Trading Journal

 Another red expiry day. The market wasn't very high range (less than 500 most of the time), but it was very volatile within that range. BANKNIFTY NIFTY STOXXO PNL -4300 For some reason, my basket is unable to handle any kind of up/down movement. I suspect its because of HFTs who can extrapolate where various stop losses must be present. Also, others too are facing diminishing returns from algo trading. I am honestly at a loss of ideas as to what could be done to make an algo to tackle this kind of market. MISTAKES: I had forgotten to update the NFITY VALKYRIE port to change combined profit from 500 to 2000. GOOD RESULT Heimdall survived when started at 10 am. 

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.