260303 positions, stops, reversals & objectives

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How to track trades as they occur

260302: Today, we laid down the next leg of the more aggressive models. Again, I’m easing in as I have a very healthy respect for this volatility; I’m still hanging back in the 5,000-ounce silver contract, gold, copper, and platinum. I’m looking for volatility to contract relative to the overall rate of change. When the last legs are down if trading continues to work this well I’ll be adding in additional markets and models. I believe its going to be a very fun year to trade if you’re on your game.

On a side note: The 20-50 exponential moving average (EMA) crossover, using premium neutral option collars to define risk, has been doing an exceptional job. These option collars really knock out the stress, objectively define risk for the trade’s duration, and drastically reduce margin requirements to the maximum risk on the trade. Email peter_knight@peterknightadvisor.com me and I’ll give you the tracking page; no registration or password is required.

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MAR26 MINI SP 500       1803 Trading days from 190102 to 260302

Running .DAT file ESN011.DAT

Last trading day was 260302   Closing price was 6885.5000

Current V value is 191.250000 (765 ticks)  K1 value is 0.41
V*K1 for tomorrow is 78.412500 (314 ticks)

BuyStop for tomorrow is 6964.0000  SellStop is 6807.0000

Protective stop price is 7885.5000
Profit objective price is 6593.5000

V is less than high filter value of 1750
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 6905.5000
Open trade equity is 1000.00

From 190102 total profit is 303100.00
            current drawdown is -12350.00
            maximum drawdown was -31150.00
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MICRO SP 500       1803 Trading days from 190102 to 260302

Running .DAT file ESM004.DAT

Last trading day was 260302   Closing price was 6885.5000

Current V value is 191.250000 (765 ticks)  K1 value is 0.41
V*K1 for tomorrow is 78.412500 (314 ticks)

BuyStop for tomorrow is 6964.0000  SellStop is 6807.0000

Protective stop price is 16885.5000
Profit objective price is 6593.5000

V is less than high filter value of 1750
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 6905.5000
Open trade equity is 100.00

From 190102 total profit is 16270.00
            current drawdown is -2095.00
            maximum drawdown was -4791.25
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JUN26 MINI NASDAQ 100       1803 Trading days from 190102 to 260302

Running .DAT file NQN002.DAT

Last trading day was 260302   Closing price was 25244.0000

Current V value is 826.750000 (3307 ticks)  K1 value is 0.43
V*K1 for tomorrow is 355.502500 (1422 ticks)

BuyStop for tomorrow is 25439.2500  SellStop is 24728.2500

Protective stop price is 24182.0000
Profit objective price is 26071.0000

V is less than high filter value of 5300
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 25371.0000
Open trade equity is -2540.00

From 190102 total profit is 461775.00
            current drawdown is 0.00
            maximum drawdown was -33725.00
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JUN26 MICRO NASDAQ 100       1803 Trading days from 190102 to 260302

Running .DAT file NQM008.DAT

Last trading day was 260302   Closing price was 25244.0000

Current V value is 826.750000 (3307 ticks)  K1 value is 0.43
V*K1 for tomorrow is 355.502500 (1422 ticks)

BuyStop for tomorrow is 25439.2500  SellStop is 24728.2500

Protective stop price is 24182.0000
Profit objective price is 26071.0000

V is less than high filter value of 5300
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 25371.0000
Open trade equity is -254.00

From 190102 total profit is 39652.50
            current drawdown is 0.00
            maximum drawdown was -3697.50
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MAR26 DOW FUTURES       1803 Trading days from 190102 to 260302

Running .DAT file YMN016.DAT

Last trading day was 260302   Closing price was 48945.0000

Current V value is 2445.000000 (2445 ticks)  K1 value is 0.26
V*K1 for tomorrow is 635.700000 (636 ticks)

BuyStop for tomorrow is 49408.0000  SellStop is 48137.0000

Protective stop price is 58849.0000
Profit objective price is 45436.0000

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 49696.0000
Open trade equity is 3755.00

From 190102 total profit is 227245.00
            current drawdown is -10615.00
            maximum drawdown was -18315.00
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MAR26 MICRO DOW FUTURES       1803 Trading days from 190102 to 260302

Running .DAT file YMM015.DAT

Last trading day was 260302   Closing price was 48945.0000

Current V value is 2445.000000 (2445 ticks)  K1 value is 0.27
V*K1 for tomorrow is 660.150000 (660 ticks)

BuyStop for tomorrow is 49404.0000  SellStop is 48084.0000

Protective stop price is 52099.0000
Profit objective price is 45082.0000

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 49682.0000
Open trade equity is 368.50

From 190102 total profit is 16242.50
            current drawdown is -1620.50
            maximum drawdown was -2361.50
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APR26 GOLD 100       1802 Trading days from 190102 to 260302

Running .DAT file GC1005.DAT

Last trading day was 260302   Closing price was 5311.6001

Current V value is 161.200195 (16120 ticks)  K1 value is 0.80
V*K1 for tomorrow is 128.960156 (12896 ticks)

BuyStop for tomorrow is 5482.4600  SellStop is 5224.5400

V is equal to or greater than high filter value of 8350
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 297612.00
            current drawdown is -9516.00
            maximum drawdown was -27150.00
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APR26 MINI GOLD 50       1802 Trading days from 190102 to 260302

Running .DAT file GC2014.DAT

Last trading day was 260302   Closing price was 5311.6001

Current V value is 146.784561 (14678 ticks)  K1 value is 0.86
V*K1 for tomorrow is 126.234723 (12623 ticks)

BuyStop and SellStop computation requires tomorrow's Open

V is equal to or greater than high filter value of 8550
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 156606.50
            current drawdown is 0.00
            maximum drawdown was -14128.00
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APR26 MICRO GOLD 10       1802 Trading days from 190102 to 260302

Running .DAT file GC3010.DAT

Last trading day was 260302   Closing price was 5311.6001

Current V value is 779.800293 (77980 ticks)  K1 value is 0.63
V*K1 for tomorrow is 491.274185 (49127 ticks)

BuyStop for tomorrow is 5830.8100  SellStop is 4848.2600

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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MAY26 5000 SILVER       1802 Trading days from 190102 to 260302

Running .DAT file SI1002.DAT

Last trading day was 260302   Closing price was 88.8530

Current V value is 8.875504 (8876 ticks)  K1 value is 0.40
V*K1 for tomorrow is 3.550201 (3550 ticks)

BuyStop and SellStop computation requires tomorrow's Open

V is equal to or greater than high filter value of 2640
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 578590.00
            current drawdown is -24705.01
            maximum drawdown was -33615.00
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MAY26 2500 COMEX SILVER       1802 Trading days from 190102 to 260302

Running .DAT file SI2005.DAT

Last trading day was 260302   Closing price was 88.8530

Current V value is 10.575005 (10575 ticks)  K1 value is 0.51
V*K1 for tomorrow is 5.393252 (5393 ticks)

BuyStop for tomorrow is 94.2460  SellStop is 83.4600

Protective stop price is 108.8530
Profit objective price is 76.5590

V is equal to or greater than high filter value of 6775
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently short 1 contract(s) at 89.9990
Open trade equity is 2865.01

From 190102 total profit is 352292.52
            current drawdown is -4035.00
            maximum drawdown was -16570.00
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MAY26 1000 COMEX SILVER       1802 Trading days from 190102 to 260302

Running .DAT file SI3005.DAT

Last trading day was 260302   Closing price was 88.8530

Current V value is 10.575005 (10575 ticks)  K1 value is 0.51
V*K1 for tomorrow is 5.393252 (5393 ticks)

BuyStop for tomorrow is 94.2460  SellStop is 83.4600

Protective stop price is 138.8530
Profit objective price is 76.7990

V is equal to or greater than high filter value of 6775
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently short 1 contract(s) at 89.9990
Open trade equity is 1146.00

From 190102 total profit is 115267.01
            current drawdown is -1674.00
            maximum drawdown was -8113.99
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JUL26 COPPER 25000       1802 Trading days from 190102 to 260302

Running .DAT file HG1005.DAT

Last trading day was 260302   Closing price was 6.0065

Current V value is 0.340500 (6810 ticks)  K1 value is 0.30
V*K1 for tomorrow is 0.102150 (2043 ticks)

BuyStop for tomorrow is 6.1086  SellStop is 5.9043

V is equal to or greater than high filter value of 4525
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 146525.00
            current drawdown is 0.00
            maximum drawdown was -14852.50
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JUL26 MINI COPPER 12500       1802 Trading days from 190102 to 260302

Running .DAT file HG2001.DAT

Last trading day was 260302   Closing price was 6.0065

Current V value is 0.340500 (6810 ticks)  K1 value is 0.30
V*K1 for tomorrow is 0.102150 (2043 ticks)

BuyStop for tomorrow is 6.1086  SellStop is 5.9043

V is equal to or greater than high filter value of 4525
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 63550.62
            current drawdown is 0.00
            maximum drawdown was -7941.25
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APR26 PLATINUM 50       1802 Trading days from 190102 to 260302

Running .DAT file PLA008.DAT

Last trading day was 260302   Closing price was 2314.8999

Current V value is 187.199951 (18720 ticks)  K1 value is 0.46
V*K1 for tomorrow is 86.111978 (8611 ticks)

BuyStop for tomorrow is 2428.8100  SellStop is 2256.5900

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 112061.50
            current drawdown is -807.50
            maximum drawdown was -10832.00
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JUN26 1000 CRUDE OIL       1802 Trading days from 190102 to 260302

Running .DAT file CL1012.DAT

Last trading day was 260302   Closing price was 69.8100

Current V value is 4.620003 (462 ticks)  K1 value is 0.50
V*K1 for tomorrow is 2.310001 (231 ticks)

BuyStop for tomorrow is 72.1200  SellStop is 67.5000

Protective stop price is 19.8100
Profit objective price is 81.5200

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 66.4200
Open trade equity is 3390.00

From 190102 total profit is 207290.01
            current drawdown is -9950.00
            maximum drawdown was -16990.00
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JUN26 500 CRUDE OIL       1802 Trading days from 190102 to 260302

Running .DAT file CL2010.DAT

Last trading day was 260302   Closing price was 69.8100

Current V value is 4.620003 (462 ticks)  K1 value is 0.50
V*K1 for tomorrow is 2.310001 (231 ticks)

BuyStop for tomorrow is 72.1200  SellStop is 67.5000

Protective stop price is 0.0000
Profit objective price is 81.5200

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 66.4200
Open trade equity is 1695.00

From 190102 total profit is 97795.00
            current drawdown is -4535.00
            maximum drawdown was -8700.00
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OCT26 42000 GASLOINE       1802 Trading days from 190102 to 260302

Running .DAT file RBN005.DAT

Last trading day was 260302   Closing price was 2.0787

Current V value is 0.116300 (1163 ticks)  K1 value is 0.50
V*K1 for tomorrow is 0.058150 (582 ticks)

BuyStop for tomorrow is 2.1369  SellStop is 2.0206

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 flat

From 190102 total profit is 212825.01
            current drawdown is 0.00
            maximum drawdown was -14938.40
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MAR26 MICRO BITCOIN       1803 Trading days from 190102 to 260302

Running .DAT file BTC022.DAT

Last trading day was 260302   Closing price was 69480.0000

Current V value is 6145.000000 (6145 ticks)  K1 value is 0.56
V*K1 for tomorrow is 3441.200000 (3441 ticks)

BuyStop for tomorrow is 72089.0000  SellStop is 65206.0000

Protective stop price is 57730.0000
Profit objective price is 96386.0000

V is less than high filter value of 7210
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 66386.0000
Open trade equity is 309.40

From 190102 total profit is 25916.90
            current drawdown is -103.70
            maximum drawdown was -3038.00
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MAR26 1250000 YEN       1803 Trading days from 190102 to 260302

Running .DAT file J6N012.DAT

Last trading day was 260302   Closing price was 0.6371

Current V value is 0.007650 (77 ticks)  K1 value is 0.69
V*K1 for tomorrow is 0.005279 (53 ticks)

BuyStop for tomorrow is 0.6424  SellStop is 0.6318

Protective stop price is 0.6605
Profit objective price is 0.6261

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 0.6477
Open trade equity is 1325.00

From 190102 total profit is 65893.75
            current drawdown is -375.00
            maximum drawdown was -9943.74
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MAR26 100000 DOLLAR INDEX       1837 Trading days from 190102 to 260302

Running .DAT file DXX016.DAT

Last trading day was 260302   Closing price was 98.3370

Current V value is 1.159996 (11600 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.487198 (4872 ticks)

BuyStop for tomorrow is 98.8242  SellStop is 97.8498

Protective stop price is 96.8120
Profit objective price is 101.7200

V is equal to or greater than high filter value of 8750
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently long 1 contract(s) at 97.8200
Open trade equity is 517.00

From 190102 total profit is 29068.59
            current drawdown is -1265.80
            maximum drawdown was -5535.50
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MAR26 125000 EURO FX       1803 Trading days from 190102 to 260302

Running .DAT file E6N015.DAT

Last trading day was 260302   Closing price was 1.1701

Current V value is 0.020600 (206 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.008652 (87 ticks)

BuyStop for tomorrow is 1.1788  SellStop is 1.1614

Protective stop price is 1.1979
Profit objective price is 1.1381

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 1.1757
Open trade equity is 700.00

From 190102 total profit is 69412.51
            current drawdown is 0.00
            maximum drawdown was -7062.50
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MAR26 62500 EUR0 FX MINI       1803 Trading days from 190102 to 260302

Running .DAT file E7M008.DAT

Last trading day was 260302   Closing price was 1.1701

Current V value is 0.020600 (206 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.008652 (87 ticks)

BuyStop for tomorrow is 1.1788  SellStop is 1.1614

Protective stop price is 1.1981
Profit objective price is 1.1381

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 1.1757
Open trade equity is 350.00

From 190102 total profit is 32056.25
            current drawdown is 0.00
            maximum drawdown was -3881.25
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MAR26 125000 SWISS FRANC       1803 Trading days from 190102 to 260302

Running .DAT file S6N003.DAT

Last trading day was 260302   Closing price was 1.2872

Current V value is 0.010775 (108 ticks)  K1 value is 1.25
V*K1 for tomorrow is 0.013469 (135 ticks)

260303 Open 1.2850		
V*K1 = 0.0135		
BuyStop for tomorrow is 1.2985 SellStop is 1.2715

Protective stop price is 1.6872
Profit objective price is 1.2413

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 short 1 contract(s) at 1.2949
Open trade equity is 962.50

From 190102 total profit is 87075.01
            current drawdown is -1525.00
            maximum drawdown was -9587.51
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Peter Knight
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Disclosure

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