BUY:SIMSCI Futures August 29-Jul-2005

SIMSCI Futures August 29-Jul-2005: Futures price moved up to join the establish trendline. Volatility system issues a BUY call. BUY stop order will be confirmed tomorrow after market open.With Cash Index still in premium of Futures contract, chances are futures price will do a catch up. This supports our system call. BUY stop order might be placed a distance away from opening price to confirm market strength to push upward. We do not plan any short selling action in the current uptrend market untill significant reversal is found later.

Our BUY stop order today(28-JUL-2005) was eliminated after market closed.

Update (29-JUL-2005)
SIMSCI August contract
BUY stop order @280.2

by swin

Neutral:Nikkei225 SGX-DT Futures September contract

Nikkei225 SGX-DT Futures September contract: Nikkei closed just above resistance line. Volatility system does not issue any signal now. We have closed our position in profit this morning.
by swin

BUY:SIMSCI August Contract 28-JUL-2005

SIMSCI August Contract 28-JUL-2005: With August contract is lagging behind from cash Index, volatility system issues a BUY signal. BUY stop order will be confirmed after market open. From both daily and weekly chart of cash index, SIMSCI is still in steady uptrend.

BUY stop@280

Update : Buy stop is deleted after market closed.

by swin

Neutral:Nikkei225 Futures September Contract 28-JUL-2005

Nikkei225 Futures September Contract 28-JUL-2005: From both daily and daily chart of Cash Index as well as Futures price, Nikkei225 is still in uptrend. No signal from volatility system after market closed. Our BUY stop was triggered at 11830.

Long 11830 , Open.

Update: Sold Nikkei225 @11875 P/L:+45
Position closed.

by swin

Neutral:Mini HangSeng JUL contract 28-JUL-2005

Mini HangSeng JUL contract 28-JUL-2005: No signal from volatility system. No reversal signal was found at this point of time. Our Sell order today was not triggered as Index refused to go down.
by swin

SELL:Mini Hang Seng JUL contract 27-JUL-2005

Mini Hang Seng JUL contract 27-JUL-2005: HangSeng Index closed lower at trendline, and futures closed slightly below trendline. Volatility system issued a SELL call for Mini Hang Seng. Sell order will be confirmed tomorrow after market open.

Update
Sell stop @14688

by swin

BUY:Nikkei225 Futures September Contract 27-JUL-2005

Nikkei225 Futures September Contract 27-JUL-2005: Futures closed slight down but managed to stay right above moving average support line. Volatility issued a BUY call of Nikkei225 futures. BUY order will be confirmed after market open.

Update:
BUY stop order : 11830

by swin

Neutral:SIMSCI Futures JUL contract 27-JUL-2005

SIMSCI Futures JUL contract 27-JUL-2005: Index managed to stay above trend line. No signal is issued by Volatility system.
by swin

Last trading day

28-Jul-2005 is the last trading day of below contract which are in our interest.

HKFE Hang Seng Futures - Jul’05
HKFE Mini Hang Seng Futures - Jul’05
SGX MSCI SG Futures - Jul’05
SGX MSCI TW Futures - Jul’05
SGX STI Futures - Jul’05
SGX MSCI HK Futures - Jul’05

Have a profitable day,
Swin

Nikkei225 Futures September Contract 26-JUL-2005

Nikkei225 Futures September Contract 26-JUL-2005: From daily chart, futures bounced from moving average support line. Volatility system does not issue any signal now.

Last trade: Last trade: Open 11715, High 11785, Low 11715, Close 11760.
by swin

Nikkei 225 Index 26-JUL-2005

Nikkei 225 Index 26-JUL-2005: After hitting support line yesterday, Index took a bounce today. From weekly and daily chart uptrend is still intact.
by swin

Mini Hang Seng JUL contract 26-JUL-2005

Mini Hang Seng JUL contract 26-JUL-2005: Volatility system does not issue any signal at this point time.
Last trade: Open 14790, High 14859, Low 14784, Close 14806
by swin

Hang Seng Index 26-JUL-2005

Hang Seng Index 26-JUL-2005: Hang Seng continued trending up and stay well above trend line. From both Weekly and daily chart, steady uptrend is observed. Last trade: Open 14794, High 14841, Low 14768, Close 14794
by swin

SIMSCI Futures JUL Contract 26-JUL-2005

SIMSCI Futures JUL Contract 26-JUL-2005: Futures stays within trading range and stay above trendline.Uptrend is still intact. Currently, no signal from volatility system.
Last trade: Open 277.8, High 277.8, Low 275.9, Close 276.6
by swin

SIMSCI Cash Index 25-JUL-2005

SIMSCI Cash Index 25-JUL-2005: Again, SIMSCI is caught in trading range now. From both daily and weekly , uptrend is still intact.
Last trade: Open 276.8, High 277.3, Low 275.9, Close 275.9.
by swin

Nikkei225 Futures September Contract 25-JUL-2005

Nikkei225 Futures September Contract 25-JUL-2005: We received a Sell signal last thursday, however, we decided to give it a miss in the view of strong upward momentum. Futures dropped on last friday and closed at moving average support line. Volatility system does not issue any signal at this point of time.
by swin

Nikkei225 Index 25-JUL-2005

Nikkei225 Index 25-JUL-2005: After recent run, Nikkei225 had a pull back on friday. Frm daily chart,Index is currently holding at moving average support line. While from weekly chart, uptrend is still intact.
by swin

Mini Hang Seng Futures JUL contract 25-JUL-2005

Mini Hang Seng Futures JUL contract 25-JUL-2005: Last week, with the help of yuan reevaluation news, Futures closed above trend line resistance. Volatility system does not issue any signal at this point of time.
by swin

Hang Seng Index 25-JUL-2005

Hang Seng Index 25-JUL-2005: With the news of Yuan reevaluation, Index successfully closed above 14700 trend line. From both weekly and daily chart, end last week, Hang Seng is still steady uptrend.
by swin

SIMSCI Futures JUL Contract 25-JUL-2005

SIMSCI Futures JUL Contract 25-JUL-2005: After hitting high of 280.2 on 20-Jul-2005, Futures is currently moving in trading range. Last trading day of JULY contract is on 28-JUL-2005. Volatility system does not issue any signal at this point of time.
by swin

SIMSCI Cash Index 25-JUL-2005

SIMSCI Cash Index 25-JUL-2005: With change of singapore property policy and unpeg of Yuan from USD, SIMSCI stayed bullish last trading week. Both weekly and daily charts are showing intact uptrend.
by swin

Quick wrap up 22-Jul-2005

We did not see much change after market closed. Hang Seng futures dropped after testing resistance line. However, we are not bearish. No significant reversal is found. It has been a quiet day for SIMSCI as well. Volatility system does not issue any signal for both HangSeng and SIMSCI.

From daily chart of Nikkei225 Futures September Contract, price has moved into neutral state. We have obtained Sell signal from volatility system, however, in the view of uptrend in weekly chart, we are holding back from short selling at this point of time.

Till then,
Have a profitable day,
Swin

Nikkei225 Futures September Contract 22-JUL-2005

Nikkei225 Futures September Contract 22-JUL-2005: We have observed that from daily chart Futures price seems to be in neutral state. Volatility system issues Sell signal. In the view of weekly strong uptrend, we are not taking short selling action for the time being.
by swin

Nikkei225 Index 22-Jul-2005

Nikkei225 Index 22-Jul-2005: Index seems to be developing pull back signs. However, we are yet to be bearish about Nikkei. We do not expect heavy pull back at this point of time.
by swin

Quick wrap up 21-Jul-2005

Overall, technically, there is not much change found in Nikkei225, HangSeng and SIMSCI.
Again, we do not receive any signal for Nikkei225 and Hang Seng from volatility system. A Sell signal was received for SIMSCI, we treat it as profit taking sign instead of short selling action signal.

Hang Seng is likely to have pull back soon, with 14700 as resistance, and futures contract price has actually moved far away from moving average. Watch out for pull back.

SIMSCI, Bullish. It , again, disappointed bearish folks who expected to sell short after big move yesterday. We would expect pull back, however, not a heavy one.

Another day without signal, another day for reading and research.

Have a profitable day,
Swin.

Nikkei225 September contract 21-JUL-2005

Nikkei225 September contract 21-JUL-2005: Currently, volatility system does not issue any signal.
by swin

Nikkei225 Index 21-JUL-2005

Nikkei225 Index 21-JUL-2005: Index stays continue moving up and stay above moving average. From both daily and weekly chart, short term uptrend is still intact.
by swin

Mini Hang Seng Futures JUL contract 21-JUL-2005

Mini Hang Seng Futures JUL contract 21-JUL-2005: There is not much change in index movement. Volatility system does not issue any signal at this point of time.
by swin

Hang Seng Index 21-JUL-2005

Hang Seng Index 21-JUL-2005: Index continued its upward movement. Uptrend is still intact.
by swin

SIMSCI Futures JUL contract 21-JUL-2005

SIMSCI Futures JUL contract 21-JUL-2005: With bullish movement of Index, again volatility system is issueing Sell signal. This sell signal should only be taken as profit taking point instead of short selling.
by swin

SIMSCI Cash Index 21-JUL-2005

SIMSCI Cash Index 21-JUL-2005: Bullish chart indeed. Not much change is found. Weekly and Daily charts are showing intact uptrend.
by swin

Quick wrap up 20-Jul-2005

From my trading preparation, I have observed bullish sentiment around regional market. Nikkei225, Hang Seng, SIMSCI are still in uptrend. Though I do receive a sell signal from volatility system for SIMSCI, I treat this as a profit taking signal instead of short selling.

I have a chance to read some newsletters and websites or blogs about regional markets. Whenever market is trending up, there will be some voice keep repeating 'Turn date' is coming, Top is near etc... Every time the prediction failed, same prediction voice again. I did the same thing before, but not anymore. It is inefficient in this business if you were to argue with market. Maybe that's why trading with Volatility system suits me. Let the market tell me which direction should I trade. The system is , of course, imperfect, more effort is required to be better.

Well, enough said. Since no signal from my system, it is time to do reading and research.

Till then,
Have a profitable day,
Swin

Mini Hang Seng Futures Jul Contract 20-Jul-2005

Mini Hang Seng Futures Jul Contract 20-Jul-2005: Though market sentiment is rather bullish , volatility system does not issue any signal at this point of time.

Hang Seng Index 20-Jul-2005

Hang Seng Index 20-Jul-2005: Index continued moving up, just as regional market, bullish momentum is rather strong. Both weekly and daily charts, uptrend is still intact.

Nikkei225 Futures September Contract 20-Jul-2005

Nikkei225 Futures September Contract 20-Jul-2005: From chart, short term view is rather bullish. Volatility system does not issue any signal at this point of time.

Nikkei225 Index 20-Jul-2005

Nikkei225 Index 20-Jul-2005: From both daily and weekly chart, with rising EMA and MACD, uptrend is still intact.

SIMSCI Futures JUL contract 20-JUL-2005

SIMSCI Futures JUL contract 20-JUL-2005: Volatility system issues a Sell signal, however, in the view of strong bullish momentum, Sell signal should be treated as profit taking signal instead of short sell.

SIMSCI Cash index 20-Jul-2005

SIMSCI Cash index 20-Jul-2005: From daily chart, index is rather bullish. Both weekly and daily chart are showing bullish uptrend.

by Swin

SIMSCI Futures JUL Contract 19-Jul-2005

SIMSCI Futures JUL Contract 19-Jul-2005: Daily chart is showing neutral state of index while from weekly chart, uptrend is still intact. We received both BUY and Sell signal at 2 different levels. BUY/Sell stop orders will be confirmed after tomorrow's opening.

BUY stop order @268
Buy stop triggered @268

Sell stop order @270.9 was executed. Given intraday range exceed daily range of 2.5.
This appeared to be wrong. JUL contract hit a high of 273.3.

Trade P/L: + 2.9


by swin

Mini HangSeng JUL contract 19-Jul-2005

Mini HangSeng JUL contract 19-Jul-2005: Uptrend is found in both daily and weekly charts. As mentioned in HangSeng index posting, index has been moving far away from moving average, there is risk of sudden pull back. No signal is issued from volatility system. From chart pattern wise, we received a sell signal if 14489 is broken.

Sell stop order@14487

by swin

HangSeng Index 19-Jul-2005

HangSeng Index 19-Jul-2005: Both weekly and daily charts are showing strong uptrend. Bullish momentum is rather strong. However, index is moving far away from moving averages, there might be risk of sudden pull back.
by swin

SIMSCI Cash Index 19-JUL-2005

SIMSCI Cash Index 19-JUL-2005: Daily chart is in neutral state, while weekly chart shows uptrend is still intact.
by swin

Mini HangSeng JUL contract 18-Jul-2005

Mini HangSeng JUL contract 18-Jul-2005: Volatility system does not give us any signal at this point of time. From pattern trading system , we have observed a sell short opportunity. Should 14471 level is broken, a short term sell short signal is issued.

Sell stop order@14470
by swin

HangSeng Cash Index 18-JUL-2005

HangSeng Cash Index 18-JUL-2005: Just as regional indexes, from both daily and weekly chart, uptrend is still intact.
by swin

SIMSCI Futures JUL contract 18-JUL-2005

SIMSCI Futures JUL contract 18-JUL-2005: Volatility System does not issue any signal at this point of time. From pattern trading system we have observed a sell pattern. Should 266.8 level is broken, it gives a short term Sell short signal.

Sell stop order @266.7
Update: We decided not to put in stop order in the view that bullish momentum is still strong. Instead, we are looking for opportunity to BUY on weakness.

by swin

SIMSCI Cash index 18-JUL-2005

SIMSCI Cash index 18-JUL-2005: From both daily and weekly chart, index is still in uptrend. No reversal signal is found at this point of time.
by swin

Nikkei225 Futures Index Sep Contract 18-Jul-2005

Nikkei225 Futures Index Sep Contract 18-Jul-2005: Pattern trading system give us a Sell signal @ 11765. Should Index break level of 11770, gives a initial short term sell short signal.

Sell stop order @11765

by swin

Nikkei225 Cash Index 18-July-2005

Nikkei225 Cash Index 18-July-2005: From both daily and weekly chart, uptrend is still intact. This is observed from rising EMA and MACD.
by swin

SIMSCI Futures JULY Contract 15-JUL-2005

SIMSCI Futures JULY Contract 15-JUL-2005: From daily chart, there is not much change in term of index trend. Uptrend is still intact. Our Pattern Trading System gives us a BUY signal.

We have established a BUY stop order @268.6

BUY order was triggered. Long @268.6.
Stop loss order was triggered as well @267.6.


by swin

Hang Seng & SIMSCI Futures 15-Jul-2005

Our Volatility Trading System does not issue any signal for both HangSeng and SIMSCI for 15-JUL-2005.
We decided to stay aside and spend the time for market research.

Have a profitable day,
Swin

Mini HangSeng JULY Futures 14-July-2005

Mini HangSeng JULY Futures 14-July-2005: We do not receive any signal after today's close. In fact, we have established a Long position @14280 yesterday based on the BUY signal received on 12-July-2005. From trend analysis of both weekly and daily chart of Hang Seng Index, odds are with Long trading.

Open position: Long 14280
Position closed: Sold 14415
P/L: +135 ticks

New Signal
NO signal
by swin

HangSeng Cash Index 14-Jul-2005

HangSeng Cash Index 14-Jul-2005: From both daily and weekly chart we have that index is still in uptrend. Index has successfully stay above 5-day moving average yeterday.
by swin

SIMSCI Futures 14-Jul-2005

SIMSCI Futures 14-Jul-2005: From daily chart and weekly charts of Futures index, we observed uptrend is still intact. However, our system is yet to issue any BUY signal for the time being.
by swin

SIMSCI Cash Index 14-Jul-2005

SIMSCI Cash Index 14-Jul-2005 : From daily chart, uptrend is still intact. Same signal is found in weekly chart as well.
by swin

Mini Hang Seng Futures 13-July-2005

Mini Hang Seng Futures 13-July-2005: From daily charts, our system issues a BUY signal. Buy order will only be confirmed tomorrow. With cash index in weekly uptrend and daily neutral, it suggests it might be the time to buy.

Long Mini Hang Seng at 14280
Buy stop order triggered.
Long position at 14280
Sell stop order at 14190

by swin

Hang Seng Cash Index 13-July-2005

Hang Seng Cash Index 13-July-2005: From daily chart, index is in neutral position. Uptrend is found in weekly chart.
by swin

SIMSCI Futures July 13-July-2005

SIMSCI Futures July 13-July-2005: Our system does not issue any trading signal at this point of time. Sit back and observe.
by swin

SIMSCI cash index 13-July-2005

SIMSCI cash index 13-July-2005: From daily chart, uptrend is still intact. Same observation is found in weekly chart as well.
by swin

SIMSCI Futures 12-July-2005

SIMSCI Futures 12-July-2005: Though futures gain 3.8, we are not rushing to jump into trade. We do not have any buy/sell signal from our system.
by swin

SIMSCI Cash index 12-July-2005

SIMSCI Cash index 12-July-2005: From weekly chart, uptrend is still intact. Uptrend is observed from ticking up of MACD, EMA-26.
by swin

Mini HangSeng Futures 12-July-2005

Mini HangSeng Futures 12-July-2005: From daily chart, index successfully closed above 5-day moving average, this fullfiled our system setup. We received a buy signal.
We decide to put in a buy stop tomorrow after obtaining opening price.

Buy stop order: 14329
Result: Buy order did not get triggered. Order deleted for the day.

by swin

Hang Seng 12-July-2005

Hang Seng 12-July-2005: From weekly, Index successfully close above 5-week moving average, and DiNapoli Trend analysis shows the latest move turns to be uptrend.
by swin

SIMSCI Futures 07-JUL-2005

SIMSCI Futures 07-JUL-2005: Uptrend is intact with Price ROC making higher lows. However, SMRI(5,4,9) is moving towards merging.
by swin

Track record of Swin volatility system v1.0 Ended.

SIMSCI:
22-June-2005 : Long 262.4 status: Open Day Settlement: 262.8 To date P/L: +0.4
---------------------------------------------------------------------------------------------
23-June-2005: No new position. Long 262.4 status: Open Day Settlement: 264.8 To date P/L: +2.4
---------------------------------------------------------------------------------------------
24-June-2005: No action. Stop orders were not triggered. Maintain open position.
Long 262.4 Status: Open Day Settlement: 265.1To date P/L: +2.7
---------------------------------------------------------------------------------------------
27-June-2005: June contract, Long 262.4 Status: Closed ,sold at 263.3. Trade P/L:+0.9
no new position added.
July contract: Sell short at 263.6 , status Open. Day Settlement :262.1
---------------------------------------------------------------------------------------------
28-June-2005: No action. Stop orders were not triggered. Maintain open position.
Short 263.6 Status: Open Day Settlement: 262.6 Trade P/L: +1.0
---------------------------------------------------------------------------------------------
29-June-2005: No action. Stop orders were not triggered. Maintain open position.
Short 263.6 Status: Open Day Settlement: 262.5 Trade P/L:+1.1
---------------------------------------------------------------------------------------------
30-June-2005: No action. Stop orders were not triggered. Maintain open position.
Short 263.6 Status: Open Day Settlement: 263.4 Trade P/L:+0.2
---------------------------------------------------------------------------------------------
01-July-2005: Stop short 264.9, new Long position at 264.9 Trade P/L:-1.3
Long 264.9 Status: Open Day Settlement: 264.4 Trade P/L:-0.5 To date P/L: -0.4
---------------------------------------------------------------------------------------------
04-July-2005: No action. Stop orders were not triggered. Maintain open position.
Long 264.9 Status: Open Day Settlement: 265.2 Trade P/L:+0.3 To date P/L: -0.4
---------------------------------------------------------------------------------------------
05-July-2005: No action. Stop orders were not triggered. Maintain open position.
Long 264.9 Status: Open Day Settlement: 265.3 Trade P/L:+0.4 To date P/L: -0.4
---------------------------------------------------------------------------------------------
06-July-2005: No action. Stop orders were not triggered. Maintain open position.
Long 264.9 Status: Open Day Settlement: 267.2 Trade P/L:+2.3 To date P/L: -0.4

We have closed out all positions with minor gain. System has been reviewed. We are currently trading based on new refined system. New track record will be up soon.

Legend:
To date P/L : Overall Profit/Loss (closed positions) of system since start time 22-06-2005
Trade P/L : Profit/Loss of particular trade.

SIMSCI Cash Index 05-JULY-2005

SIMSCI Cash Index 05-JULY-2005: From daily chart, we observed negative divergence between 12-day Price ROC and index. This signals weakness of current uptrend.
by swin

Development on going

we are currently working on our trading system and at the same time revamping this blog. Posting will start next week.

Have a profitable day,
Swin.