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Tuesday, May 23, 2017

/ES Bot

5/23/2017 Sell Stop TakeProfit
5/24/2017 2412.5 2419.5 2385.5
Buy  Stop Take Profit
2381.25 2374.25 2399.25

WTI : New Entry (#5)

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
5/23/2017 10:36 SINGLE SELL -1 TO OPEN /CLU7 1/1000 SEP 17 /LOU7 37.5 PUT 0.1 0.1 LMT

Monday, May 22, 2017

/ES Bot

5/22/2017 Sell Stop TakeProfit
5/23/2017 2409 2416 2382
Buy  Stop Take Profit
2376.25 2369.25 2394.25

/ES Debit Put Spread

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
5/22/2017 13:34 VERTICAL BUY 1 TO OPEN /ESM7 1/50 JUN 17 (Wk1) /EW1M7 2380 PUT 8.75 2 LMT
SELL -1 TO OPEN /ESM7 1/50 JUN 17 (Wk1) /EW1M7 2370 PUT 6.75 DEBIT

/ES DayTrading Algo

The algo is based on volume action  of the previous day, ATR and random approximation of short term price action. Open position if any has to be closed at the end of the trading session.



5/22/2017
Sell Stop TakeProfit
2397 2404 2369
Buy  Stop Take Profit
2363.25 2356.25 2381.25

Friday, May 19, 2017

+$210 Gold to Platinum #15

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
308.8
5/19/2017 10:15 FUTURE SELL -2 TO CLOSE /PLN7 17-Jul FUTURE 941.9 941.9 MKT
5/19/2017 10:15 FUTURE BUY 1 TO CLOSE /GCM7 17-Jun FUTURE 1250.7 1250.7 MKT

Thursday, May 18, 2017

Silver: Roll em down Roll em out (+$20)

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
5/18/2017 11:24 VERTICAL SELL -1 TO OPEN SLV 19-Jan-18 17 PUT 1.79 1.75 LMT
BUY 1 TO OPEN SLV 19-Jan-18 11 PUT 0.04 CREDIT
5/18/2017 11:21 VERTICAL BUY 1 TO CLOSE SLV 20-Oct-17 17.5 PUT 2 1.54 LMT
SELL -1 TO CLOSE SLV 20-Oct-17 15 PUT 0.46 DEBIT

Wednesday, May 17, 2017

Gold to Platinum (#15)

Contra to  Trump-Comey trade

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
311.1
5/17/2017 10:56 FUTURE BUY 2 TO OPEN /PLN7 17-Jul FUTURE 947.8 947.8 MKT
5/17/2017 10:56 FUTURE SELL -1 TO OPEN /GCM7 17-Jun FUTURE 1258.9 1258.9 MKT


Tuesday, May 9, 2017

Silver: Defensive Roll -$63

This roll provided   $27 of theta premium on top of the initial  $53.   -$63 loss will be repaired by delta when price will go up.

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
5/9/2017 15:40 VERTICAL SELL -1 TO OPEN SLV 20-Oct-17 16.5 PUT 1.56 1.45 LMT
BUY 1 TO OPEN SLV 20-Oct-17 12.5 PUT 0.11 CREDIT
5/9/2017 15:38 VERTICAL BUY 1 TO CLOSE SLV 21-Jul-17 16.5 PUT 1.35 1.13 LMT
SELL -1 TO CLOSE SLV 21-Jul-17 14.5 PUT 0.22 DEBIT

Silver: New Entry (#21)

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
5/9/2017 14:44 VERTICAL SELL -1 TO OPEN SLV 18-Aug-17 15.5 PUT 0.75 0.62 LMT
BUY 1 TO OPEN SLV 18-Aug-17 13.5 PUT 0.13 CREDIT

Friday, May 5, 2017

Silver : New Entry (#20) & Rolls -$220

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
5/5/2017 15:34 VERTICAL SELL -1 TO OPEN SLV 29-Dec-17 17 PUT 2.01 1.95 LMT
BUY 1 TO OPEN SLV 29-Dec-17 10 PUT 0.06 CREDIT
5/5/2017 15:25 VERTICAL BUY 1 TO CLOSE SLV 21-Jul-17 17 PUT 1.64 1.28 LMT
SELL -1 TO CLOSE SLV 21-Jul-17 15 PUT 0.36 DEBIT
5/5/2017 14:46 VERTICAL SELL -1 TO OPEN SLV 29-Dec-17 17 PUT 2.01 1.97 LMT
BUY 1 TO OPEN SLV 29-Dec-17 10 PUT 0.04 CREDIT
5/5/2017 14:34 VERTICAL BUY 1 TO CLOSE SLV 30-Jun-17 17 PUT 1.63 1.54 LMT
SELL -1 TO CLOSE SLV 30-Jun-17 14 PUT 0.09 DEBIT
5/5/2017 14:17 VERTICAL SELL -1 TO OPEN SLV 29-Dec-17 16 PUT 1.34 1.3 LMT
BUY 1 TO OPEN SLV 29-Dec-17 10 PUT 0.04 CREDIT
5/5/2017 14:08 VERTICAL BUY 1 TO CLOSE SLV 16-Jun-17 16.5 PUT 1.16 1.1 LMT
SELL -1 TO CLOSE SLV 16-Jun-17 14 PUT 0.06 DEBIT
NEW ENTRY
5/5/2017 13:57 VERTICAL SELL -1 TO OPEN SLV 21-Jul-17 15.5 PUT 0.59 0.5 LMT
BUY 1 TO OPEN SLV 21-Jul-17 13.5 PUT 0.09 CREDIT

Wednesday, May 3, 2017

$120 Gold to Platinum (#14)

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
338.6
5/3/2017 22:46 FUTURE BUY 1 TO CLOSE /GCM7 17-Jun FUTURE 1241.2 1241.2 MKT
5/3/2017 22:46 FUTURE SELL -2 TO CLOSE /PLN7 17-Jul FUTURE 902.6 902.6 MKT

Silver: New Entry (#19) & Defensive Roll -$75

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
5/3/2017 12:08 VERTICAL SELL -1 TO OPEN SLV 19-Jan-18 16 PUT 1.24 1.18 LMT
BUY 1 TO OPEN SLV 19-Jan-18 11 PUT 0.06 CREDIT
5/3/2017 11:25 SINGLE BUY 1 TO OPEN SLV 29-Dec-17 10 PUT 0.03 0.03 LMT
5/3/2017 11:03 SINGLE SELL -1 TO OPEN SLV 29-Dec-17 17 PUT 1.83 1.83 LMT
5/3/2017 11:01 VERTICAL BUY 1 TO CLOSE SLV 21-Jul-17 17.5 PUT 1.89 1.43 LMT
SELL -1 TO CLOSE SLV 21-Jul-17 15.5 PUT 0.46 DEBIT

Gold to Platinum (#14)

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
340
5/3/2017 9:02 FUTURE SELL -1 TO OPEN /GCM7 17-Jun FUTURE 1253.3 1253.3 MKT
5/3/2017 9:02 FUTURE BUY 2 TO OPEN /PLN7 17-Jul FUTURE 913.3 913.3 MKT

Tuesday, May 2, 2017

$110 Gold to Platinum(#13)

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
328.6
5/2/2017 23:50 FUTURE BUY 1 TO CLOSE /GCM7 17-Jun FUTURE 1257.2 1257.2 LMT
5/2/2017 23:50 FUTURE SELL -2 TO CLOSE /PLN7 17-Jul FUTURE 928.6 928.6 MKT

Gold to Platinum (#13)

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
329.9
5/2/2017 11:38 FUTURE BUY 2 TO OPEN /PLN7 17-Jul FUTURE 926 926 MKT
5/2/2017 11:38 FUTURE SELL -1 TO OPEN /GCM7 17-Jun FUTURE 1255.9 1255.9 MKT

Silver: New Entry (#18) & Defense -$170

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
5/2/2017 10:13 SINGLE BUY 1 TO OPEN SLV 29-Dec-17 10 PUT 0.03 0.03 LMT
5/2/2017 10:13 SINGLE SELL -1 TO OPEN SLV 29-Dec-17 16 PUT 1.05 1.05 LMT
5/2/2017 10:10 SINGLE BUY 1 TO OPEN SLV 19-Jan-18 10 PUT 0.04 0.04 LMT
5/2/2017 10:05 SINGLE SELL -1 TO OPEN SLV 19-Jan-18 17 PUT 1.69 1.69 LMT
5/2/2017 10:03 VERTICAL BUY 1 TO CLOSE SLV 16-Jun-17 17 PUT 1.13 1.06 LMT
SELL -1 TO CLOSE SLV 16-Jun-17 14.5 PUT 0.07 DEBIT
5/2/2017 10:10 SINGLE BUY 1 TO OPEN SLV 20-Oct-17 10.5 PUT 0.02 0.02 LMT
5/2/2017 9:58 SINGLE SELL -1 TO OPEN SLV 20-Oct-17 17.5 PUT 1.84 1.84 LMT
5/2/2017 9:55 VERTICAL BUY 1 TO CLOSE SLV 16-Jun-17 17.5 PUT 1.6 1.47 LMT
SELL -1 TO CLOSE SLV 16-Jun-17 15 PUT 0.13 DEBIT

Gold to Platinum (#12): -$10

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
-320.3
5/2/2017 7:11 FUTURE BUY 1 TO CLOSE /GCM7 17-Jun FUTURE 1256.5 1256.5 MKT
5/2/2017 7:11 FUTURE SELL -2 TO CLOSE /PLN7 17-Jul FUTURE 936.2 936.2 MKT

Crack Spread (#1): $280

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
15.7678
5/2/2017 7:05 FUTURE SELL -1 TO CLOSE /RBN7 17-Jul FUTURE 1.5559 1.5559 MKT
5/2/2017 7:05 FUTURE BUY 1 TO CLOSE /CLN7 17-Jul FUTURE 49.58 49.58 MKT

Friday, April 28, 2017

NK Trade (Gold to Platinum #12)

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spead
-320.5
4/28/2017 16:14 FUTURE SELL -1 TO OPEN /GCM7 17-Jun FUTURE 1269.6 1269.6 MKT
4/28/2017 16:14 FUTURE BUY 2 TO OPEN /PLN7 17-Jul FUTURE 949.1 949.1 MKT

WTI to RBOB Spread (Crack Spread)

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
15.471
4/28/2017 15:56 FUTURE SELL -1 TO OPEN /CLN7 17-Jul FUTURE 49.44 49.44 MKT
4/28/2017 15:56 FUTURE BUY 1 TO OPEN /RBN7 17-Jul FUTURE 1.5455 1.5455 MKT

Thursday, April 27, 2017

Silver; New Entry (#17)

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
4/27/2017 11:11 VERTICAL SELL -1 TO OPEN SLV 18-Aug-17 16.5 PUT 0.73 0.63 LMT
BUY 1 TO OPEN SLV 18-Aug-17 14 PUT 0.1 CREDIT

Wednesday, April 26, 2017

Gold to Platinum (#11) Scratch

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Pair
-315.9
4/26/2017 22:58 FUTURE SELL -2 TO CLOSE /PLN7 17-Jul FUTURE 951.7 951.7 MKT
4/26/2017 22:58 FUTURE BUY 1 TO CLOSE /GCM7 17-Jun FUTURE 1267.6 1267.6 MKT