No, it's an x-day hi/low breakout strategy, filtered by a bullish/bearish regime as defined my two moving averages (fast > slow = bullish, fast <...
If you're looking for a book on trend following my favorite is Andres Clenow's "Following the Trend" from 2012 [MEDIA] http://amzn.to/2a50wJj He...
In an effort to be productive, I did a backtest of a long straddle pre-earnings. We know IV will rise up into earnings. The question is whether or...
Sorry for posting off-topic. I won't post about short straddles anymore. I would think that any time IV in a stock is low and you may foresee...
Updated results from my original post. This is one full month's results. I'm still playing with and learning from this (with a real-money account...
I trade my NADEX account solely using their app, my account is up 40+% this year. I have other accounts at other brokerages which I trade on PCs...
For some, a 41% return with very minimal risk exposure to the market is superior to a 50% return requiring 100% of my capital invested in the...
You can't just go selling any old straddle before earnings, you need to have the right conditions in front of you to increase your chance of...
MU moved 10% and I still made money. You're selling a vol crush. It'd have to make some pretty big moves to take a big loss, but it can happen....
no, holding 1 night only (through the earnings announcement) - sell the straddle before earnings, buy it back the next morning after earnings
I've recently started selling straddles right before earnings announcements. Here are my results so far [ATTACH] I have a few rules 1) I only...
An anti-martingale position size would halve your position after a loss, not set it to 0, so the change is (result == win) ? bet_size *= 2 :...
We have a meetup here in Orange County, CA, USA that meets regularly. Check it out. http://www.meetup.com/Orange-County-Traders-Association/
Coming to this thread a little late... I have been following Big Mike before it was a forum and it was just a blog, mainly because I was...
I use $TICK in Tradestation, see attached screenshot
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