Oh yea, one more thing.... to make sure slippage is deffinetly factored in. I just ran the er2 data again, this time making all buys and sells...
In an effort today to continue to try to prove to myself this system is not overly curve fitted. I ran a little more than 3 years worth of ER2...
I have been back testing different trading methods for a while and generally I just end up with some over curve fitted garbage. This time I...
Might sound stupid.. but what exactly are trading blotters?? I'm trading with interactive brokers what do I need to do to post my P/L? thanks
lol.. you know that is so simple it might just work ;)
Ok, so you run reqmarketdata... so now all of this market data is comming in. You have the tickSize and tickPrice messages being caputred.......
Is it possible to trade options on comodities/futures using interactive brokers? I know you can trade options ym,nq,er2, and es and a few other...
It was an option on YM April 11600 call
I got the number from using Interactive broker's option trader screen....
Is their a certain time of day when the price begins to reflect the change from theta? or is it just very gradual all day long?
Lets say an futures option has a theta of -1.7... does this mean that everyday the price of that option drops 1.7 pts, ignoring the rest of hte...
thanks again for the help... So you base the likelyhood of an event happening by the delta of the option.... What if however through other...
How did you figure out the 30% chance of keeping the $75 and a 60% chance of loosing the $25?
Thanks for the help, here is Another scenario i'm looking at dealing with spreads... Looking at DIA options right now, i see that the 111 call...
I am trying to figure out if this strategy would work, but i'm new to options...so would appreciate some criticism on this strategy. For this...
Actually trading the EFTs is what i have been doing lately for that reason.. BUT the 25k pdt rule gets me.... so I have trouble trading my...
So the YM has a $5 per tick NQ is 10 i think ES is like 12 or something.... Are there any futures you can trade with a smaller than $5 per...
This is similar to the topic but slightly different..... what if i said i can predict with aprox 55% accuracy whether the S&P will rise or fall...
Ripley, i'd beg to differ... i'm CERTAIN I can predict it with a much greater than 50% accuracy... the question isnt WHETHER it can be predicted,...
I'm not asking whether or not macd is useful or not.... i'm asking whether or not being able to predict if the differnece will shrink or grow in...
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