Fri Sep 29 Trade Summary

20170929
Short 2 RTY 1492.5, 1492.4, +0.5, -0.6
Short 1 RTY 1490.2, -0.2
Short 3 RTY 1493.3, 1493.3, 1393.7, +0.7, +1.0, -0.5
Short 1 RTY 1493.7, +1.2
Total RTY +2.1

Thurs Sep 28 Trade Summary

20170928
Short 1 RTY 1483.2, +1.0
Long 2 RTY 1482.3, 1482.2, +0.8, +1.0
Long 1 RTY 1480.9, +2.0
Total RTY +4.8

Wed Sep 27 Trade Summary

20170927
Long 1 NQ 5926.5, -1.5
Short 4 RTY 1466.7, 1466.7, 1467.1, 1467.0, -0.0, -0.0, +1.1, +1.0
Short 2 RTY 1467.9, 1467.9, +1.0, +1.5
Long 2 RTY 1464.8, 1464.5, -0.9, -0.5
Long 4 RTY 1462.5, 1462.5, 1462.6, 1462.7, +0.7, +0.7, +1.6, +2.0
Total NQ -1.5
Total RTY +8.2

Tues Sep 26 Trade Summary

20170926
Short 2 NQ 5904.75, 5905.25, +4.0, +2.0
Short 2 RTY 1457.2, 1457.2, +0.7, -1.0
Long 1 RTY 1455.6, +2.2
Long 1 NQ 5876.75, -2.0
Long 3 NQ 5874.25, 5874.25, 5873.75, -1.0, +4.0, +2.0
Long 2 NQ 5867.0, 5868.0, +5.0, +3.0,
Total NQ +17.0
Total RTY +1.9

Mon Sep 25 Trade Summary

20170925
Long 3 RTY 1451.3, 1450.3, 1450.3, -0.0, +0.7, +2.0
Short 2 NQ 5886.5, 5887.5, -3.0, -2.0
Short 2 RTY 1455.7, 1455.7, +0.7, +1.4
Long 2 NQ 5904.75, 5904.75, -2.0, -2.0
Short 1 NQ 5902.25, +8.0
Long 2 NQ 5868.75, 5868.75, -2.0, -2.0
Long 2 NQ 5865.5, 5865.5, -0.0, -0.0
Long 1 NQ 5866.0, -2.0
Long 2 NQ 5862.5, 5862.5, +5.0, -1.0
Long 2 RTY 1449.6, 1449.6, -1.0, -1.0
Long 2 NQ 5855.75, 5855.75, +4.0, +4.0
Long 2 RTY 1447.5, 1447.5, -1.4, -1.4
Long 1 NQ 5857.75, +6.0
Long 4 RTY 1446.2, 1446.2, 1445.4, 1445.4, -0.0, -0.0, +0.7, +3.0
Total NQ +11.0
Total RTY +4.1

Fri Sep 22 Trade Summary

20170922
Short 2 RTY 1446.3, 1446.3, +0.9, -0.3
Short 1 NQ 5838.0, -2.0
Long 1 RTY 1443.3, +1.1
Short 1 RTY 1447.2, -0.4
Short 2 RTY 1448.7, 1448.7, 1449.6, 1449.6, -1.4, -1.4, -1.7, -1.7
Long 2 NQ 5923.0, 5923.0, -0.0, -0.0
Long 2 RTY 1448.3, 1448.3, +0.7, +2.0
Total NQ -2.0
Total RTY -2.2

Thurs Sep 21 Trades & Journal

20170921
Short 2 NQ 5962.5, 5962.5, +2.0, +10.0
Short 2 RTY 1445.6, 1445.6, +0.7, +2.5
Long 1 NQ 5946.75, +5.0
Long 2 RTY 1442.2, 1442.2, +1.5, +3.0
Total NQ +17.0
Total RTY +7.7

In futures trading, volatility can be your best friend. But first, you must have the models that allow you to see where the best opportunities will appear--in advance of their arrival. Because if you are not already there at those particular junctures of structure, price and momentum with the buy-stop or sell-stop orders to fill them, they are impossible to chase. But if filled at those junctures, you'll be exiting your trade at their default dollar targets when other traders are just thinking about getting in. Stay focused.

Wed Sep 20 Trade Summary

20170920
Long 2 NQ 5988.0, 5988.5, -1.0, -1.5
Short 2 RTY 1441.9, 1441.9, -0.4, -0.4
Short 2 NQ 5988.75, 5966.75, +1.5, -0.5
Short 2 RTY, 1443.1, 1443.4, -0.5, -0.7
Long 2 RTY, 1442.2, 1442.3, +1.3, +2.2
Long 1 NQ 5972.0, -2.0
Long 1 RTY, 1443.0, +1.0
Short 1 RTY, 1444.4, -0.1
Total NQ -3.5
Total RTY +2.4

Tues Sep 19 Trade Summary

20170919
Short 1 NQ 5983.0, +5.0
Short 1 NQ 5985.5, +1.0
Short 2 NQ 5985.5, +2.0, +3.0
Short 1 NQ 5993.25, +2.0
Short 1 NQ 5992.75, +2.0
Total NQ +15.0

Mon Sep 18 Trade Summary

20170918
Short 6 RTY 1437.0, 1437.0, 1437.3, 1437.3, 1437.6, 1437.6, +0.5, +0.5, -1.4, -1.4, -1.0, -1.0
Short 2 NQ 6014.24, 6014.25, -2.0, -2.0
Short 2 NQ 6016.75, 6016.75, +4.0, +5.0
Short 3 RTY 1439.8, 1439.8, 1440.1, 1441.0, 1441.0, +1.4, -0.3, -1.6, -0.0, -0.0
Short 1 NQ 6016.25, +2.0
Total NQ +8.0
Total RTY-4.3

Fri Sep 15 Trades and Journal

20170915
Long 2 RTY 1422.7, 1422.7, +0.7, +1.0
Short 2 RTY 1423.7, 1423.8, +0.7, +0.7
Short 2 RTY 1425.8, 1425.5, +1.0, +0.7
Total RTY +4.8

The market tends to 'train' you into doing just the wrong thing at the wrong time. Take the NQ today. Having been trained by recent action that the NQ had lost its bull luster, I ignored both the buy signals at the bottom, and the excellent breakout signals higher up, at the Sequent Inflection levels, well in advance of the vertical explosion. In fact, it was further training to avoid the NQ by virtue of just how much time it sat at inflection level before exploding that further seduced me into thinking the sidelines in the NQ were the right place to be. Ha! ...and so I was left scalping the mini Russell while the subsequent NQ fireworks dropped my jaw. As Heraclitus reminds us, "Expect the unexpected."

Thurs Sep 14 Trade Summary

20170914
Short 1 NQ 5974.75, +3.0
Long 2 RTY 1421.4, 1421.5, +2.0, +1.0
Short 2 NQ 5986.0, 5986.0, +2.0, -0.0
Short 4 RTY 1425.1, 1425.3, 1426.0, 1425.7, -1.1, -1.0, -0.3, -0.5
Short 2 RTY 1426.8, 1426.7, -0.0, +1.1
Short 2 RTY 1426.6, 1427.0, -0.3, +0.7
Short 2 NQ 5995.5, 5995.0, +2.0, -2.0
Total NQ +5.0
Total RTY +1.6

Wed Sep 13 Trade Summary

20170913
Short 2 RTY 1423.3, 1422.9, +0.7, -0.2
Short 2 RTY 1425.4, 1425.4, -0.5, -0.5
Short 2 NQ 6003.0, 6003.0, +2.0, +4.0
Short 1 NQ 6001.5, -2.0
Short 2 RTY 1426.6, 1426.6, +0.7, +1.2
Short 1 NQ 6003.75, +4.0
Short 1 RTY 1427.0, -0.5
Long 1 RTY 1426.9, +0.2
Total NQ +8.0
Total RTY +1.2

Tues Sep 12 Trades & Jounal

20170912
Long 1 NQ 5996.5, +5.0
Long 1 NQ 5992.5, -1.0
Long 1 NQ 5992.75, -2.0
Short 1 RTY 1420.5, +1.8
Total NQ +2.0
Total RTY +1.8

Occasionally someone asks me: Why do you only trade the 1st Frame of the day? ....because usually-although unlike today--the first frame is the most volatile, and volatility is what I want. It matches my trading plan models. They are seldom fulfilled without volatility. And if the glove don't fit....I can't commit....

Mon Sep 11 Trades & Summary: In memoriam NEVER FORGET!

20170911
Short 2 YM 21950, 21950, +10, -7
Short 2 NQ 5992.5, 5992.5, +2.0, -2.0
Short 2 NQ 5995.5, 5995.5, +2.0, -1.0
Short 2 RTY 1413.7, 1413.8, +3.0, +0.7
Short 2 YM 212973, 21973, +7, -7
Long 1 NQ 5990.25, -2.0
Long 2 NQ 5987.25, 5987.25, -2.0, -2.0
Total YM +3
Total NQ -5.0
Total RTY +3.7

Fri Sep 8 Trade Summary

20170908
Long 1 NQ 5955.25, -2.0
Short 1 RTY 1395.8, -1.4
Short 4 RTY 1397.9, 1397.9, 1398.4, 1398.3, +0.7, +0.7, +1.7, +1.7
Long 1 RTY 1395.2, +2.0
Long 1 NQ 5944.5, +6.5
Short 2 RTY 1402.3, 1402.3, +1.1, +1.1
Short 1 RTY 1402.1, -1.4
Total NQ +4.5
Total RTY +6.2



Thurs Sep 7 Trades and Journal

20170907
Short 2 RTY 1402.9, 1402.9, +1.0, +2.0
Long 2 RTY 1397.9, 1397.9, -0.2, -0.2
Long 2 NQ 5946.25, 5946.25, -2.0, -2.0
Long 2 RTY 1395.7, 1395.7, +0.8, +1.5
Long 2 NQ 59.46.0, 5946.0, +2.0, +5.0
Short 2 NQ 5972.75, 5972.75, -0.0, -0.0
Short 2 NQ 5977.25, 5977.25, -0.0, -0.0
Short 2 RTY 1401.1, 1401.1, -0.7, -0.7
Short 2 NQ 5979.5, 5979.5, +2.0, +4.0
Total NQ +9.0
Total RTY +3.5

Today contracts roll to Dec and we say goodbye to the ICE exchange... Adios....gratias Dios. If you haven't already done so, please send a brief email to any of the below addresses asking for a combined futures history for the Russell 2000 Stock Index, under is various tenures: first at the CME under symbol ER (or was it ER2 ?...how quickly we forget), then at the NYBOT/ICE under "TF" and now back again at the CME under the clumsy acronym "RTY". No one will budge until they get pressure... and yes, those combined histories ARE THE SAME CONTRACT data stream. A rose by any other name....

support@ampfutures.com
Info@ninjatraderecosystem.com
support@kinetick.com
https://www.cqg.com/support
https://www.interactivebrokers.com/en/index.php?f=customerService&p=email

....or any other broker or white label source for futures exchange data you may be a subscriber of.

Wed Sep 6 Trade Summary

20170906
Short 2 RTY 1404.4, 1404.4, +1.0, +2.0
Short 2 RTY 1406.5, 1406.4, -0.2, +1.0
Short 1 RTY 1407.0, +2.2
Total RTY +6.0

Tues Sep 5 Trades and Journal

20170905
Short 2 RTY 1415.7, 11415.4, +3.0, +2.0
Total RTY +5.0

Welcome back to the markets. ...and goodbye ICE....good riddance. I'll find somewhere else to trade gold futures.... assuming I ever really want to again...

Trading the Russell 2000 is still the sweetest music on the board... but couldn't CME have come up with a better contract symbol.... I mean, wouldn't renaming it ER be a bit of sweet revenge..? And when I'm invited back to sit in on the next CME Product Release meeting..... uh huhm... next week, I think.... I'm also going to recommend they take the contract size back to $100.00 per pt. All for the motion, say aye....

But there is one thing you can all do. Send a message to CQG or NinjaTrader or IB LLC or whomever,
and plead sincerely for historical RTY data that is inclusive of not only the TF ICE history, but also of the ER CME history, so that we can have long term charts that visualize price peaks and troughs in parallel with those of the ES, YM and NQ contracts. I was actually told by someone at Ninjatrader that "we can't do that. they aren't the same contract". Really ? The Russell 2000 isn't the Russell 2000, regardless of what symbol is attached to the nearby futures month or what futures exchange has leased the rights to host its servers? Well, ....what do you expect. They're not traders.... but even that bit of fundamental understanding should be obvious to them all. Plesse plead the case at:
support@ampfutures.com
Info@ninjatraderecosystem.com
support@kinetick.com
https://www.cqg.com/support
https://www.interactivebrokers.com/en/index.php?f=customerService&p=email

and respond promptly with any nonsensical replies that the RTY contract "is not the same contract"
as was the ER or TF. ...pure nonsense and a very convenient but erroneous excuse....