Volatility Trader Rel.3c - LIVE-A (By tbuitendyk)

Gain : +53.77%
Drawdown 23.06%
Pips: 12781.0
Trades 1400
Won:
Lost:
Type: Real
Leverage: 1:100
Trading: Automated

Volatility Trader Rel.3c - LIVE-A Discussion

Mar 15, 2010 at 04:23
6,176 Views
82 Replies
Member Since Dec 31, 2009   141 posts
Apr 07, 2010 at 17:57
The past couple of days certainly have been interesting and frankly somewhat of a learning experience. Having fundamentals weighing heavily on cable while being mostly un-hedged has shown that we should build some additional safety mechanisms into our engine. My attempt to protect the account with a large counter-long position of 1.93 lots basically was both poorly executed and unnecessary in the end and cost our account over $800. That being said, had a large price spike occurred it would have saved the day. So it was like a typical insurance policy that costs a premium and is not claimed...

We are working on re-deploying some earlier technology that I developed last year that will potentially automate and correctly execute 'insurance hedging' positions when the Volatility Trader is exposed to risk during times of uncertain fundamentals.

There will be a development phase, a testing/tuning phase, and then an implementation phase if things look good.

In a nutshell, the way this trading engine enhancement works is by looking at volatility induced by pent-up fundamentals that can cause sharp price movement when the London market opens and also during high-importance news releases for the currency in question. This already-developed software (but which must be adapted) automatically adjusts for BST / GMT timing, automatically pulls down economic info from the Internet and builds internal tables to trade it, and manages the positions if they fire (entry orders as opposed to market orders are utilized.)

The plan is to tie large technical discrepancies into the equation by producing automated output of hedging factor differentials and to activate the 'fundamentals' trading engine (i.e., the hedging insurance engine) only when VT is suggesting possible trouble. The net effect should be that the fundamentals-enhanced VT engine will automatically insure using properly tuned order sizing against catestrophic moves against VT positions without requiring manual hedging intervention.

This is mentioned so that our clients understand that the manual attempt that I made this week that cost us $800+ will not be happening again. If we get good results with the fundamentals-based hedging insurance engine then that will simply be added as an additional safety mechanism for the VT engine.
Gear on the left...
Member Since Dec 31, 2009   141 posts
Apr 08, 2010 at 02:37 (edited Apr 08, 2010 at 02:39)
******************************************************************************************
LIVE ACCOUNT TRADING LOG -- This account is the SIGNALS source for the FULLY AUTOMATED TRADING we provide
******************************************************************************************

SUMMARY:

3484.5 PIPS in 26 trading days = 134.0 pips / trading day

DETAIL:

+ 905.6 pips --- week 1 - mar 03-09 (26 trades closed)
+ 425.3 pips --- week 2 - mar 10-16 (26 trades closed)
+ 400.0 pips --- week 3 - mar 17-23 (39 trades closed)
+ 570.1 pips --- week 4 - mar 24-30 (36 trades closed)
+ 1101.2 pips -- week 5 - mar 31-06 (23 trades closed)
+ 189.7 pips --- week 6 - apr 07-07 (11 trades closed -- current partial week)

2010.04.07-20:28 MDT: OPEN FLOATING TRADES = -107.4 (9 open trades)
2010.04.07-20:28 MDT: NET PIPS = 3484.5 PIPS earned in 26 trading days.
Gear on the left...
Member Since Feb 24, 2010   59 posts
Apr 08, 2010 at 02:48
This one sounds like FRWC..tweak...😀
Member Since Dec 31, 2009   141 posts
Apr 08, 2010 at 02:57

kelrine posted:
    This one sounds like FRWC..tweak...😀

Indeed O'Neill.

must... not.... sleep.... 😲
Gear on the left...
Member Since Dec 31, 2009   141 posts
Apr 08, 2010 at 18:33
******************************************************************************************
LIVE ACCOUNT TRADING LOG -- This account is the SIGNALS source for the FULLY MANAGED ACCOUNTS we provide
******************************************************************************************

SUMMARY:

3728.3 PIPS in 27 trading days = 138.1 pips / trading day

DETAIL:

+ 905.6 pips --- week 1 - mar 03-09 (26 trades closed)
+ 425.3 pips --- week 2 - mar 10-16 (26 trades closed)
+ 400.0 pips --- week 3 - mar 17-23 (39 trades closed)
+ 570.1 pips --- week 4 - mar 24-30 (36 trades closed)
+ 1101.2 pips -- week 5 - mar 31-06 (23 trades closed)
+ 198.2 pips --- week 6 - apr 07-08 (16 trades closed -- current partial week)

2010.04.08-12:28 MDT: OPEN FLOATING TRADES = 127.9 (7 open trades)
2010.04.08-12:28 MDT: NET PIPS = 3728.3 PIPS earned in 27 trading days.
Gear on the left...
Member Since Dec 31, 2009   141 posts
Apr 08, 2010 at 20:14
EFFECTIVE 2010.04.08-14:10 MDT, the system is running at 1:1 ratio base order sizing.

From this point forward the per-pip earnings should be at least:

ACCOUNT_BALANCE / 10,000

For example, 138.1 pips in one day at account balance $33,000 should earn at least:

138.1 pips x ( $33,000 / 10,000 ) = $455.73

Gear on the left...
Member Since Dec 31, 2009   141 posts
Apr 09, 2010 at 21:52 (edited Apr 09, 2010 at 21:53)
******************************************************************************************
LIVE ACCOUNT TRADING LOG -- This account is the SIGNALS source for the FULLY MANAGED ACCOUNTS we provide
******************************************************************************************

SUMMARY:

4109.5 PIPS in 28 trading days = 146.8 pips / trading day

DETAIL:

+ 905.6 pips --- week 1 - mar 03-09 (26 trades closed)
+ 425.3 pips --- week 2 - mar 10-16 (26 trades closed)
+ 400.0 pips --- week 3 - mar 17-23 (39 trades closed)
+ 570.1 pips --- week 4 - mar 24-30 (36 trades closed)
+ 1101.2 pips -- week 5 - mar 31-06 (23 trades closed)
- 184.1 pips --- week 6 - apr 07-09 (18 trades closed -- current partial week)

2010.04.09-15:50 MDT: OPEN FLOATING TRADES = +891.4 (12 open trades)
2010.04.09-15:50 MDT: NET PIPS = 4109.5 PIPS earned in 28 trading days.
Gear on the left...
Member Since Dec 31, 2009   141 posts
Apr 13, 2010 at 22:14
******************************************************************************************
LIVE ACCOUNT TRADING LOG -- This account is the SIGNALS source for the FULLY MANAGED ACCOUNTS we provide
******************************************************************************************

SUMMARY:

3947.8 PIPS in 30 trading days = 131.6 pips / trading day

DETAIL:

+ 905.6 pips --- week 1 - mar 03-09 (26 trades closed)
+ 425.3 pips --- week 2 - mar 10-16 (26 trades closed)
+ 400.0 pips --- week 3 - mar 17-23 (39 trades closed)
+ 570.1 pips --- week 4 - mar 24-30 (36 trades closed)
+ 1101.2 pips -- week 5 - mar 31-06 (23 trades closed)
+ 828.3 pips --- week 6 - apr 07-13 (29 trades closed)

2010.04.13-16:08 MDT: OPEN FLOATING TRADES = -282.7 (13 open trades)
2010.04.13-16:08 MDT: NET PIPS = 3947.8 PIPS earned in 30 trading days.
Gear on the left...
Member Since Dec 31, 2009   141 posts
Apr 14, 2010 at 23:23
******************************************************************************************
LIVE ACCOUNT TRADING LOG -- This account is the SIGNALS source for the FULLY MANAGED ACCOUNTS we provide
******************************************************************************************

SUMMARY:

4398.2 PIPS in 31 trading days = 141.9 pips / trading day

DETAIL:

+ 905.6 pips --- week 1 - mar 03-09 (26 trades closed)
+ 425.3 pips --- week 2 - mar 10-16 (26 trades closed)
+ 400.0 pips --- week 3 - mar 17-23 (39 trades closed)
+ 570.1 pips --- week 4 - mar 24-30 (36 trades closed)
+ 1101.2 pips -- week 5 - mar 31-06 (23 trades closed)
+ 828.3 pips --- week 6 - apr 07-13 (29 trades closed)
+ 208.0 pips --- week 7 - apr 14-14 (5 trades closed -- current partial week)

2010.04.14-17:14 MDT: OPEN FLOATING TRADES = -40.3 (9 open trades)
2010.04.14-17:14 MDT: NET PIPS = 4398.2 PIPS earned in 31 trading days.
Gear on the left...
Member Since Dec 31, 2009   141 posts
Apr 16, 2010 at 21:31
******************************************************************************************
LIVE ACCOUNT TRADING LOG -- This account is the SIGNALS source for the FULLY MANAGED ACCOUNTS we provide
******************************************************************************************

SUMMARY:

4415.0 PIPS in 33 trading days = 133.8 pips / trading day

DETAIL:

+ 905.6 pips --- week 1 - mar 03-09 (26 trades closed)
+ 425.3 pips --- week 2 - mar 10-16 (26 trades closed)
+ 400.0 pips --- week 3 - mar 17-23 (39 trades closed)
+ 570.1 pips --- week 4 - mar 24-30 (36 trades closed)
+ 1101.2 pips - week 5 - mar 31-06 (23 trades closed)
+ 828.3 pips --- week 6 - apr 07-13 (29 trades closed)
- 29.4 pips ----- week 7 - apr 14-16 (13 trades closed -- current partial week)

2010.04.16-15:23 MDT: OPEN FLOATING TRADES = +213.9 (17 open trades)
2010.04.16-15:23 MDT: NET PIPS = 4415.0 PIPS earned in 33 trading days.
Gear on the left...
Member Since Dec 31, 2009   141 posts
Apr 20, 2010 at 00:12

******************************************************************************************
LIVE ACCOUNT TRADING LOG -- This account is the SIGNALS source for the FULLY MANAGED ACCOUNTS we provide
******************************************************************************************

SUMMARY:

5003.9 PIPS in 34 trading days = 147.2 pips / trading day

DETAIL:

+ 905.6 pips --- week 1 - mar 03-09 (26 trades closed)
+ 425.3 pips --- week 2 - mar 10-16 (26 trades closed)
+ 400.0 pips --- week 3 - mar 17-23 (39 trades closed)
+ 570.1 pips --- week 4 - mar 24-30 (36 trades closed)
+ 1101.2 pips - week 5 - mar 31-06 (23 trades closed)
+ 828.3 pips --- week 6 - apr 07-13 (29 trades closed)
+ 693.2 pips --- week 7 - apr 14-19 (31 trades closed -- current partial week)

2010.04.19-18:10 MDT: OPEN FLOATING TRADES = +80.2 (11 open trades)
2010.04.19-18:10 MDT: NET PIPS = 5003.9 PIPS earned in 34 trading days.
Gear on the left...
Member Since Dec 31, 2009   141 posts
Apr 20, 2010 at 23:06

******************************************************************************************
LIVE ACCOUNT TRADING LOG -- This account is the SIGNALS source for the FULLY MANAGED ACCOUNTS we provide
******************************************************************************************

SUMMARY:

5091.6 PIPS in 35 trading days = 145.5 pips / trading day

DETAIL:

+ 905.6 pips --- week 1 - mar 03-09 (26 trades closed)
+ 425.3 pips --- week 2 - mar 10-16 (26 trades closed)
+ 400.0 pips --- week 3 - mar 17-23 (39 trades closed)
+ 570.1 pips --- week 4 - mar 24-30 (36 trades closed)
+ 1101.2 pips - week 5 - mar 31-06 (23 trades closed)
+ 828.3 pips --- week 6 - apr 07-13 (29 trades closed)
+ 663.0 pips --- week 7 - apr 14-20 (36 trades closed)

2010.04.20-16:59 MDT: OPEN FLOATING TRADES = +198.1 (9 open trades)
2010.04.20-16:59 MDT: NET PIPS = 5091.6 PIPS earned in 35 trading days.
Gear on the left...
Member Since Dec 31, 2009   141 posts
Apr 22, 2010 at 03:09
******************************************************************************************
LIVE ACCOUNT TRADING LOG -- This account is the SIGNALS source for the FULLY MANAGED ACCOUNTS we provide
******************************************************************************************

SUMMARY:

5180.9 PIPS in 36 trading days = 143.9 pips / trading day

DETAIL:

+ 905.6 pips --- week 1 - mar 03-09 (26 trades closed)
+ 425.3 pips --- week 2 - mar 10-16 (26 trades closed)
+ 400.0 pips --- week 3 - mar 17-23 (39 trades closed)
+ 570.1 pips --- week 4 - mar 24-30 (36 trades closed)
+ 1101.2 pips - week 5 - mar 31-06 (23 trades closed)
+ 828.3 pips --- week 6 - apr 07-13 (29 trades closed)
+ 663.0 pips --- week 7 - apr 14-20 (36 trades closed)
+ 275.5 pips --- week 8 - apr 21-21 (5 trades closed)

2010.04.21-21:01 MDT: OPEN FLOATING TRADES = +11.9 (4 open trades)
2010.04.21-21:01 MDT: NET PIPS = 5180.9 PIPS earned in 36 trading days.
Gear on the left...
Member Since Apr 11, 2010   33 posts
Apr 22, 2010 at 04:46
It appears as though you are hedging your open trades? Is this a common practice on your accounts?
Member Since Dec 31, 2009   141 posts
Apr 22, 2010 at 05:46
Yes, the Volatility Trader system hedges extensively for safety. That said, it does try to go heavier on the winning side and to also retain the alternate side in order to cash in on it too if possible. All managed accounts mirror our trades exactly, with money management tailored to client needs.
Gear on the left...
Member Since Dec 31, 2009   141 posts
Apr 23, 2010 at 00:36
******************************************************************************************
LIVE ACCOUNT TRADING LOG -- This account is the SIGNALS source for the FULLY MANAGED ACCOUNTS we provide
******************************************************************************************

SUMMARY:

5413.4 PIPS in 37 trading days = 146.3 pips / trading day

DETAIL:

+ 905.6 pips --- week 1 - mar 03-09 (26 trades closed)
+ 425.3 pips --- week 2 - mar 10-16 (26 trades closed)
+ 400.0 pips --- week 3 - mar 17-23 (39 trades closed)
+ 570.1 pips --- week 4 - mar 24-30 (36 trades closed)
+ 1101.2 pips - week 5 - mar 31-06 (23 trades closed)
+ 828.3 pips --- week 6 - apr 07-13 (29 trades closed)
+ 663.0 pips --- week 7 - apr 14-20 (36 trades closed)
+ 550.5 pips --- week 8 - apr 21-22 (11 trades closed -- current partial week)

2010.04.22-18:27 MDT: OPEN FLOATING TRADES = -30.6 (7 open trades)
2010.04.22-18:27 MDT: NET PIPS = 5413.4 PIPS earned in 37 trading days.
Gear on the left...
Member Since Dec 31, 2009   141 posts
Apr 24, 2010 at 03:09 (edited Apr 24, 2010 at 03:10)
Abbreviated log today as it's been a long and busy day, especially with my right-hand-man down south of the border...

April 23/10 log: 5322.0 pips in 38 trading days = 140.1 pips / trading day

The system did not close any positions today. We still have the same number of closed trades and closed pips as yesterday and currently have an open float of -122.0 pips, 9 open trades. (We added a couple of Asian market trades -- one AudUsd position and one UsdJpy position.)

It looks like cable will likely gap up on Sunday afternoon but hopefully we will get a fade back to today's pricing.

t.
Gear on the left...
Member Since Sep 12, 2009   313 posts
Apr 25, 2010 at 19:25
HI
I really appreciate you for showing your trade history .and style of trading
you are a man
Member Since Dec 31, 2009   141 posts
Apr 26, 2010 at 04:10

kishorejoga posted:
    HI
I really appreciate you for showing your trade history .and style of trading
you are a man

Thank-you sir. Having nothing to hide, we don't want to hide anything! 😄
Gear on the left...
Member Since Dec 31, 2009   141 posts
Apr 27, 2010 at 05:56
Another busy day! Will be glad when things slow down a little... (And when cable drops a lot!)

Abbreviated log as of 23:50 MDT 2010.04.26:

34 trading days: 124.7 pips per trading day

5392.9 pips closed
-530.8 pips open
-----------------------
4862.1 pips net

FYI, the new plan is to produce the pips log weekly (daily is much too much work) and to show pips closed each week, Wednesday -> Tuesday, and to provide a weekly average of closed trades only. Will continue to show the open pips float for reference purposes but will not keep tallying that into the numbers as the math is too time consuming...
Gear on the left...
Sign In / Sign Up to comment
You must be connected to Myfxbook in order to leave a comment
*Commercial use and spam will not be tolerated, and may result in account termination.
Tip: Posting an image/youtube url will automatically embed it in your post!
Tip: Type the @ sign to auto complete a username participating in this discussion.