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Friday, March 16, 2012

IS REAL TRADING POSSIBLE?

As always... I'm sorry for my bad english...

In my opinion there is no a better way to know something than know it directly. And I demostrated to myself that is possible to take profit from the market with a real trading (after years and years of sufferings). Blog is demostrating it, and every subscriber can attest it.
But the problem is the trader, not the market. Are you really sure that you are a disciplined man, with patience, without greed? So, are you really ready to trade? If you don't know yourself, if you are not able to have discipline and patience, in the market you are dead. This is my opinion. And I'm died a lot of times in the past.
I will show you an account that I'm managing, I have a records of all my trades on the contract of the S&P500 Future exp. March 2012, the contract ESH2. This is an account that I'm managing for another person (in my family), using generally only 1 contract, but in exceptional cases I used 2 or 3 contracts. You can see that from 14 December 2011 to 14 March 2012, (3 months) I gained 4782.82 Euro, that is around 6250 US Dollar. I think this is not bad, considering that I was working with a account that started with 14.000 US Dollar.
These are all the win&loss trades that I did on this contract, with 141 buy/sell. I pay around 3 Euro/buy or sell per contract. So I paid 141x3€x2=846 Euro in commissions.
In this exceptional case I show this records, so who is interested can calculate the avarage loss, the avarage win, the bigger loss, the bigger win... and to convince himself that if you don't cut the losses you will ALWAYS LOSE MONEY ON THE MARKET. This is the bigger lesson that you can never learn. It is possible to be a winner trader, but you have to accept the reality... cut the losses
ESH2 MINISP500 MAR12 Futures 141 4.782,82
Simbolo Data operazione Pzo medio Apertura




Pzo medio Chiusura Mercato Quantità Valuta P&L €
ESH2 14/12/2011 1.214,25
1.215,50 Futures 1 USD 48,1
ESH2 14/12/2011 1.216,50
1.210,25 Futures 1 USD -240,51
ESH2 15/12/2011 1.211,75
1.218,75 Futures 1 USD 268,84
ESH2 15/12/2011 1.214,38
1.215,50 Futures 2 USD 86,41
ESH2 16/12/2011 1.219,50
1.219,75 Futures 1 USD 9,57
ESH2 16/12/2011 1.219,00
1.215,50 Futures 1 USD -133,96
ESH2 16/12/2011 1.219,00
1.215,50 Futures 1 USD -133,96
ESH2 19/12/2011 1.211,00
1.216,75 Futures 1 USD 220,49
ESH2 19/12/2011 1.208,50
1.205,50 Futures 1 USD -115,04
ESH2 21/12/2011 1.208,50
1.231,00 Futures 1 USD 861,8
ESH2 21/12/2011 1.224,25
1.237,00 Futures 1 USD 488,36
ESH2 22/12/2011 1.240,00
1.243,75 Futures 1 USD 143,71
ESH2 23/12/2011 1.246,25
1.253,25 Futures 1 USD 268,06
ESH2 28/12/2011 1.251,38
1.251,00 Futures 2 USD -28,68
ESH2 29/12/2011 1.254,00
1.256,75 Futures 1 USD 106,72
ESH2 03/01/2012 1.278,50
1.276,00 Futures 1 USD 96,05
ESH2 10/01/2012 1.286,25
1.288,25 Futures 1 USD 78,08
ESH2 11/01/2012 1.286,25
1.281,25 Futures 1 USD -196,57
ESH2 11/01/2012 1.286,50
1.284,25 Futures 1 USD -88,46
ESH2 11/01/2012 1.286,50
1.284,25 Futures 1 USD -88,46
ESH2 11/01/2012 1.287,00
1.287,00 Futures 3 USD -98,29
ESH2 11/01/2012 1.286,67
1.284,25 Futures 3 USD -285,03
ESH2 11/01/2012 1.286,25
1.288,75 Futures 1 USD 98,29
ESH2 12/01/2012 1.286,13
1.284,50 Futures 2 USD -127,59
ESH2 12/01/2012 1.287,25
1.287,25 Futures 4 USD -225,74
ESH2 12/01/2012 1.287,08
1.288,25 Futures 1 USD 45,8
ESH2 12/01/2012 1.287,08
1.289,25 Futures 1 USD 85,06
ESH2 13/01/2012 1.287,08
1.287,50 Futures 1 USD 16,31
ESH2 13/01/2012 1.283,25
1.277,00 Futures 1 USD 244,7
ESH2 13/01/2012 1.272,75
1.276,00 Futures 1 USD -127,24
ESH2 13/01/2012 1.276,50
1.280,75 Futures 1 USD 166,39
ESH2 17/01/2012 1.284,00
1.296,25 Futures 1 USD 478,89
ESH2 17/01/2012 1.294,00
1.294,00 Futures 2 USD -146,6
ESH2 17/01/2012 1.295,00
1.296,50 Futures 1 USD -58,64
ESH2 17/01/2012 1.294,63
1.291,50 Futures 1 USD 122,17
ESH2 17/01/2012 1.294,63
1.291,25 Futures 1 USD 131,94
ESH2 17/01/2012 1.289,25
1.287,75 Futures 1 USD 58,64
ESH2 18/01/2012 1.287,75
1.289,75 Futures 1 USD -77,94
ESH2 19/01/2012 1.307,25
1.306,75 Futures 1 USD 19,36
ESH2 19/01/2012 1.307,50
1.309,25 Futures 2 USD -135,54
ESH2 19/01/2012 1.307,67
1.310,00 Futures 3 USD -271,09
ESH2 20/01/2012 1.308,63
1.309,50 Futures 2 USD -67,82
ESH2 20/01/2012 1.307,67
1.305,75 Futures 1 USD 74,28
ESH2 20/01/2012 1.307,78
1.309,50 Futures 1 USD -66,74
ESH2 20/01/2012 1.307,78
1.309,50 Futures 1 USD -66,74
ESH2 20/01/2012 1.307,93
1.306,75 Futures 1 USD 45,57
ESH2 23/01/2012 1.307,93
1.310,50 Futures 1 USD -98,87
ESH2 23/01/2012 1.308,48
1.307,00 Futures 1 USD 56,67
ESH2 23/01/2012 1.308,48
1.311,00 Futures 1 USD -96,98
ESH2 23/01/2012 1.308,99
1.308,25 Futures 1 USD 28,49
ESH2 23/01/2012 1.309,33
1.311,50 Futures 1 USD -83,44
ESH2 23/01/2012 1.309,33
1.311,50 Futures 1 USD -83,44
ESH2 24/01/2012 1.309,91
1.305,25 Futures 1 USD 179,34
ESH2 24/01/2012 1.309,91
1.309,00 Futures 1 USD 35,14
ESH2 26/01/2012 1.306,50
1.320,75 Futures 1 USD 542,03
ESH2 26/01/2012 1.320,63
1.319,75 Futures 1 USD 33,28
ESH2 26/01/2012 1.320,63
1.313,00 Futures 1 USD 290,03
ESH2 30/01/2012 1.299,25
1.297,50 Futures 1 USD 66,74
ESH2 30/01/2012 1.300,50
1.303,50 Futures 2 USD -228,83
ESH2 30/01/2012 1.302,50
1.304,00 Futures 1 USD -57,21
ESH2 30/01/2012 1.303,75
1.302,00 Futures 3 USD -200,23
ESH2 30/01/2012 1.304,25
1.308,00 Futures 1 USD 143,02
ESH2 31/01/2012 1.304,25
1.304,50 Futures 1 USD 9,49
ESH2 31/01/2012 1.306,25
1.306,00 Futures 1 USD -9,49
ESH2 31/01/2012 1.303,83
1.303,50 Futures 1 USD 12,65
ESH2 31/01/2012 1.303,83
1.303,25 Futures 1 USD 22,14
ESH2 31/01/2012 1.303,83
1.303,25 Futures 1 USD 22,14
ESH2 31/01/2012 1.306,00
1.306,00 Futures 3 USD -47,43
ESH2 31/01/2012 1.305,67
1.306,25 Futures 1 USD 22,14
ESH2 31/01/2012 1.305,36
1.305,75 Futures 1 USD 14,76
ESH2 01/02/2012 1.305,36
1.305,25 Futures 1 USD -4,22
ESH2 01/02/2012 1.305,36
1.318,50 Futures 1 USD 498,63
ESH2 01/02/2012 1.317,00
1.321,25 Futures 1 USD 161,29
ESH2 01/02/2012 1.323,75
1.322,50 Futures 1 USD 47,44
ESH2 02/02/2012 1.324,25
1.321,25 Futures 1 USD 114,56
ESH2 09/02/2012 1.349,00
1.346,25 Futures 1 USD 103,48
ESH2 10/02/2012 1.342,75
1.341,75 Futures 1 USD 37,91
ESH2 13/02/2012 1.340,50
1.346,00 Futures 1 USD -207,48
ESH2 13/02/2012 1.347,25
1.350,25 Futures 1 USD -113,17
ESH2 15/02/2012 1.353,75
1.352,75 Futures 1 USD 38,19
ESH2 15/02/2012 1.353,75
1.352,25 Futures 1 USD 57,29
ESH2 16/02/2012 1.336,50
1.341,50 Futures 1 USD -192,57
ESH2 16/02/2012 1.339,08
1.343,00 Futures 3 USD -452,55
ESH2 16/02/2012 1.343,50
1.346,00 Futures 1 USD -96,29
ESH2 16/02/2012 1.351,50
1.355,50 Futures 1 USD -154,06
ESH2 16/02/2012 1.353,00
1.357,00 Futures 1 USD -154,06
ESH2 17/02/2012 1.353,00
1.357,00 Futures 1 USD -151,99
ESH2 24/02/2012 1.355,25
1.365,00 Futures 1 USD 363,48
ESH2 28/02/2012 1.357,25
1.369,75 Futures 1 USD 464,55
ESH2 28/02/2012 1.370,25
1.369,25 Futures 1 USD 37,16
ESH2 28/02/2012 1.370,50
1.370,25 Futures 1 USD 9,29
ESH2 28/02/2012 1.370,00
1.367,75 Futures 1 USD 83,62
ESH2 28/02/2012 1.370,50
1.371,50 Futures 1 USD -37,16
ESH2 29/02/2012 1.373,88
1.375,00 Futures 1 USD 41,84
ESH2 29/02/2012 1.373,69
1.374,50 Futures 1 USD 30,22
ESH2 29/02/2012 1.373,40
1.373,75 Futures 1 USD 13,17
ESH2 29/02/2012 1.373,40
1.371,75 Futures 2 USD -122,43
ESH2 29/02/2012 1.371,25
1.366,50 Futures 1 USD 176,67
ESH2 29/02/2012 1.368,75
1.367,75 Futures 1 USD 37,19
ESH2 01/03/2012 1.366,25
1.367,75 Futures 1 USD 56,34
ESH2 01/03/2012 1.369,50
1.372,50 Futures 1 USD -112,68
ESH2 01/03/2012 1.372,50
1.372,50 Futures 3 USD -75,12
ESH2 01/03/2012 1.372,50
1.372,00 Futures 1 USD 18,78
ESH2 01/03/2012 1.372,50
1.371,00 Futures 1 USD 56,34
ESH2 05/03/2012 1.368,00
1.364,25 Futures 1 USD 141,83
ESH2 05/03/2012 1.362,13
1.364,50 Futures 2 USD -179,65
ESH2 05/03/2012 1.363,83
1.363,75 Futures 1 USD -3,15
ESH2 05/03/2012 1.362,50
1.362,50 Futures 3 USD -100,86
ESH2 06/03/2012 1.363,38
1.356,75 Futures 1 USD 251,84
ESH2 06/03/2012 1.363,38
1.349,25 Futures 1 USD 536,95
ESH2 08/03/2012 1.359,50
1.367,50 Futures 1 USD 302,07
ESH2 09/03/2012 1.365,50
1.367,50 Futures 1 USD 75,81
ESH2 14/03/2012 1.368,75
1.398,25 Futures 1 USD 1.129,23







Total € 4782,82

Posted by I am at 11:21 AM 0 comments

Wednesday, March 7, 2012

NEWS, NOW FORECASTS and STRATEGY on the ASX200 and CORN

From now the Blog offers indications also on the ASX200 Australian Index and on the CORN, where a new PFS has been created on this Commodity, and the results are great, better than on the S&P500! Next days there will be available a yearly boulletin on Corn and S&P500, for the people that are interested to know in advance dates and future possible trends, or for people that are not able to follow the market day by day.

For now I leave you at the results of the test of the PFS on the CORN, results that have surprised also me!

The studies on the Corn have been positives. My test was on the years between 2005-2011, so I tested 7 years.

I’m continuing to study it, with new possible solutions to improve the strategy and the forecast on this market.

What I did is to use the PFS to know in advance the exact data where buy or sell the Corn. I didn’t look at any strategy, price or other studies. I did a simple thing: I bought when the PFS indicated a Low and I sold when the PFS indicate a High.

I tried 2 different ways. A strategy with more trades, to take advance of any evident swing of the PFS and a strategy where I did few trades, only to follow the main trend, not more than 5 or 6 trades per year.

Well, these are the results:


WITH MORE TRADES:

2011: +307 points circa / 10 trades.

2010: +416 points circa / 11 trades.

2009: +83 points circa / 9 trades.

2008: +460 points circa / 8 trades.

2007: +60 points circa / 13 trades.

2006: +31 points circa / 6 trades.

2005: +113 points circa / 14 trades.


WITH FEW TRADES:

2011: +364 points circa / 6 trades

2010: +349 points circa / 6 trades

2009: +88 points circa / 4 trades

2008: +523 points circa / 4 trades

2007: +131 points circa / 4 trades

2006: -54 points circa / 3 trades

2005: +98 points circa / 5 trades


To analyse these results, you need to think that in 2005, 2006, and 2007 the prices were lower, around 190-400 points, for this reason the gains/loses are smaller. In 2009 the range on the price was narrow, with a low volatility than the other years.

I think that it is evident that there is a connection with my cycles and the Corn. We can see very high profit using only a forecasting model, and only in one year, with few trades, we see a lost.

The year 2006 was really strange. The PFS was working perfectly until 15 September, with a new very strong energy changes the path of the Cron, suddenly! Look the chart where there are the dates of the trades indicated by the PFS.



You can see that the trades were very good but there is one trade that was very very bad. This is exceptional, but always it can happen, of course, and we, as traders, have to be aware of this.

Now we can look at the 2011 to understand that in this work there is no stop-loss, only a swing forecast. We can take a SHORT position and know that we will buy 2 months later, but it can happen that after 1 month we are losing a lot of points, to see then that after 2 months market is fallen. Look the 6 trades of the 2011:



You can see that all the trades, AT THE END, were good trades, but then you can manage the trade how do you prefer. You can use this system without any price strategy, statistic at the moment shows that it works very well. BUT you must be aware that in a trade, for example when we buy in January 2011, market go up in February, in gain, but then it fall in March, in loss, and then move up, returning in gain in April, where the PFS suggest to close the trade, with a good profit. You can decide how use this study that statistically seems to work very well, but you must to be wise, because you know that often when we touch a easy system that works, than it stops to work.


I will use it like a swing forecaster, I will buy or sell when it will advice me, and sometime I will look also at possible important prices. Of course I will not bet a lot of money in this system, because you can see that it is a mid-term study, not a daily or intraday study, where the risk is always under control. Then, if you want, you can use key prices to follow the trend.

At the moment, like you know, the PFS indicated to buy in the weekend of 24-27 February, and it is going absolutely well, I’m in profit now of 20 points circa.

This is my personal opinion, but I think that I will have big satisfactions to trade the Corn looking how it worked in the past with the PFS. I need only patience and discipline, like always.


To finish, I want show you the PFS 2008 and the Corn. This has been a unbelievable year for the PFS… look….
Posted by I am at 6:04 AM 0 comments
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