mnGapAutotrader Live Trading Results June 2010

admin | June 22nd, 2010 - 11:00 am

This post will be updated regularly with the trading results achieved in June 2010 by our mnGapAutotrader, which automatically trades 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) and Nasdaq futures (NQ). 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
30 June -137 -122 No Trade
29 June -337 -195 -384
28 June No Trade No Trade No Trade
25 June 163 No Trade No Trade
24 June -112 -62 33
23 June No Trade 103 No Trade
22 June No Trade No Trade -132
21 June 828 23 -22
18 June No Trade No Trade No Trade
17 June 188 148 178
16 June 338 323 208
Totals 926 218 -119

Please note

We only released mnGapAutotrader for sale again during week commencing 14th June, hence the incomplete trading results for June.

“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.

3 Responses to “mnGapAutotrader Live Trading Results June 2010”

  1. Jim Haas says:

    We would like to know what the stop loss % you use and could you address the drawdowns experience you have. Can you go back further in 2010 with your trades

  2. Jim Haas says:

    What determines a day that trades are not made. I currently have TradeStation as my platform. How does ninja trader get my trades over to trade station. Would just like a little more information on your parameters. Thanks
    Jim Haas

  3. admin says:

    Hello Jim, thanks for your enquiry.

    There are various types of stop loss within the autotrader that the user can select. The native stoploss is dependent on price action. You can also select a trailing stop, define your own stop in tics or have the autotrader automatically calculate 50% of the gap size and set that as a stop (in version 1.10, which is currently in beta).

    The drawdowns are shown as negative trading results in our live published trading results.

    There are more than 80 live trades published from late 2009 on this page. Please note, however that those trades were made with an older version of the autotrader.

    There have been many new enhancements, mostly involving control of the stop loss, which have been suggested by our users, in later versions.

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