August 2004 Report
 

 

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1st August 2004  – 31st August 2004

Overall performance

 

 

 

Oh well!  At first glance it looks like the wheels have fallen off!  But really it’s not too bad.  Last month I made 25%; this month I gave back 6%.  I can live with that!   It just shows how things can change in this business.  Actually although a lot more volatility has crept in this month, all this loss can be attributed to one day’s trading.    

Moving on:  what are the red and blue dots you ask?   After seven months of painstakingly cutting my charts out of Excel, and running each one them through a graphics program, then laboriously working out where the month started and carefully putting a line in place, (it would take me a hour each month, and I had begun to loathe the job), I’ve finally worked out how to add a month marker to my charts automatically – lo and behold a red dot instead of a line.  As an added bonus I can also generate all the .gif images automatically, rather than doing each one separately.   (If anyone knows how to automatically publish an excel spreadsheet with .jpg images rather than .gif images, please let me know).

The blue dot shows the start of live api trading.  All my trading is now 100% automated.     

Individual components

The following charts again show individual equity curves in percentage terms of the various trading components traded throughout the period.    The charts are from the beginning of reporting, or inception. 

 

 

 

Shame about the -6% day a few day's ago.  It was actually my worst day this year, so far. 

  Trade Components

 

 

 

 

AUD/NZD: It’s been a difficult month for my mainstay trading account.  Up and down all month, and finally finishing flat.  This was exacerbated in my two VHV accounts.  Also as you will notice one of these finished up for the month, and the other down.  The reason for this difference was purely due to the differing time of day I placed trades in these accounts.  I made my targets in one on a critical day; while missing them in the other.  A couple of pips can make a huge difference.  

 

Spread/BO AUD – NZD

 

The term ‘Intraday’ is now really a bit of a misnomer.  Since starting api trading all my accounts are traded continuously 24 hours day.

 

 

 

Breakouts didn’t seem to work this month either.

 

 

 

 

 

 

 

 

 

Stopped during the month

  Trading in the following pairs was stopped during the month

Not that there is anything wrong with the performance of these two systems, but they do not immediately lend themselves to automation.  As a consequence I have dropped them, at least for the time being, from the systems traded

 

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