10-25-2011 / Win / Short / Max 5 tick required / 6 - 47 tick potential
10-26-2011 / Win / Short / Max 15 tick required / 14 - 53 tick potential
10-27-2011 / Loss / Long / Max 17 tick required / Exit Immediate Rule (cost -2) / -2 to -17 cost / Rule saved a 15 tick loss
10-28-2011 / Win / Long / Max 7 tick required / 10-20 tick potential
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10-31-2011 / Loss / Long / Max 12 tick required / out at max / -2 to -12 cost
11-01-2011 / Loss / Short / Max 20 tick required / Exit Immediate Rule (cost -2) / -2 to -20 cost / Rule saved 18 tick loss
11-02-2011 / Loss / Long / Max 30 tick required / Exit Immediate Rule (cost -2) / -2 to 30 cost / Rule saved 28 tick loss
* at the orriginal time of looking at it I though immediate scalp - but looking back over it the fact that EOTTA was coming off the strength it actually fell under my Exit Immediate Rule and therefore a scalp Win is now -2 Loss.
11-03-2011 / Win / Short / Max 11 ticks required / 25 to 103 tick potential
11-04-2011 / Loss / Short / Max 18 ticks required / Exit Immediate Rule (cost-2) / -2 to -18 cost / this one saved a 16tick loss
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11-07-2011 / Win / Short / Max 12 ticks required / 18 to 57 tick potential
11-08-2011 / BE+1 / Long / Max 23 ticks required / 4 to 20 tick potential
11-09-2011 / Win / Short / Max 18 ticks required / 15 to 39 tick potential
11-10-2011 / Win / Short / Max 30 ticks required / 20 to 34 tick potential
11-11-2011 / Loss / Long / Max 14 ticks required / Exit Immediate Rule (cost-2) / 22 to 42 potential - This was a valid Hijack to new highs and the rule cost us this time.
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11-14-2011 / Loss / Short / Max 17 ticks required / Exit Immediate Rule (cost -2) / -2 to -17 cost / this one saved 15 tick cost
11-15-2011 / Win / Short / Max 2 ticks required / 8 to 27 tick potential
11-16-2011 / Win / Long / Max 15 ticks required / 13 to 32 tick potential
11-17-2011 / Win / Long / Max 20 ticks required / 9 to 27 tick potential
11-18-2011 / Win / Long / Max 15 ticks required / 7 to 27 tick potential
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11-21-2011 / Win / Short / Max 3 ticks required / 12 to 31 tick potential
11-22-2011 / Win / Long / Max 12 ticks required / 5 to 26 tick potential
11-23-2011 / Loss / Short / Max 7 ticks required / Exit Immediate Rule (cost -2) / 8 to 47 potential - Rule cost 19 ticks with first EOTID
11-25-2011 / Loss / Short / Max 17 ticks required / - 17 cost
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11-28-2011 / Loss / Long / Max 30 ticks required / Exit Immediate Rule (cost -2) / 12 to 45 potential - Rule cost 12 ticks w/first EOTID
11-29-2011 / Win / Long / Max 19 ticks required / 12 to 27 potential
11-30-2011 / BE +1 / Short / Max 30 ticks required / First counter - chop (BE+1) / 1 to 4 potential as trend too strong (worst case -10 on EOTID failure)
12-01-2011 / Loss / Short / Max 20 ticks required / Exit Immediate Rule (cost - 2) / 2 to 6 potential - Rule cost 4 ticks w/EOTID confirm
12-02-2011 / Win / Long / Max 10 ticks required / 6 to 18 potential
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12-05-2011 / Win / Short / Max 2 ticks required / 8 to 17 potential
12-06-2011 / Win / Short / Max 6 ticks required / 6 to 26 potential
12-07-2011 / Loss / Short / Max 15 ticks required / Exit Immediate Rule (cost - 2) / -2 to -15 / Rule saved 13 ticks
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31 Trades / 17 Wins, 2BE + 1, 12 Losses / Max Average required 16 ticks (472 % 31) - 30 ticks allows for current market volatility / Exit Immediate Rule (-2 cost x 10 trades) saved in losses 105 ticks and cost in potential 34 - 185 ticks (109.5 average ticks) - which means that if you take the scenario that you will be hit at full for all the trades that would have gone against you and take the least potential that you would earn on the trades that succeeded the rule stands to save you more then you could make up on the trend days.To be re-evaluated in forward testing.
Total Wins Potential 252 - 771 ticks on 17 winners + 2 BE + 1
After stops (-64 ticks)
Minimum account 188 ticks (@ $5 = $940) - 31 (x $5 = $155) roundtrip commissions
Maximum potential of 707 ticks (@ $5 = $3535) - 31 (x $5 = $155) roundtrip commissions
Average potential of 447 ticks (@ $5 =$2235) - 31 (x $5 = $155) roundtrip commissions
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