InvestorsHub Logo

Join the InvestorsHub Community

Register for free to join our community of investors and share your ideas. You will also get access to streaming quotes, interactive charts, trades, portfolio, live options flow and more tools.

Live Updating
profile icon
john wayne Free
12/05/08 11:20 PM
profile icon
Rawnoc Deceased
11/26/08 3:42 PM
profile icon
PCola77 Free
11/26/08 3:40 PM
profile icon
Rawnoc Deceased
11/26/08 3:35 PM
profile icon
john wayne Free
11/15/08 10:52 PM
profile icon
PCola77 Free
11/15/08 8:15 PM
profile icon
john wayne Free
11/15/08 6:38 PM
profile icon
PCola77 Free
11/15/08 5:58 PM
profile icon
john wayne Free
11/15/08 12:53 AM
profile icon
PCola77 Free
11/07/08 9:24 AM
profile icon
PCola77 Free
11/04/08 9:38 AM
profile icon
PCola77 Free
11/04/08 9:23 AM
profile icon
PCola77 Free
11/03/08 8:30 AM
profile icon
PCola77 Free
11/03/08 8:30 AM
profile icon
PCola77 Free
10/28/08 8:45 AM
profile icon
TEX Free
10/25/08 11:19 AM
profile icon
TEX Free
10/25/08 11:03 AM
profile icon
PCola77 Free
10/25/08 8:53 AM
profile icon
TEX Free
10/25/08 12:32 AM
profile icon
PCola77 Free
10/24/08 12:33 PM
profile icon
PCola77 Free
10/20/08 1:17 AM
profile icon
PCola77 Free
08/18/08 9:56 AM
profile icon
itrytowin Free
08/11/08 3:59 PM
profile icon
PCola77 Free
08/11/08 2:54 PM
profile icon
PCola77 Free
08/11/08 2:51 PM
profile icon
itrytowin Free
08/10/08 1:35 PM
profile icon
PCola77 Free
08/05/08 9:22 AM
profile icon
PCola77 Free
07/24/08 9:22 AM
profile icon
PCola77 Free
07/08/08 10:36 AM
profile icon
PCola77 Free
07/08/08 9:15 AM
profile icon
PCola77 Free
07/02/08 9:51 AM
profile icon
PCola77 Free
07/01/08 9:31 AM
profile icon
thetraveler Free
06/25/08 8:28 PM
profile icon
PCola77 Free
06/25/08 11:04 AM
profile icon
PCola77 Free
06/24/08 9:24 AM
profile icon
PCola77 Free
06/13/08 3:56 PM
profile icon
PCola77 Free
06/13/08 9:19 AM
profile icon
PCola77 Free
06/03/08 11:31 PM
profile icon
thetraveler Free
06/03/08 10:06 PM
profile icon
PCola77 Free
05/20/08 7:27 PM
profile icon
thetraveler Free
05/20/08 10:55 AM
profile icon
thetraveler Free
05/19/08 1:21 PM
profile icon
PCola77 Free
05/19/08 12:45 PM
profile icon
thetraveler Free
05/19/08 11:23 AM
profile icon
PCola77 Free
05/06/08 4:06 PM
profile icon
PCola77 Free
05/06/08 3:13 PM
profile icon
thetraveler Free
04/29/08 2:26 PM
profile icon
PCola77 Free
04/29/08 9:43 AM
profile icon
PCola77 Free
04/29/08 9:16 AM

PCola77's Algorithm Trading Board RSS Feed

Followers
9
Posters
14
Posts (Today)
0
Posts (Total)
282
Created
11/14/07
Type
Free
Moderators
This board was created to follow the performance of algorithms that I have already, and will in the future develop. Description and backtesting results for Algorithm 1: #msg-26507894 Okay, now that the historical data seems to make sense, here's where I'll track actual trading (well, mostly. If I miss something for one reason or another, I'll probably still post it here to keep track of it, but will try to keep up with it enough to not have that as a potential issue). Each instance will be lessened by $10 for commission. My goal is to turn $3,000 into $100,000 over the next few years. It would take about 75 consecutive 5% gaining trades to get there, under my crude "98%" rule as described in the "Ending Balance" description above (and it's about 72 trades just using 1.05^72, so it doesn't make a huge difference). There have been 15 "buy signals" since the beginning of September, of which I would have purchased 11. A rough estimate, assuming similar prevalence and performance, would suggest that this is possible in 18 months. For the record, no, I don't think I can actually pull it off, but let's see how it goes... Beginning Balance: $3,000 12/18/07 bought 265 shares MCGC @ 11.25 #msg-25378188 12/18/07 sold 265 shares MCGC @ 11.82 $ Profit: $141.05 % Profit: 4.7% Ending Balance: $3,140.05 Overall G/L $: $141.05 Overall G/L %: 4.7% 12/19/07 Bought 120 shares NCS @ 25.55 #msg-25411362 #msg-25416555 12/21/07 Sold 120 shares NCS @ 26.92 #msg-25482643 $ Profit: $154.40 % Profit: 5.0% Ending Balance: $3,294.45 Overall G/L $: $294.45 Overall G/L %: 9.82% 12/19/07 Did Not buy VC @ open of $4.23 #msg-25411362 12/21/07 VC hits 5% from Wednesday's open. #msg-25489675 No change to dollar amount since I didn't buy. Note: #msg-25672360 1/2/08 Bought 165 shares WCC @39.60 #msg-25657579 #msg-25672157 1/8/08 Sold 165 shares WCC @ $35.64 #msg-25837116 $ Loss: $663.40 % Loss: -10.2% of purchase, 20.1% of balance. Ending Balance: $2,631.05 Overall G/L $: -$368.95 Overall G/L %: -12.3% 1/10/08 Did Not buy SBGI @ open of $4.46 1/16/08 Would have sold SBGI @ close for $4.66 for about 2%. #msg-26061780 No change to dollar amount since I didn't buy. 1/22/08 Bought 500 shares DBRN @ $10.13 #msg-26147491 #msg-26175425 1/22/08 Sold 500 shares DBRN @ $10.65 #msg-26175425 $ Profit: $250.00 % Profit: 4.9% Ending Balance: $2,881.05 Overall G/L $: -$118.95 Overall G/L %: -4.0% 1/25/08 Did Not buy CWTR @ open of $4.74 1/28/08 Would have sold CWTR @ $4.98 for 5%. #msg-26345935 No change to dollar amount since I didn't buy. 1/29/08 Bought 210 shares RJF @ $27.23 #msg-26350129 #msg-26351534 #msg-26371171 2/1/08 Sold 210 shares RJF @ $28.60 #msg-26463252 $ Profit: $277.70 % Profit: 4.9% Ending Balance: $3,158.75 Overall G/L $: $158.75 Overall G/L %: 5.3% 1/29/08 Did Not buy MW @ open of $23.73 #msg-26350129 1/31/08 Would have sold MW @ $24.92 for 5%. #msg-26439124 No change to dollar amount since I didn't buy. 2/8/08 Bought 172 shares MWIV @ $36.72 #msg-26650646 #msg-26654043 2/14/08 Sold 172 shares MWIV @ $35.97 #msg-26832877 $ Profit: -$139.00 % Profit: -2.2% Ending Balance: $3,019.75 Overall G/L $: $19.75 Overall G/L %: 0.7% 2/14/08 Did Not buy PNSN @ open of $10.77 due to holding of MWIV #msg-26813726 #msg-26820397 2/15/08 Bought 550 shares PNSN @ $10.50 #msg-26885646 2/19/08 Sold 550 shares PNSN @ $11.04 #msg-26926257 $ Profit: $287.00 % Profit: 5.0% Ending Balance: $3,306.75 Overall G/L $: $306.75 Overall G/L %: 10.2% 2/15/08 Did Not buy KNL @ open of $13.60 due to holding of PNSN #msg-26848753 2/22/08 Would have sold KNL at close of $13.43 for a loss of 1.25% #msg-27081760 No change to dollar amount since I didn't buy. 2/19/08 Did Not buy ONNN @ open of $5.90 due to holding of PNSN #msg-26919792 2/21/08 Would have sold ONNN @ $6.20 for 5%. #msg-26992190 No change to dollar amount since I didn't buy. 2/21/08 Bought 125 shares ZION @ $51.70 #msg-26990881 2/22/08 Sold 125 shares ZION @ $49.40 #msg-27026861 $ Profit: -$307.50 % Profit: -4.8% Ending Balance: $2,999.25 Overall G/L $: -$0.75 Overall G/L %: -0.0% 2/27/08 Would have sold 125 shares ZION @ close of $52.92 for a gain of 2.4% #msg-27175250 2/26/08 Bought 85 shares EQIX @ $69.15 #msg-27116336 #msg-27117864 2/28/08 Sold 85 shares EQIX @ $72.61 #msg-27209501 $ Profit: $284.10 % Profit: 4.8% Ending Balance: $3,283.35 Overall G/L $: $283.35 Overall G/L %: 9.4% 3/3/08 Bought 275 shares NFP @ $23.84 #msg-27281111 #msg-27289701 3/7/08 Sold 275 shares NFP @ $23.62 #msg-27448893 $ Loss $70.50 % Loss 1.1% Endign Balance: $3,212.85 Overall G/L $: $212.85 Overall G/L %: 7.1% 3/4/08 Did Not buy NIHD @ open of $39.90 due to holding of NFP #msg-27323132 3/10/08 Would have sold NIHD @ close of $34.40 for a loss of 13.8% #msg-27508070 3/4/08 Did Not buy STMP @ open of $8.84 due to holding of NFP #msg-27323132 3/5/08 Would have sold STMP @ $9.29 for 5%. #msg-27366284 No change to dollar amount since I didn't buy. 3/5/08 Did Not buy LTM @ open of $29.99 due to holding of NFP #msg-27357960 Note: This one gapped up over 4%, so I would not have bought it even if I was not holding something else. But to be fair, I am including it at that high price anyway, since I didn't specify that in my post. 3/11/08 Would have sold LTM @ close of $28.45 for a loss of 5.1% #msg-27542449 3/5/08 Did Not buy ICTG @ open of $8.79 due to holding of NFP #msg-27357960 3/11/08 Would have sold ICTG @ close of $8.86 for a gain of 0.8% #msg-27542449 3/10/08 Bought 800 shares ABK @ $7.98 #msg-27486426 #msg-27494458 3/10/08 Sold 800 shares ABK @ $8.33 #msg-27495859 $ Profit: $270.00 % Profit: 4.8% Ending Balance: $3,482.85 Overall G/L $: $482.85 Overall G/L %: 16.1% 3/12/08 Bought 400 shares FTEK @ $17.10 #msg-27556580 #msg-27557307 3/18/08 Sold 400 shares FTEK @ $17.96 #msg-27733092 $ Profit: $334.00 % Profit: 4.9% Ending Balance: $3,816.85 Overall G/L $: $816.85 Overall G/L %: 27.2% 3/12/08 Did Not buy GVA @ open of $30.15 due to holding of FTEK #msg-27556580 3/14/08 Would have sold GVA @ 31.66 for 5%. #msg-27736553 No change to dollar amount since I didn't buy. 3/14/08 Did Not buy LVLT @ $1.86 due to holding of FTEK #msg-27631801 #msg-27632435 3/18/08 Would have sold LVLT @ $1.96 for 5%. #msg-27745570 No change to dollar amount since I didn't buy. 3/14/08 Did Not buy CHV @ $42.50 due to holding of FTEK #msg-27631801 #msg-27635199 3/20/08 Would have sold ICVH @ close of $41.97 for a loss of 1.25% #msg-27863944 3/18/08 Did Not buy DXCM @ $4.39 due to holding of FTEK #msg-27726894 3/18/08 Did Not buy SBKC @ $7.00 due to holding of FTEK #msg-27726894 3/19/08 Would have sold SBKC @ $7.35 for 5%. #msg-27762436 No change to dollar amount since I didn't buy. 3/24/08 Bought 1950 shares IDT @ $3.84 #msg-27859662 #msg-27860923 3/24/08 Sold 1950 shares IDT @ $4.04 #msg-27862662 $ Profit: $380.00 % Profit: 5.1% Ending Balance: $4,196.85 Overall G/L $: $1,196.85 Overall G/L %: 39.9% 3/24/08 Did Not buy OMRI @ $12.59 #msg-27859662 3/24/08 Would have sold OMRI @ $13.21 for 5%. #msg-27863828 No change to dollar amount since I didn't buy. 3/27/08 Bought 2400 shares NEXC @ $3.40 #msg-27961609 3/27/08 Sold 2400 shares NEXC @ $3.57 #msg-27971269 $ Profit: $408.00 % Profit: 5.0% Ending Balance: $4,604.85 Overall G/L $: $1,604.85 Overall G/L %: 53.5% 3/31/08 Bought 110 shares CKH @ $82.75 #msg-28056198 #msg-28057465 4/4/08 Sold 110 shares CKH @ $85.19 #msg-28292145 $ Profit: $258.40 % Profit: 2.8% Ending Balance: $4863.25 Overall G/L $: $1,863.25 Overall G/L %: 62.1% 4/3/08 Did Not buy MTG @ $11.64 #msg-28160024 #msg-28161873 4/4/08 Would have sold MTG @ $10.77 for a loss of 7.5% #msg-28873841 No change to dollar amount since I didn't buy. 4/8/08 Bought 750 shares SCS @ $11.35 #msg-28294923 4/14/08 Sold 750 shares SCS @ $10.65 (+$0.15 dividend) #msg-28482822 $ Loss: $425.50 % Loss: 5.0% Ending Balance: $4,437.75 Overall G/L $: $1,437.75 Overall G/L %: 47.9% Overall "Actual" Tally since 12/18/07 (Includes only those purchased): Buy Signals: 16 5% Gainers: 10 G/L of other 4: -20.5% Total G/L: 47.9% Overall "Paper Trading" Tally since 12/18/07 (Assuming I didn't miss any, and put an equal amount in each): Buy Signals: 32 5% Gainers: 19 G/L of other 11: -36.4% Total G/L: 58.6%
Board Info
Posts Today
0
Posts (Total)
282
Posters
14
Moderators
New Post