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  1. What does PF=1.075 tell us?

    I've used limit orders and used 5 second bars. My experiments show that Profit Factor is IMO very misleading as it highly depends on the number...
    Post by: trd, Aug 4, 2009 in forum: Strategy Building

  2. What does PF=1.075 tell us?

    I'm using the averages of simulated 30 years. Here are the other results of this system: Annual PL% = 42.1699 (StdDev=6.3530,...
    Post by: trd, Aug 4, 2009 in forum: Strategy Building

  3. What does PF=1.075 tell us?

    But it means for example GrossWin=$107,500 and GrossLoss=$100,000. Ie. making $7,500 gain, that's a profit of 7.5%. Why is making a profit of...
    Post by: trd, Aug 4, 2009 in forum: Strategy Building

  4. What does PF=1.075 tell us?

    Hi, what does a Profit Factor of 1.075 for a system tell us? Can one calculate from that number the annual result of a trading account? How...
    Thread by: trd, Aug 4, 2009, 48 replies, in forum: Strategy Building

  5. SEC fee higher than commission

    I find the "SEC fee" of $0.0000257 for every dollar traded is a rip! Imagine a trade size of $100k: 100,000 * 0.0000257 = $2.57 SEC fee then...
    Thread by: trd, Aug 3, 2009, 1 replies, in forum: Order Execution

  6. Daily number of trades of individual stock

    Hi, anybody know where one can see how many ticks (ie. # of trades) a stock or index had on a past date? It would be nice if Yahoo historic...
    Thread by: trd, Aug 2, 2009, 1 replies, in forum: Strategy Building

  7. B/S Volatility and StdDevs

    Hi, can someone please confirm whether the following assumptions are correct: If the volatility parameter for the B/S formula is 40% then the...
    Thread by: trd, May 19, 2009, 2 replies, in forum: Options

  8. Crazy! TDAmeritrade asks for 100% margin for buying a Long Call or Put option

    I was thinking $2,125 for buying the stuff plus the same amount ("100% margin requirement") as safety in your account. But, as you and others...
    Post by: trd, Mar 21, 2009 in forum: Options

  9. Crazy! TDAmeritrade asks for 100% margin for buying a Long Call or Put option

    Sure they must be paid in full, but IMO, as I understand them, Ameritrade asks for an additional ("safety") margin. I just don't understand...
    Post by: trd, Mar 21, 2009 in forum: Options

  10. Crazy! TDAmeritrade asks for 100% margin for buying a Long Call or Put option

    I don't get it: TDAmeritrade asks for 100% margin for buying a Long Call or Put option! I don't understand for what there is any such margin...
    Thread by: trd, Mar 21, 2009, 8 replies, in forum: Options
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