THE MAIN ST OF SOME NEGATIVE NEWS, DOWNGRADES, "NOT SO HOT" WISPER.

WHAT I CALL UNDER GROUND COMMUNICATION TO THE HEDGERS TO CALL THE OPP AND BUY THE DIP AS MAINLINE IS GUNG HOE ON INVESTING INTO THE ECONOMY AND SCREW THE DEBT, LINE THE POCKETS OF THE POLLS.

 

GOOD LUCK.

 

[BULLSANDBEARS 10]

NEW TO THE POSTING HERE , BUT WHATS UP WITH MY IMAGES X- ING OUT. PLEASE LET ME KNOW IF ITS ON MY END, CAUSE IT LOOKS UNPROFESSIONAL AND DIFFICULT TO LOOK AT. THANKS FOR THE SUPPORT OF ANYTHING I CAN DO TO IMPROVE THE IMAGES AND CONTINUE POSTING. :helloooo:

[BULLSANDBEARS 10]

End of day 2-1-13

 

all set to short these hungry pups and instead the fat pigs come a calling, cant beat them , join them, ready for anything. Opening bars rang the sirens to the longs and joined them i did, hungry myself as this week had some digestion in mind.

 

 

 

Trading activity: Exiting for the weekend ,seeing pullback . Attatchment green vert, red vert. , may rejoin the open algo monday.

 

Still expecting a pull back but back into harvest more profits over the spy 150.5 mark, next high,,,, who knows. 2%+.

 

Enter long xlk 29.55 exit 29.72 profit +109.

 

Enter long xlp 37.08 exit 37.16 profit +38

 

enter long xlb 39.40 exit profit +10.

..last 2 longs went sour on xlb , updated opti on 1-28 improved historical, we shall see

 

 

current all positions closed , clean slate for monday , like to maintain control.

How many time you had a profit to loose it all on a gapper.

 

 

 

 

Updated thoughts:

 

Looking at spy breakout, above the 149.5 to 150.5 dead zone ,11.01 am +151

algo's kicked in for the long side

all chart set are on the 10 min 6 month , thoughts are to reduce the short side to 5 min to micro capture any short short opportunities. The 5 min will be reviewed for consideration on those that are heavily sloped against the trade.

 

 

 

Todo:

**test 5 min bars on the short side harmonic

**set portfolio trade ma cross can slim new test

**review c++,.net,

**adaptrade suggested isolated indicator el setups

 

this closes week 2 of test 2

 

week 2 final p/l profit +569

 

total ledger week 1 and week 2 p/l profit +1395.

 

Total trades for the period is 14

 

todays exits were an over ride on the algo to protect profits over the weekend

xlb, looked to round out top yet still open on the algo

xlk is still open on the algo and is healthy above linear line 195

xlp still open on the algo , yet flat.

May monday lift and i shall re enter, risk vs in hand and a confusion in the street.

Inner feeling bail for me.

 

Working on top holdings in the xlf financials workspace with harmonic . To work with the 2 top flyers as xlf is signaled.

Wfc, jpm, bac, c, usb, axp, gs, spg, aig, met, cof, pnc, amt, trv, bk, ace, afl, blk, pru, ms

[BULLSANDBEARS 10]

[BULLSANDBEARS 10]

Needing time for direction, one short on the xlb, 39.26

posting update spy 320pm 2-4-13

 

in the attatchment you can see my friday bail over ride, red verticle, good job. Systems dictated a curl , a break down. A loss of energy.

Right now a rest on what may be leg 2 pullback.

 

Id the chart:

 

#1 . Looking for a trend higher on blue bars, yes they are above the 0 line but need trend up.

 

#2 . Looking for a curl up on the baseline and some tell tale "green spikes" to indicate change up

 

#3 . Looking for red to stop and lower upside curl

 

#4 . Slope to break beyond resistant points carried by the trend over the average trend

 

#5 . Average percent change to break the 0 line trend to the bib 50% retrace

 

expecting spy to the 147 / 148 area to be healthy as posted .

 

She is ready when she is ready

 

anything could happen short term "this week" right now leg 2 out of 3 to 5 pullback

 

detail in attatchment