251020 life of program & daily by ATA

How to track trades as they occur
If you have questions, contact me.

251019 
Getting slightly more aggressive in the Dow 
Out of Dow YMN001 into YMN007 
Slightly more aggressive in the Swiss 
Out of Swiss S6N004 into S6N001
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DEC MINI SP 500       1712 Trading days from 190102 to 251017

Running .DAT file ESN025.DAT

Last trading day was 251017   Closing price was 6702.5000

Current V value is 266.250000 (1065 ticks)  K1 value is 0.39
V*K1 for tomorrow is 103.837500 (415 ticks)

BuyStop for tomorrow is 6806.2500  SellStop is 6598.7500

Protective stop price is 5715.0000
Profit objective price is 7007.2500

V is less than high filter value of 1500
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 6701.2500
Open trade equity is 62.50

From 190102 total profit is 279875.00
            current drawdown is -9237.50
            maximum drawdown was -28525.00
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MICRO SP 500       1712 Trading days from 190102 to 251017

Running .DAT file ESM003.DAT

Last trading day was 251017   Closing price was 6702.5000

Current V value is 272.000000 (1088 ticks)  K1 value is 0.37
V*K1 for tomorrow is 100.640000 (403 ticks)

BuyStop for tomorrow is 6803.2500  SellStop is 6601.7500

Protective stop price is 6904.0000
Profit objective price is 6274.0000

V is less than high filter value of 2180
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 6594.0000
Open trade equity is -542.50

From 190102 total profit is 18540.00
            current drawdown is -1055.00
            maximum drawdown was -3486.25
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DEC MINI NASDAQ 100       1712 Trading days from 190102 to 251017

Running .DAT file NQN014.DAT

Last trading day was 251017   Closing price was 24986.5000

Current V value is 991.000000 (3964 ticks)  K1 value is 0.26
V*K1 for tomorrow is 257.660000 (1031 ticks)

BuyStop for tomorrow is 25244.2500  SellStop is 24728.7500

V is less than high filter value of 4090
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently flat

From 190102 total profit is 579085.00
            current drawdown is -20195.00
            maximum drawdown was -39480.00
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DEC MICRO NASDAQ 100       1712 Trading days from 190102 to 251017

Running .DAT file NQM019.DAT

Last trading day was 251017   Closing price was 24986.5000

Current V value is 1172.500000 (4690 ticks)  K1 value is 0.47
V*K1 for tomorrow is 551.075000 (2204 ticks)

BuyStop for tomorrow is 25436.2500  SellStop is 24334.0000

V is equal to or greater than high filter value of 4140
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 37902.50
            current drawdown is -1736.00
            maximum drawdown was -4197.00
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DEC DOW FUTURES       1712 Trading days from 190102 to 251017

Running .DAT file YMN007.DAT

Last trading day was 251017   Closing price was 46381.0000

Current V value is 1528.000000 (1528 ticks)  K1 value is 0.43
V*K1 for tomorrow is 657.040000 (657 ticks)

BuyStop for tomorrow is 46719.0000  SellStop is 45404.0000

Protective stop price is 55706.0000
Profit objective price is 45352.0000

V is less than high filter value of 2400
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 46372.0000
Open trade equity is -45.00

From 190102 total profit is 241025.00
            current drawdown is -7820.00
            maximum drawdown was -21520.00
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DEC MICRO DOW FUTURES       1712 Trading days from 190102 to 251017

Running .DAT file YMM015.DAT

Last trading day was 251017   Closing price was 46381.0000

Current V value is 1936.000000 (1936 ticks)  K1 value is 0.27
V*K1 for tomorrow is 522.720000 (523 ticks)

BuyStop for tomorrow is 46691.0000  SellStop is 45645.0000

Protective stop price is 49275.0000
Profit objective price is 41425.0000

V is less than high filter value of 6440
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 46025.0000
Open trade equity is -178.00

From 190102 total profit is 15338.50
            current drawdown is -801.00
            maximum drawdown was -2361.50
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DEC GOLD 100       1711 Trading days from 190102 to 251017

Running .DAT file GC1026.DAT

Last trading day was 251017   Closing price was 4213.2998

Current V value is 196.000000 (19600 ticks)  K1 value is 0.80
V*K1 for tomorrow is 156.800000 (15680 ticks)

BuyStop for tomorrow is 4450.8000  SellStop is 4137.2000

V is equal to or greater than high filter value of 8050
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 244960.01
            current drawdown is 0.00
            maximum drawdown was -28372.00
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DEC MINI GOLD 50       1711 Trading days from 190102 to 251017

Running .DAT file GC2026.DAT

Last trading day was 251017   Closing price was 4213.2998

Current V value is 196.000000 (19600 ticks)  K1 value is 0.65
V*K1 for tomorrow is 127.400000 (12740 ticks)

BuyStop for tomorrow is 4394.5000  SellStop is 4139.7000

V is equal to or greater than high filter value of 8700
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 129512.50
            current drawdown is -2934.00
            maximum drawdown was -10737.00
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DEC MICRO GOLD 10       1711 Trading days from 190102 to 251017

Running .DAT file GC3010.DAT

Last trading day was 251017   Closing price was 4213.2998

Current V value is 196.000000 (19600 ticks)  K1 value is 0.63
V*K1 for tomorrow is 123.480000 (12348 ticks)

BuyStop for tomorrow is 4390.5800  SellStop is 4143.6200

V is equal to or greater than high filter value of 8925
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 21058.60
            current drawdown is -789.70
            maximum drawdown was -2478.50
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DEC 5000 SILVER       1711 Trading days from 190102 to 251017

Running .DAT file SI1012.DAT

Last trading day was 251017   Closing price was 50.1040

Current V value is 2.787790 (2788 ticks)  K1 value is 0.42
V*K1 for tomorrow is 1.170872 (1171 ticks)

BuyStop and SellStop computation requires tomorrow's Open

V is equal to or greater than high filter value of 875
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 434040.01
            current drawdown is 0.00
            maximum drawdown was -21230.00
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DEC 2500 COMEX SILVER       1711 Trading days from 190102 to 251017

Running .DAT file SI2019.DAT

Last trading day was 251017   Closing price was 50.1040

Current V value is 2.787790 (2788 ticks)  K1 value is 0.42
V*K1 for tomorrow is 1.170872 (1171 ticks)

BuyStop and SellStop computation requires tomorrow's Open

V is equal to or greater than high filter value of 875
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 205637.50
            current drawdown is 0.00
            maximum drawdown was -9987.50
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DEC 1000 COMEX SILVER       1711 Trading days from 190102 to 251017

Running .DAT file SI3013.DAT

Last trading day was 251017   Closing price was 50.1040

Current V value is 2.787790 (2788 ticks)  K1 value is 0.42
V*K1 for tomorrow is 1.170872 (1171 ticks)

BuyStop and SellStop computation requires tomorrow's Open

V is equal to or greater than high filter value of 875
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 67030.00
            current drawdown is 0.00
            maximum drawdown was -4325.00
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DEC COPPER 25000       1711 Trading days from 190102 to 251017

Running .DAT file HG1011.DAT

Last trading day was 251017   Closing price was 4.9695

Current V value is 0.249000 (4980 ticks)  K1 value is 0.57
V*K1 for tomorrow is 0.141930 (2839 ticks)

BuyStop for tomorrow is 5.0991  SellStop is 4.8152

V is less than high filter value of 6325
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently flat

From 190102 total profit is 139593.74
            current drawdown is -3127.50
            maximum drawdown was -20172.50
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DEC MINI COPPER 12500       1711 Trading days from 190102 to 251017

Running .DAT file HG2011.DAT

Last trading day was 251017   Closing price was 4.9695

Current V value is 0.249000 (4980 ticks)  K1 value is 0.57
V*K1 for tomorrow is 0.141930 (2839 ticks)

BuyStop for tomorrow is 5.0991  SellStop is 4.8152

V is less than high filter value of 6325
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently flat

From 190102 total profit is 62221.87
            current drawdown is -1863.75
            maximum drawdown was -10586.25
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JAN PLATINUM 50       1711 Trading days from 190102 to 251017

Running .DAT file PLA001.DAT

Last trading day was 251017   Closing price was 1619.5000

Current V value is 144.700073 (14470 ticks)  K1 value is 0.46
V*K1 for tomorrow is 66.562034 (6656 ticks)

BuyStop for tomorrow is 1733.1000  SellStop is 1599.9700

V is equal to or greater than high filter value of 3850
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 112325.00
            current drawdown is 0.00
            maximum drawdown was -10832.00
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DEC 1000 CRUDE OIL       1711 Trading days from 190102 to 251017

Running .DAT file CL1004.DAT

Last trading day was 251017   Closing price was 57.1500

Current V value is 1.552030 (155 ticks)  K1 value is 0.84
V*K1 for tomorrow is 1.303705 (130 ticks)

251017 Open 57.32		
V*K1 = 1.303705		
BuyStop for tomorrow is 58.6237 SellStop is 56.0163

V is less than high filter value of 1125
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently flat

From 190102 total profit is 197210.00
            current drawdown is 0.00
            maximum drawdown was -19480.00
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DEC 500 CRUDE OIL       1711 Trading days from 190102 to 251017

Running .DAT file CL2009.DAT

Last trading day was 251017   Closing price was 57.1500

Current V value is 3.380001 (338 ticks)  K1 value is 0.50
V*K1 for tomorrow is 1.690001 (169 ticks)

BuyStop for tomorrow is 58.8400  SellStop is 55.4600

Protective stop price is 66.7900
Profit objective price is 52.2900

V is less than high filter value of 1475
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 60.8900
Open trade equity is 1870.00

From 190102 total profit is 100835.01
            current drawdown is -2200.00
            maximum drawdown was -9000.00
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JAN 42000 GASLOINE       1711 Trading days from 190102 to 251017

Running .DAT file RBN005.DAT

Last trading day was 251017   Closing price was 1.7560

Current V value is 0.077000 (770 ticks)  K1 value is 0.50
V*K1 for tomorrow is 0.038500 (385 ticks)

BuyStop for tomorrow is 1.7945  SellStop is 1.7175

Protective stop price is 2.9283
Profit objective price is 1.6452

V is less than high filter value of 1700
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 1.7881
Open trade equity is 1348.20

From 190102 total profit is 198278.20
            current drawdown is -10902.20
            maximum drawdown was -14938.40
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OCT MICRO BITCOIN       1712 Trading days from 190102 to 251017

Running .DAT file BTC023.DAT

Last trading day was 251017   Closing price was 106675.0000

Current V value is 10070.000000 (10070 ticks)  K1 value is 0.51
V*K1 for tomorrow is 5135.700000 (5136 ticks)

BuyStop for tomorrow is 111782.0000  SellStop is 101511.0000

Protective stop price is 122925.0000
Profit objective price is 92985.0000

V is equal to or greater than high filter value of 8225
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently short 1 contract(s) at 122985.0000
Open trade equity is 1631.00

From 190102 total profit is 22725.30
            current drawdown is -1722.20
            maximum drawdown was -2848.50
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DEC 1250000 YEN       1712 Trading days from 190102 to 251017

Running .DAT file J6N008.DAT

Last trading day was 251017   Closing price was 0.6683

Current V value is 0.009400 (94 ticks)  K1 value is 0.83
V*K1 for tomorrow is 0.007802 (78 ticks)

BuyStop for tomorrow is 0.6783  SellStop is 0.6627

Protective stop price is 0.6352
Profit objective price is 0.7074

V is less than high filter value of 9999
V is greater than low filter value of 5

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 0.6658
Open trade equity is 312.50

From 190102 total profit is 64425.00
            current drawdown is -5168.75
            maximum drawdown was -7381.26
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DEC 100000 DOLLAR INDEX       1746 Trading days from 190102 to 251017

Running .DAT file DXX026.DAT

Last trading day was 251017   Closing price was 98.1920

Current V value is 0.864998 (8650 ticks)  K1 value is 0.28
V*K1 for tomorrow is 0.242199 (2422 ticks)

BuyStop for tomorrow is 98.5672  SellStop is 97.5628

Protective stop price is 99.6170
Profit objective price is 94.7964

V is less than high filter value of 9999
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 98.4964
Open trade equity is 304.40

From 190102 total profit is 28672.00
            current drawdown is -1830.20
            maximum drawdown was -5109.80
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DEC 125000 EURO FX       1712 Trading days from 190102 to 251017

Running .DAT file E6N031.DAT

Last trading day was 251017   Closing price was 1.1705

Current V value is 0.024750 (247 ticks)  K1 value is 0.28
V*K1 for tomorrow is 0.006930 (69 ticks)

BuyStop for tomorrow is 1.1775  SellStop is 1.1636

V is less than high filter value of 260
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently flat

From 190102 total profit is 56300.00
            current drawdown is -1862.49
            maximum drawdown was -5462.50
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DEC 62500 EUR0 FX MINI       1712 Trading days from 190102 to 251017

Running .DAT file E7M008.DAT

Last trading day was 251017   Closing price was 1.1705

Current V value is 0.021950 (219 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.009219 (92 ticks)

BuyStop for tomorrow is 1.1798  SellStop is 1.1613

Protective stop price is 1.1868
Profit objective price is 1.1336

V is less than high filter value of 225
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 1.1704
Open trade equity is -9.37

From 190102 total profit is 26934.38
            current drawdown is -1409.38
            maximum drawdown was -3881.25
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DEC 125000 SWISS FRANC       1712 Trading days from 190102 to 251017

Running .DAT file S6N001.DAT

Last trading day was 251017   Closing price was 1.2701

Current V value is 0.010033 (100 ticks)  K1 value is 1.25
V*K1 for tomorrow is 0.012542 (125 ticks)

BuyStop and SellStop computation requires tomorrow's Open

Protective stop price is 1.2443
Profit objective price is 1.3189

V is less than high filter value of 125
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 1.2589
Open trade equity is 1400.00

From 190102 total profit is 86650.00
            current drawdown is -3181.25
            maximum drawdown was -9712.51
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If you have questions contact me. 

Peter Knight
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Disclosure

Published by

Asset Investment Management

Family Office, Advisors