20190927
Long 1 NQ 7787.0, -2.25
Long 2 NQ 7785.0, 7784.0, +2.0, +8.0
Short 1 NQ 7792.25, +7.5
Long 1 NQ 7775.0, -2.25
Long 1 NQ 7770.0, -2.25
Long 1 ES 2977.75, -2.25
Long 3 RTY 1535.4, 1334.5, 1333.8 -0.0 +2.0, +1.5
Long 1 NQ 7747.0, +8.0
Short 1 RTY 1536.3, -0.4
Short 1 NQ 7767.0, -3.0
Short 1 RTY 1539.5, -0.7
Short 1 NQ 7773.75, -1.0
Short 1 YM 26948, -8
Short 1 RTY 1541.0, -0.0
Short 1 YM 26960, -2
Short 2 RTY 1542.5, 1542.8, +1.0, +3.0
Short 1 YM 26980, -1
Short 2 NQ 7788.0, 7788.0, +3.0, -3.0
Total ES -2.25
Total YM -11
Total NQ +14.75
Total RTY +6.4
Thur Sep 26 Trade Signal Summary
20190926
Short 1 NQ 7788.0, +13.25
Long 1 YM 26897, -1
Short 1 YM 26893, +20
Short 1 RTY 1542.4, -0.7
Short 3 NQ 7783.25, 7785.0, 7784.5, -0.0, -1.50, -2.0
Short 1 RTY 1543.0, -1.4
Total YM +19
Total NQ +9.75
Total RTY -2.1
Short 1 NQ 7788.0, +13.25
Long 1 YM 26897, -1
Short 1 YM 26893, +20
Short 1 RTY 1542.4, -0.7
Short 3 NQ 7783.25, 7785.0, 7784.5, -0.0, -1.50, -2.0
Short 1 RTY 1543.0, -1.4
Total YM +19
Total NQ +9.75
Total RTY -2.1
Wed Trade Signal Summary
20190925
Long 1 RTY 1541.0, 0.0
Long 1 NQ 7704.0, -2.5
Long 2 YM 26808, 26808, -2, -2
Long 1 RTY 1538.2, -1.4
Long 1 RTY 1534.1, -1.0
Long 1 NQ 7667.25, +27.0
Short 1 NQ 7747.0, -2.0
Short 1 RTY 1540.8, -1.4
Short 1 RTY 1542.0, -0.7
Short 2 NQ 7756.0, 7756.0, +2.0, +5.0
Short 1 7763.0, -2.0
Short 1 7765.0, +8.0
Total YM -4
Total NQ +35.5
Total RTY -4.5
Long 1 RTY 1541.0, 0.0
Long 1 NQ 7704.0, -2.5
Long 2 YM 26808, 26808, -2, -2
Long 1 RTY 1538.2, -1.4
Long 1 RTY 1534.1, -1.0
Long 1 NQ 7667.25, +27.0
Short 1 NQ 7747.0, -2.0
Short 1 RTY 1540.8, -1.4
Short 1 RTY 1542.0, -0.7
Short 2 NQ 7756.0, 7756.0, +2.0, +5.0
Short 1 7763.0, -2.0
Short 1 7765.0, +8.0
Total YM -4
Total NQ +35.5
Total RTY -4.5
Tues Trade Signal Summary
20190924
Short 2 RTY 1564.1, 1565.0, +0.5, +2.1
Short 1 NQ 7890.0, -1.75
Short 1 YM 27055, +26
Long 1 RTY 1556.5, -0.6
Long 2 NQ 7860.75, 7860.75, -2.25, -2.25
Long 3 NQ 7857.75, 7857.75, 7857.75, , +5.0, +10.0, +11.5
Long 1 RTY 1553.4, -0.6
Long 1 RTY 1548.5, -0.3
Long 1 RTY 1546.5, -0.5
Long 1 YM 26945, -4
Total YM +22
Total NQ +20.25
Total RTY +0.6
Short 2 RTY 1564.1, 1565.0, +0.5, +2.1
Short 1 NQ 7890.0, -1.75
Short 1 YM 27055, +26
Long 1 RTY 1556.5, -0.6
Long 2 NQ 7860.75, 7860.75, -2.25, -2.25
Long 3 NQ 7857.75, 7857.75, 7857.75, , +5.0, +10.0, +11.5
Long 1 RTY 1553.4, -0.6
Long 1 RTY 1548.5, -0.3
Long 1 RTY 1546.5, -0.5
Long 1 YM 26945, -4
Total YM +22
Total NQ +20.25
Total RTY +0.6
Mon Trade Signal Summary
20190923
Long 1 NQ 7829.75, -2.25
Long 1 NQ 7815.0, -2.25
Long 2 NQ 7810.0, 7810.0, +4.0, +14.0
Long 1 YM 26837, +22
Short 1 NQ 7838.0, -2.25
Short 2 NQ 7841.0, 7841.75, +3.0, +10.0
Short 1 YM 26920, -7
Total YM +15
Total NQ +24.25
Long 1 NQ 7829.75, -2.25
Long 1 NQ 7815.0, -2.25
Long 2 NQ 7810.0, 7810.0, +4.0, +14.0
Long 1 YM 26837, +22
Short 1 NQ 7838.0, -2.25
Short 2 NQ 7841.0, 7841.75, +3.0, +10.0
Short 1 YM 26920, -7
Total YM +15
Total NQ +24.25
Fri Sep 20 Trade Signal Summary
20190920
Selling 2 NQ 7941.5, 7941.25, +2.0, +6.5
Short 1 YM 27156, -7
Short 2 RTY 1570.0, 1570.2, +1.0, +2.0
Short 2 RTY 1572.0, 1572.6, -0.0, +2.2
Total YM -7
Total NQ +8.5
Total RTY +5.2
Selling 2 NQ 7941.5, 7941.25, +2.0, +6.5
Short 1 YM 27156, -7
Short 2 RTY 1570.0, 1570.2, +1.0, +2.0
Short 2 RTY 1572.0, 1572.6, -0.0, +2.2
Total YM -7
Total NQ +8.5
Total RTY +5.2
Thurs Sep 19 Trade Summary and Journal
20190919
Long 1 NQ 7953.75, -2.25
Short 2 RTY 1578.8, 1578.6, -0.2, -0.0
Short 2 NQ 7965.5, 7965.5, +2.0, -3.0
Short 1 RTY 1581.6, -0.1
Short 1 YM 72744, +20
Short 2 NQ 7070.5, 7070.5, +2.0, +5.5
Short 1 RTY 1582.1, -0.7
Short 2 RTY 1583.1, 1582.9, -0.7, -0.3
Short 2 NQ 7072.0, 7073.25, +2.25, +9.5
PM Trades
Long 2 YM 27133, 27133, +40, +40
Total YM +100
Total NQ +16.0
Total RTY -2.0
Second Frame trading takes a different trade plan than that of the first. Those initial ORB trade sets are put far behind you as the midday rolls on, and patience is required for the complete models to gel. But the most important underlying phenom in switching from First Frame to Second Frame trades is the ubiquitous Rule of Alternation. (When the Elliott Wavers use this rule, they mean something slightly different, but parallel in meaning just the same. And yes, I stole it from them, having once been an ardent--though discouraged--student of the wave theory.)
In general, if the First Frame is volatile, the Midday Frame tends to consolidate, yin yang, and if congested, is usually followed by the arrival of a clearer trend, yang yin. but the Rule of Alt can also apply to just the type of action the market is exhibiting. If conditions are choppy, stutter-step, full of lunges upward only to be followed by shallow grinding pullbacks producing more of the same, the alternate action will eventually take hold in the Second Frame where pricing will be steep, clean, impulsive and decisively holding their ground as the trend accrues real estate on your chart. I also find the same can be said of the Serial Sequent algorithm itself. If the First Frame fails to fulfill and complete the Sequent structures, those same structures reach fruition with striking clarity in the Midday Frame to counter the former action.
Thus, it can be wise, when in the throws of a difficult morning in attempt to meet a daily Trade Plan profit goal, to consider either keeping commitments small, and/or stop-loss risk likewise, or even curtailing trade altogether for the rest of the frame, so as to return with the day's 'powder' well intact for the anticipated change of charting behavior.
Thus it was that I returned to the screen this and the previous day but to take a single trade at a precious fulfillment of an Event Model's fruition, and easily met my daily profit goal in action I was far more easily able to capitalize on.
Long 1 NQ 7953.75, -2.25
Short 2 RTY 1578.8, 1578.6, -0.2, -0.0
Short 2 NQ 7965.5, 7965.5, +2.0, -3.0
Short 1 RTY 1581.6, -0.1
Short 1 YM 72744, +20
Short 2 NQ 7070.5, 7070.5, +2.0, +5.5
Short 1 RTY 1582.1, -0.7
Short 2 RTY 1583.1, 1582.9, -0.7, -0.3
Short 2 NQ 7072.0, 7073.25, +2.25, +9.5
PM Trades
Long 2 YM 27133, 27133, +40, +40
Total YM +100
Total NQ +16.0
Total RTY -2.0
Second Frame trading takes a different trade plan than that of the first. Those initial ORB trade sets are put far behind you as the midday rolls on, and patience is required for the complete models to gel. But the most important underlying phenom in switching from First Frame to Second Frame trades is the ubiquitous Rule of Alternation. (When the Elliott Wavers use this rule, they mean something slightly different, but parallel in meaning just the same. And yes, I stole it from them, having once been an ardent--though discouraged--student of the wave theory.)
In general, if the First Frame is volatile, the Midday Frame tends to consolidate, yin yang, and if congested, is usually followed by the arrival of a clearer trend, yang yin. but the Rule of Alt can also apply to just the type of action the market is exhibiting. If conditions are choppy, stutter-step, full of lunges upward only to be followed by shallow grinding pullbacks producing more of the same, the alternate action will eventually take hold in the Second Frame where pricing will be steep, clean, impulsive and decisively holding their ground as the trend accrues real estate on your chart. I also find the same can be said of the Serial Sequent algorithm itself. If the First Frame fails to fulfill and complete the Sequent structures, those same structures reach fruition with striking clarity in the Midday Frame to counter the former action.
Thus, it can be wise, when in the throws of a difficult morning in attempt to meet a daily Trade Plan profit goal, to consider either keeping commitments small, and/or stop-loss risk likewise, or even curtailing trade altogether for the rest of the frame, so as to return with the day's 'powder' well intact for the anticipated change of charting behavior.
Thus it was that I returned to the screen this and the previous day but to take a single trade at a precious fulfillment of an Event Model's fruition, and easily met my daily profit goal in action I was far more easily able to capitalize on.
Wed Sep 18 Trade Summary and Journal
20190918
Short 1 YM 27071, +30
Short 2 NQ 7892.0, 7892.75, -0.0, +3.0
Short 1 NQ 7892.0, -1.5
Short 1 NQ 7896.0, +5.25
PM Trades, post FOMC:
Long 2 NQ 7827.25, 7827.25, +5.0, +10.0
Total YM +30
Total NQ +21.75
Was once hired to make trade calls in a large subscription chat room. Ii required sitting in front of the screen all day. Glad I no longer have to do that, but the task did give me a lot of FOMC action experience over the years. The truly beautious thing about the Serial Sequent Fractal Algorithm is that it is Anti-Fragile. So many methods fail to withstand the rigors of a multitude of market conditions. In fact, the major of auto-trading by 'the computers' using algorithms demonstrate they are only optimized for certain kinds of action, and have no way of knowing when to switch to another algorithm altogether that may better accommodate an opposing condition. When, for instance, do you actually know that consolidation is finally at hand, and trendiness is over? Is easy to see in arrears in the hourly charts of all session chart bars, but not so easy to know what you face in the First Frame of any given trading day in advance of its arrival. With Serial Sequent, it doesn't matter; nether the periods of consolidation, the impulsive nature of selling pressure or news chased short covering, nor the volatility that follows chart punctuation marks like the FOMC rate decisions. Serial Sequent exposes the underlying DNA of market structure. And nothing exposes structure better than volatility. a good evening to all, and cya manana..
Short 1 YM 27071, +30
Short 2 NQ 7892.0, 7892.75, -0.0, +3.0
Short 1 NQ 7892.0, -1.5
Short 1 NQ 7896.0, +5.25
PM Trades, post FOMC:
Long 2 NQ 7827.25, 7827.25, +5.0, +10.0
Total YM +30
Total NQ +21.75
Was once hired to make trade calls in a large subscription chat room. Ii required sitting in front of the screen all day. Glad I no longer have to do that, but the task did give me a lot of FOMC action experience over the years. The truly beautious thing about the Serial Sequent Fractal Algorithm is that it is Anti-Fragile. So many methods fail to withstand the rigors of a multitude of market conditions. In fact, the major of auto-trading by 'the computers' using algorithms demonstrate they are only optimized for certain kinds of action, and have no way of knowing when to switch to another algorithm altogether that may better accommodate an opposing condition. When, for instance, do you actually know that consolidation is finally at hand, and trendiness is over? Is easy to see in arrears in the hourly charts of all session chart bars, but not so easy to know what you face in the First Frame of any given trading day in advance of its arrival. With Serial Sequent, it doesn't matter; nether the periods of consolidation, the impulsive nature of selling pressure or news chased short covering, nor the volatility that follows chart punctuation marks like the FOMC rate decisions. Serial Sequent exposes the underlying DNA of market structure. And nothing exposes structure better than volatility. a good evening to all, and cya manana..
Tues Sep 17 Trade Signal Summary
20190917
Long 1 RTY 1575.3, +3.0
Long 1 NQ 7881.5, +10.0
Long 1 NQ 7875.0.0, +5.0
Long 1 NQ 7873.5, -2.25
Long 1 NQ 7873.0, -1.0
Long 1 RTY 1574.2, -0.7
Long 1 NQ 7868.5, +5.0
Short 1 YM 77055, -3
Short 1 RTY 1579.6, -1.4
Short 2 RTY 1581.7, 1581.5, +1.4, -0.2
Total NQ +16.75
Total RTY +2.1
Long 1 RTY 1575.3, +3.0
Long 1 NQ 7881.5, +10.0
Long 1 NQ 7875.0.0, +5.0
Long 1 NQ 7873.5, -2.25
Long 1 NQ 7873.0, -1.0
Long 1 RTY 1574.2, -0.7
Long 1 NQ 7868.5, +5.0
Short 1 YM 77055, -3
Short 1 RTY 1579.6, -1.4
Short 2 RTY 1581.7, 1581.5, +1.4, -0.2
Total NQ +16.75
Total RTY +2.1
Mon Sep 16 Trade Signal Summary
20190916
Short 2 NQ 7884.0, 7884.0, +2.0, +10.0
Short 1 RTY 1591.2, +2.0
Short 1 RTY 1592.0, -0.2
Short 1 RTY 1594.5, -0.7
Short 3 RTY 1595.1, 1595.1, 1596.0, -0.0, +2.0, +1.0
Total NQ +12.0
Total RTY +4.3
Short 2 NQ 7884.0, 7884.0, +2.0, +10.0
Short 1 RTY 1591.2, +2.0
Short 1 RTY 1592.0, -0.2
Short 1 RTY 1594.5, -0.7
Short 3 RTY 1595.1, 1595.1, 1596.0, -0.0, +2.0, +1.0
Total NQ +12.0
Total RTY +4.3
Fri Sep 13 Trade Signal Summary
20190912
Long 1 RTY 1589.0, +2.0
Short 1 NQ 7933.5, -2.0
Short 1 NQ 7935.0, -2.25
Short 2 NQ 7936.0, 7936.0, 7936.0, -2.25, -2.25
Long 1 RTY 1585.2, -0.0
Long 2 NQ 7908.00, 7908.00, +5.0, +10.0
Short 1 NQ 7936.25, +9.0
Total RTY +2.0
Total NQ +15.25
Long 1 RTY 1589.0, +2.0
Short 1 NQ 7933.5, -2.0
Short 1 NQ 7935.0, -2.25
Short 2 NQ 7936.0, 7936.0, 7936.0, -2.25, -2.25
Long 1 RTY 1585.2, -0.0
Long 2 NQ 7908.00, 7908.00, +5.0, +10.0
Short 1 NQ 7936.25, +9.0
Total RTY +2.0
Total NQ +15.25
Thur Sep 12 Trade Signal Summary
20190912
Long 1 YM 27147, -7
Long 1 NQ 7923.5, -2.25
Long 1 NQ 7918.0, -2.25
Long 2 NQ 7916.0, 7916.0, +3.0, -3.0
Long 1 RTY 1562.0, +6.0
Short 1 NQ 7931.0, -2.0
Short 2 NQ 7932.0, 7932.0, +2.5, -1.0
Short 1 RTY 1572.1, +1.3
Long 1 RTY 1574.3, +2.0
Long 1 RTY 1572.4, +3.0
Total YM -7
Total NQ -5.0
Total RTY +12.3
Long 1 YM 27147, -7
Long 1 NQ 7923.5, -2.25
Long 1 NQ 7918.0, -2.25
Long 2 NQ 7916.0, 7916.0, +3.0, -3.0
Long 1 RTY 1562.0, +6.0
Short 1 NQ 7931.0, -2.0
Short 2 NQ 7932.0, 7932.0, +2.5, -1.0
Short 1 RTY 1572.1, +1.3
Long 1 RTY 1574.3, +2.0
Long 1 RTY 1572.4, +3.0
Total YM -7
Total NQ -5.0
Total RTY +12.3
Wed Sep 11 Trade Signal Summary
20190911
Short 1 NQ 7832.25, -2.5
Short 1 NQ 7839.0, -2.25
Short 2 NQ 7847.0, 7847.0, +11.0, +9.75
Short 1 YM 26980, -8
Short 1 NQ 7843.5, -2.0
Short 1 NQ 7853.5, -2.25
Long 1 YM 26917, +33
Short 1 RTY 1559.4, -0.7
Long 1 NQ 7856.5, +5.0
Total YM +25
Total NQ +17.0
Total RTY -0.7
Short 1 NQ 7832.25, -2.5
Short 1 NQ 7839.0, -2.25
Short 2 NQ 7847.0, 7847.0, +11.0, +9.75
Short 1 YM 26980, -8
Short 1 NQ 7843.5, -2.0
Short 1 NQ 7853.5, -2.25
Long 1 YM 26917, +33
Short 1 RTY 1559.4, -0.7
Long 1 NQ 7856.5, +5.0
Total YM +25
Total NQ +17.0
Total RTY -0.7
Tues Sep 10 Trade Signal Summary
20190910
Short 1 RTY 1518.3, +3.0
Long 1 NQ 7760.0, -2.25
Long 1 NQ 7752.5, +9.5
Short 1 RTY 1521.0, -0.0
Short 1 RTY 1527.8, +2.0
Short 1 NQ 7784.0, +5.0
Total NQ +12.25
Total RTY +5.0
Short 1 RTY 1518.3, +3.0
Long 1 NQ 7760.0, -2.25
Long 1 NQ 7752.5, +9.5
Short 1 RTY 1521.0, -0.0
Short 1 RTY 1527.8, +2.0
Short 1 NQ 7784.0, +5.0
Total NQ +12.25
Total RTY +5.0
Mon Sep 9 Trade Signal Summary
20190909
Long 2 RTY 1507.0, 1507.0, +1.6, +2.5
Long 1 NQ 7851.0, +9.0
Short 1 RTY 1511.8, -0.7
Short 2 YM 26905, 26095, +12, +15
Total YM +27
Total NQ +9.0
Total RTY +3.4
Long 2 RTY 1507.0, 1507.0, +1.6, +2.5
Long 1 NQ 7851.0, +9.0
Short 1 RTY 1511.8, -0.7
Short 2 YM 26905, 26095, +12, +15
Total YM +27
Total NQ +9.0
Total RTY +3.4
Fri Sep 6 Trade Summary & Journal
20190906
Long 1 YM 26739, -1
Short 1 NQ 7850, +3.0
Short 1 NQ 7852.25, -2.0
Short 1 NQ 7857.0, -2.25
Short 1 NQ 7858.5, -2.25
Short 2 NQ 7864.0, 7864.5, -2.25, -2.25
Short 2 NQ 7865.25, 7865.25, +5.5, +5.5
Long 1 NQ 7855.0, -2.0
Short 2 NQ 7860.5, 7860.25, +2.5, -1.0
Short 2 RTY 1516.5, 1516.4, -0.5, +0.7
Short 1 NQ 7870.0, -2.25
Short 1 RTY 1517.6, -0.7
Short 1 YM 26821, +21
Total YM +20
Total NQ +0.25
Total RTY -0.5
Several prominent mistakes in trading the 1st Frame today. The first was simply not being back in time from an errand to be in front of the screen for the Open. You can't claim to trade the ORB Trades in your plan if you're not in front of the screen to take them. And today's 3Bar and Matched Highs Combo in the RTY was simply too juicy to miss for a first trade. But the second error was far more subtle, and, in fact, I seldom ever seem to make a profit when this condition appears: Two of the key contracts reach entry signals at about the same time, but in the opposite directions. We call this condition a Screwball. And in it, you tend to get taken in by the first direction of the breaking ball, only to see it break back in the opposite direction. ..and today's was even more subtle. I actually had the first call right with a long YM trade, which pushed its signal to re buy if a break-even stop-loss was taken while going lower. But by then, I was in the NQ on a short signal, and missed the 2nd entry long signal for the YM altogether. ...usually, the NQ is the better leader... but not today... After that, trade signals were scant, and trends flattened out in anticipation of the Fed Chair Speech due midday. About the best I can say for the day is that I didn't reach a 2nd day in a row of hitting the maximum daily loss limit. That condition has a behavior governor that puts me in the penalty box of Sim-only trades on the third day thereafter.. ...so Monday is a fresh start... and a good weekend to all...
Long 1 YM 26739, -1
Short 1 NQ 7850, +3.0
Short 1 NQ 7852.25, -2.0
Short 1 NQ 7857.0, -2.25
Short 1 NQ 7858.5, -2.25
Short 2 NQ 7864.0, 7864.5, -2.25, -2.25
Short 2 NQ 7865.25, 7865.25, +5.5, +5.5
Long 1 NQ 7855.0, -2.0
Short 2 NQ 7860.5, 7860.25, +2.5, -1.0
Short 2 RTY 1516.5, 1516.4, -0.5, +0.7
Short 1 NQ 7870.0, -2.25
Short 1 RTY 1517.6, -0.7
Short 1 YM 26821, +21
Total YM +20
Total NQ +0.25
Total RTY -0.5
Several prominent mistakes in trading the 1st Frame today. The first was simply not being back in time from an errand to be in front of the screen for the Open. You can't claim to trade the ORB Trades in your plan if you're not in front of the screen to take them. And today's 3Bar and Matched Highs Combo in the RTY was simply too juicy to miss for a first trade. But the second error was far more subtle, and, in fact, I seldom ever seem to make a profit when this condition appears: Two of the key contracts reach entry signals at about the same time, but in the opposite directions. We call this condition a Screwball. And in it, you tend to get taken in by the first direction of the breaking ball, only to see it break back in the opposite direction. ..and today's was even more subtle. I actually had the first call right with a long YM trade, which pushed its signal to re buy if a break-even stop-loss was taken while going lower. But by then, I was in the NQ on a short signal, and missed the 2nd entry long signal for the YM altogether. ...usually, the NQ is the better leader... but not today... After that, trade signals were scant, and trends flattened out in anticipation of the Fed Chair Speech due midday. About the best I can say for the day is that I didn't reach a 2nd day in a row of hitting the maximum daily loss limit. That condition has a behavior governor that puts me in the penalty box of Sim-only trades on the third day thereafter.. ...so Monday is a fresh start... and a good weekend to all...
Thur Sep 5 Trade Signals & Journal
20190905
Short 1 RTY 1513.02, -0.5
Short 2 YM 26709, 26712, -0, -4
Short 1 YM 26770, -13
Short 3 NQ 7844.0, 7845.0, 7844.5, +3., -3.25, -2.5
Short 3 RTY 1504.5, 1504.4, 1505.3, -1.5, -1.5, -1.4
Short 1 RTY 1508.0, -1.5
Short 2 RTY 1509.5, 1510.1, -0.0, +0.4
Short 3 RTY 1512.3, 1512.3, 1512.3, -0.4, -0.4, -0.4
Short 2 RTY 1512.9, 1512.9, -1.4, -1.4
Short 4 RTY 1513.7, 1513.7, 1513.7, 1513.7, -0.4, -0.4, -0.4, -0.4
Short 2 YM 26810, 26810, -7, -7
Short 2 NQ 7872.0, 7872.0, -2.25, -2.25
Short 1 NQ 7886.0. +16.0
Short 2 RTY 1518.7 1518.6 -0.7, -0.7
Short 1 YM 26840, +50
Short 2 RTY 1523.5, 1523.6, -0.7, -0.7
Long 1 NQ 7862.25, -2.25
Long 2 NQ 7859.0, 7859.0, +3.0, -1.25
Long 2 RTY 1513.9, 1513.5, -1.4, +1.0
Long 2 RTY 1512.0, 1512.6, -0.1, +1.0
Long 2 RTY 1511.8, 1511.8, +1.2, -0.5
Total YM +19
Total NQ +8.25
Total RTY -13.2
Straight vertical markets are always the most challenging... and by the time the YM and NQ were finally putting in huge Second Series climaxes, I had already accumulated my maximum allowable losses fading the come-lately, me-too RTY. As for buying the pullback, it's not often the Last Chance Texaco's in-trend entries come also as the First Chance successful buy opportunities... but did so well after the 1st frame of the day was over, and I had close up the registry before more damage could be done... ...but that's what maximum allowed loss limits are in a Trade Plan. They are Behavior Stops. ...and tomorrow is always another day...
Short 1 RTY 1513.02, -0.5
Short 2 YM 26709, 26712, -0, -4
Short 1 YM 26770, -13
Short 3 NQ 7844.0, 7845.0, 7844.5, +3., -3.25, -2.5
Short 3 RTY 1504.5, 1504.4, 1505.3, -1.5, -1.5, -1.4
Short 1 RTY 1508.0, -1.5
Short 2 RTY 1509.5, 1510.1, -0.0, +0.4
Short 3 RTY 1512.3, 1512.3, 1512.3, -0.4, -0.4, -0.4
Short 2 RTY 1512.9, 1512.9, -1.4, -1.4
Short 4 RTY 1513.7, 1513.7, 1513.7, 1513.7, -0.4, -0.4, -0.4, -0.4
Short 2 YM 26810, 26810, -7, -7
Short 2 NQ 7872.0, 7872.0, -2.25, -2.25
Short 1 NQ 7886.0. +16.0
Short 2 RTY 1518.7 1518.6 -0.7, -0.7
Short 1 YM 26840, +50
Short 2 RTY 1523.5, 1523.6, -0.7, -0.7
Long 1 NQ 7862.25, -2.25
Long 2 NQ 7859.0, 7859.0, +3.0, -1.25
Long 2 RTY 1513.9, 1513.5, -1.4, +1.0
Long 2 RTY 1512.0, 1512.6, -0.1, +1.0
Long 2 RTY 1511.8, 1511.8, +1.2, -0.5
Total YM +19
Total NQ +8.25
Total RTY -13.2
Straight vertical markets are always the most challenging... and by the time the YM and NQ were finally putting in huge Second Series climaxes, I had already accumulated my maximum allowable losses fading the come-lately, me-too RTY. As for buying the pullback, it's not often the Last Chance Texaco's in-trend entries come also as the First Chance successful buy opportunities... but did so well after the 1st frame of the day was over, and I had close up the registry before more damage could be done... ...but that's what maximum allowed loss limits are in a Trade Plan. They are Behavior Stops. ...and tomorrow is always another day...
Tues Sep 2 Trade Signal Summary
20190903
Long 1 NQ 7650.0, +10.75
Long 1 NQ 7644.75, +10.00
Short 1 YM 26194, +20
Long 1 NQ 7605.0, +10.0
Total YM +20
Total NQ +30.75
Long 1 NQ 7650.0, +10.75
Long 1 NQ 7644.75, +10.00
Short 1 YM 26194, +20
Long 1 NQ 7605.0, +10.0
Total YM +20
Total NQ +30.75
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