Trading Journal

 Another RED expiry. Market was sideways but with busrts of up/down moves mixed with long low volatility sideways. INDIAVIX too fell 10%, but didn't help the basket. Vix and volatility have diverged. At least with INDIAVIX and BANKNIFTY there is not much correlation left now. NF BNF STOXXO PNL: ~6400 Remarks: Did a lot of manual interventions. This has become a bad habit and I have to stop it. I think I will retire some algos or modify them to be more safer, and less risk: Heimdall, LOKI. I closed HEIMDALL in the morning after it looked like it would be a trending day. Heimdall struggles in trending days. But the market didn't trend and turned sideways. Intervened with Jane CE, Loki, Thor, ODIN T3 etc. So this manual intervention is basically ruining everything and not really preventing losses either. Fortunately didn't trade disc, else in this market, even that would have added to losses as it has in the last few days. Sometime after my exit, after 3 pm actually, there was...

 Good expiry. Typical as one would expect. Range-bound markets most of the time. Started trending a little bit in the second half. But didn't cause much trouble.  NIFTY After the initial trend, it ranged till 1:30 pm. And then broke down into another range. BANKNIFTY Opening 5m range lasted till 1 pm. After that gave some directional moves. STOXXO Cap used 5.75L including collateral. MTM : 7858.75 Cost: ~200 NET : ~ 7658.75 Comments: Despite good profits didn't interfere and let the algos run. Nifty hedge issue needs to be looked into. Margin req came close to within 18K of available capital.

For a Monday today was very non-trending and initially high volatility. It settled down after 10 am. But was still diff to trade. BNF lost money but FNF made some money. Traded VAL all days system in simulation mode. It lost a good amount of money. However, it also worked as expected with REX. Live trading was with AB BUY (my variation for Fri and Mon). It lost over 1900. However, HEIMDALL FNF made 1100 and provided some relief. NF BNF FNF STOXXO PNL -800 Observations: BNF has become very random with days. Any random day becomes trending and any random day becomes non-trending. Even with comparatively lower VIX (14-15) there are high spikes that trigger SLs.  Often ATR doesn't seem that high either. Still spikes take you out. These volatile spikes happen despite the direction of the market (trending or sideways). At the moment, trading post 10am is safer for ports with small-mid level SLs.  This is 3rd straight loss day.