11/16/2011 Portfolio Update


Trading Signals:

Because TMF is underwater for too long, so set sell limit around TMF entry price $67.89, half out if hit. The theory behind this is a winning trade should not feel so difficult, mostly win money the next day so if it takes too long to win something then chances are it’s a bad trade.

TNA buy order filled. The system now longs and shorts Russell 2000 at the same time, this is to eliminate all the whipsaws most often seen in a typical trend following system as back test shows a premature cut is not necessarily a good idea.

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2 Comments on "11/16/2011 Portfolio Update"
  1. .
    November 17, 2011 at 1:45 am

    […] mostly win money the next day so if it takes too long to win something then chances are it’s a [Read the Rest] Cobra’s Market ViewA Fun Fact… This day in history… Related posts:11/15/2011 Portfolio […]

  2. Comment left on:
    November 17, 2011 at 5:54 pm
    steveo77 says:

    Rational basis for going long.

    FX and ES both at important channels, put call was very high, ALWAYS a ramp job time, seems like a categorical imperitive.

    http://oahutrading.blogspot.com/2011/11/long-justification-fx-and-es.html

    But the 100% correlator, my vacation this Sat, and market tanking should also occur within days.

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