Outstanding, Robert. Thanks for the link. They settled at 1414.70. ITM as suspected!
Is there any way to figure out what price they'll use for options exercise/clearing? I have a bunch of 1415 puts and the price was jiggling...
The search for the right backtesting-walk forward procedure is just the Search for the Holy Grail cast in a different way (the usual way being the...
Correctly cleaning historical data is about using the correct process. If you use the correct process, you will be successful and even determine...
Does anyone have experience with mass backtesting with Multicharts .NET? I would like to learn about what people have accomplished with it, in...
It sounds like OP is asking about a package that does the analysis for him. Here is a handy, beautiful, free online tool.
There is an outstanding discussion and examples of portfolio construction (meaning, which algorithms to trade on what) in Trading Systems by...
Anyone have Instinet for a broker and use the MultiCharts order API with it? I'm looking into the possibility of a 3rd party strategy development...
Maybe it's because I started in another career, and had to work a long time to reach my goal of trading full time, but I am proud of being a...
If you are trading the YM mean reversion exclusively, I'm curious what you results are between 11AM-2pm compared to the rest of the regular market...
Very nice idea. Have you tried two and three candles? Also, an important aspect of candles is the context in which they appear. For example, a...
Personal attacks coming from both sides. Thread closed. I have no problem deleting a post with a personal attack and getting an account banned...
Have you ever seen Bulkowski's books? That's the required level of detail for trading chart patterns.
Ok, let me get this vertical spread +12/-13 result correct: -13: no payoff +12: +0.36 to me total purchase cost: 0.80 Thusly, my loss is 0.36...
Thanks FSU, this is the first time I've heard about the HOSS.
Sorry if I was confusing-- I sold the straddle, so I should have just called it a strangle, and I had to edit that previous post a few times to...
Ouch I got 0.55 for the straddle, so I'm out 12.45 - 12.36 = 0.09 there (size 10 = -$90). I paid 0.80 for the +12/-13 spread so I'm out 0.64 -...
Ooops, I meant to say, I sold the 13 straddle and expect 13.12.
Looking for as close to 13.00 as possible. I expect 12.80. Sold the 12 straddle plus a vertical call spread (+12 -13).
15.84 woo hoo
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