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Performance since start of reporting
Monthly
Report
1st
April 2007 – 30th April 2007
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| For a while there
April was going along nicely, until
two down days took me back to the beginning
again, and I ended up the month
completely flat.
Regular readers may recall that
last month I had been working on an analytical program (pictured
again below) that looked at some relative strength
ideas. I'm pleased to say that I now
have got several of the
systems in small-scale production.
So far, the results have been
encouraging, and I'm hopeful they
will enable me to scale up in the
not-too-distant future.
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I seem to be on a
bit of a programming roll at the
moment, because I've now also
written another analytical module to
look at the effects of economic
events on the market (news trading).
So far I haven't come to any
conclusions, as I have been
concentrating on getting the
database right, but the screen shot
below should give some idea of what
I'm presently looking at.
Basically, the core of the program
is an economic event database that
includes the date and time of the
release, and supporting information
including actual and consensus
numbers. From that I can look
at any number of pairs, both before and
after the event; across a number of
timeframes.
I
later expect to add some kind of
numerical analysis after I have the
event database fully built.
Good trading!
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