Trading Algorithm

1. AGNI CAPITAL PROCESS FLOW FOR AUTOMATED TRADING
PRIMARY PROCESS - SHORT PRIMARY PROCESS - BUY
YES 5 Day High (SP) NO YES 5 Day Low (SP) NO
← → → ← → →
↓→ ↓ ↓ ↓→ ↓ ↓
Close below prior day's ↓ Close above prior day's ↓
ENTRY PROCESS FOR NEW SHORT
ENTRY PROCESS FOR NEW BUY
close close
YES ← → NO → YES ← → NO →
↓ → ↓ ↓ ↓ → ↓ ↓
↓
YES
Does next day price go
NO ↓ YES
Does next day price go
NO ↓
← above SP?
→ ↓ ← below SP?
→ ↓
↓ ↓ ↓ ↓ ↓ ↓
Skip to Exception Skip to Exception Process -
Process - Short below ← ← ↓ ↓ Short below ← ← ↓ ↓
↓ ↓ ↓ ↓
YES
Next day's price @ 245
NO
↓ YES
Next day's price @ 245
NO
↓
within $1of SP? within $1of SP?
← → ↓ ← → ↓
↓ ↓ ↓ ↓ ↓ ↓
Short order of x*
NO TRADE - END Buy order of x* Shares END
Shares
* x is determined by share calculation process shown below * x is determined by share calculation process shown below
YES ← Stock price < $55? → NO
↓ ↓
No. of shares = account No. of shares = account
balance*1.5% balance*.075%
↓ ↓
↓ ↓
END OF PROCESS*
* Skip to process for existing short positions below
***Continued from PRIMARY PROCESS - SHORT*** ***Continued from PRIMARY PROCESS - BUY***
Rcvd short signal, but Rcvd short signal, but
traded above SP on traded below SP on
next day next day
↓ ↓
Ignore original short Ignore original Buy
signal signal
↓ ↓
Execute a buy order on Execute a short order
Signal day + 2 @ on Signal day + 2 @
1030am 1030am
↓ ↓
End of Process* End of Process*
* Move onto setting stop process below * Move onto setting stop process below
Put in stop/loss of +1.00
below cost
Put in stop/loss of +1.00
above cost
↓ ← ← ← ↑
↓ ← ← ← ↑ YES
Has price traded 2.50
NO
↑
above cost?
YES
Has price traded 2.50
NO
↑ ← → ↑
below cost?
← → ↑ ↓ ↓ ← ↓ ↑
↓ ↓ ← ↓ ↑ Set stop @ most profitable
↓ ↑
Adjust stop higher as trade price moves higher (ie higher than the price used to set stop) until stop hit
amount plus 1.50 (ie 3.5 -
1.50 = 2.00 plus cost
Set stop @ most profitable
amount less 1.50 (ie 3.5 - ↓ ↑ ↓ ← equals stop) ↓ ↑
1.50 = 2.00 minus cost
Adjust stop lower as trade price moves lower (ie lower than the price used to set stop) until stop hit
↓ ← equals stop) ↓ ↑ ↓ ↑
↓ ↑ ↓ Has price traded 1.50
↑
YES NO
above cost?
↓ YES
Has price traded 1.50
NO
↑ ↓ ← → ↑
below cost?
↓ ← → ↑ ↓ ↓ ↓ ← ↓ ↑
↓ ↓ ↓ ← ↓ ↑ ↓ Set stop @ cost plus .5
↓ ↑
↓ Set stop @ cost less .5
↓ ↑ ↓ ← ↓ ↑
↓ ← ↓ ↑ ↓ ↑
↓ ↑ ↓ Has price traded 1.00
↑
YES NO
↓ YES
Has price traded 1.00
NO
↑ ↓ ← above cost?
→ ↑
below cost?
↓ ← → ↑ ↓ ↓ ↓ ← ↓ ↑
↓ ↓ ↓ ← ↓ ↑ ↓ Set stop @ cost plus .25
→ → → → → ↑
↓ Set stop @ cost less .25
→ → → → → ↑ ↓ ↓ ↑
↓ ↓ ↑ ↓ ↓ ↑
↓ ↑ ↓ ↑
Keep original stop/loss
↓ Keep original stop/loss
↑ ↓ ↑
↓ ↑ ↓ ↓ → → → ↑
↓ ↓ → → → ↑
↓ → → → Stop Hit/End of
Process
↓ → → → Stop Hit/End of
Process