Seriously, but I'm pretty sure I was first!
I believe you're talking to DeltaRisk... Our handles are too similar!
Thanks for the suggestions, these are just preliminary data points as I'm not that far into it yet...
This is all python-driven research (pandas, numpy) with matplotlib being used for charting/graphs.
Sure, the histogram is essentially showing the historical returns based on entering a trade given specific conditions. The x-axis is the 5 Day...
A small non-sequitur... but I'm pretty proud of this little histogram as it represents a decent amount of work. It's been said that ACD helps...
Do you guys score your lines via strict interpretation of what's in the book? Or more lax - ie just need the order of events to occur for the...
@Baron have you changed your diet at all during your transition to the new HIT routine?
CVS, Walgreens, or RiteAid.
I'm doing something very similar, except I'm still forward testing and not taking real trades yet. My system is objective; if a signal is...
Alright, let me back out to the 5000ft level, maybe you could summarize how you look at natural gas without giving away the 'secret sauce'? I...
Is it as granular as the models? Would you mind sharing your inputs?
Do you utilize any of the more widely use models (ie GPCM, INGM) for your own model?
Not to nit-pick, and I might be exposing myself by saying this, but wouldn't you want to minimize your MAE and maximize your MFE?
Ha, I'm not trading this system yet, but soon...
How 'bout them apples?
Hey Bagger, I'll chime in a bit, I currently have an ACD "gray box" that I'm paper trading until I gain confidence in it. It updates my NL's every...
Small sample size, when I look back five years it drops off quite a bit.
Now's a good time to test my new system, it's showing this particular setup has occurred twice in the past three years and that there's 100%...
Is it safe to say that most of your exposure is in /6E?
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