How has your pure paper trading compared to your live? In your live account you have to adjust to match your bp as well as ignore some...
All the Screentoaster video tutorials are down, are there plans to reupload these to youtube? Some of the most important "how to" videos can't...
I did my own in Matlab, but there is an easier way. Find cointegrated pairs at some point in time, save those pairs, then if you have PTF, simply...
It sure is changing. What if my criteria was high performing stocks over that last 12 months, and I went and backested these stocks over the same...
I too once felt this way, the problem is that you might be running PNL backtests on stocks that you already know had exhibited a particular...
I give him props for NOT cherry picking because he is recording closed trades, it is consistant in that he sticks to that metric. I dont think...
Rol, Whats your average hold for a unrealized loss? As long as the amount of days isnt something like 4 months, it is probably likely that the...
Heech, You bring out a good point, for the sake of having accurate stats and charts to evaluate a model, 3 days average hold time for not...
Let me get this right, you beta weighted your all your options systems against SPX and you came up with 3500 Vega. So you are currently a net...
Engine, With out needing to know all the details for all your models, would you say that a majority of all your positions are net short...
I'm not an expert and am in fact quite novice but if you want to know... XLQ is an add-in that will allow you to pull into excel a feed like...
DDE links is old technology and it is slow. I have since updated to use XLQ, which is a third party excel add-in. This should now allow you to...
Excel 2007 Power Programming by Walkenback & Mr.Excel forums...all you ever need. The help you get there is amazing. Stuff I would pay for is...
Well, I am certainly glad to hear that. I wasnt too sure what was either too low or too high of a benchmark. Now I know I am not aiming too low,...
Thanks for the bone. Thats some great advice and gives me a direction to go towards. For the next few weeks, I am going to focus on order...
I am going to guess that you did about 300k shares round trip for all your systems live trading. Youre not complaining now, but I bet you will...
I trade around 150 names a day and all with the same 100 share lot, sometimes a 200 share lot when the signal is strong. I would rather have 100...
Rol thanks for sharing, you have posted your 4 months quity curve but how about some stats regarding those 4 months other than equity, Perhaps...
I want to clarify that these results and bench marks, are all intraday trading, with around 150 names per day. Just in case any of you, thought...
This post is specifically for equity traders, utilizing backtesting/paper trading as a decision to go live or not on a new model. My prefered...
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