mnGapAutotrader Live Trading Results January 2011
admin | January 11th, 2011 - 9:03 amThis post will be updated regularly with the trading results achieved in January 2011 by our mnGapAutotrader, which automatically fades the opening gap.
The results have been obtained from live trades trading three contracts (3 lots) with S&P index futures (ES), Dow futures (YM), Nasdaq futures (NQ) and Crude Oil (CL). Our conservative trading strategy was used for all trades.
All results show profits and losses (in $USD) after commission and slippages – they are true achieved P&L figures.
| Date | ES | YM | NQ | CL | Comments | 20 Jan | 433 | 283 | 85 | -470 |
| 19 Jan | -187 | 65 | No Trade | 110 | |
| 18 Jan | -177 | 65 | 115 | 286 | |
| 17 Jan | No Trade | No Trade | No Trade | No Trade | Bank Holiday |
| 14 Jan | -27 | 135 | No Trade | -320 | |
| 13 Jan | 25 | 10 | No Trade | 30 | |
| 12 Jan | -150 | -150 | 155 | -190 | |
| 11 Jan | 73 | -27 | 38 | -354 | |
| 10 Jan | -252 | -210 | -75 | -325 | |
| Totals | -262 | 171 | 318 | -1233 |
Please note
“No Trade” indicates that the trader did not take a trade as the gap size was too small and would have yielded an unfavourable risk/reward ratio.
Tags: automated trading system, fade opening gap, live trading results, mnGapAutotrader, Opening gap strategy
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