advice from Gold Five: "Stay on target" ... "Stay on target" ;-)
Some comments: # consecutive winners # consecutive losers max drawdown The idea with the above, is to help determine if current trading results...
botpro: Most ideas on this should prove very interesting, and hopefully usable. The basic "ratcheting" / "unidirectional valve" concepts should...
Shay: I like what you are doing! Curious if you have resolved your IV concerns satisfactorily. You mention "instead of me calculate B&S model...
Shay: Thanks for the info from TT! It is very nice to find they used EOD data! That implies we "should" be able to have apples to apples...
botpro: Shay indicated he has EOD data, which is "kinda what I got from TOS". Most EOD data is "MID", not Traded price, so my results Should...
Shay: Regarding "export" Nope! I have tried, and would love that, but TOS has no mechanism for exporting from ThinkScript, except via their...
Shay: I just re-ran a Back test using TOS for this. I am including the info below. I get slightly different results, but it is very possible I...
Shay: It is refreshing to observe someone posting some of their detailed work. I did a similar exercise trying to use TastyTrade report to...
trilogic : Nice graphs! I am curious why the (Vol surface graph) IV does not correlate with "moneyness". I expected a strike axis inflection. It...
Shay: Some more ramblings from me here. Regarding question: "but how can i get specific IV for AAPL (or any other product) for example ?" From tos...
Shay: It is still unclear to me, how you will be using the IV Rank, and therefore how specific/general, it should be! IMHO: Many folks that...
@ Shay: Here is a thinkscript for IV and IV percentile for TOS. def vol = impVolatility(); def IV=vol*100; def hi = highest(vol,252); def lo =...
Shay: You seem to be asking the group what your question should be? -- Typical reference to IV and IV percentile, relate to the "30 day" value...
rmorse: Amen!
"Tongue in Cheek": Lottery tickets are great in hindsight! (Hmm!!! perhaps I failed to answer appropriately!) Actually, if back-testing proves...
This discussion is specific to lower liquidity options only (NO SPY, AAPL, etc) Can someone point me to information that helps shed more...
If you purchased the JAN5 weekly (9 DTE) 3.50 Strike for 50 cents, you are now profitable by 10 to 22 cents per contract, not counting your...
The values above are incorrect, correct the entries and try again. (pasting between incompatible applications -- try copying values from a plain...
For those of you that trade options on securities, where your quantity of contracts is a high percentage of the open interest and/or volume, can...
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