I'm dealing with Forex. Just a few hours on Sunday evening count toward an entire day's calculation. It's weird but the option to exclude is not...
What about Sunday being included in the calculation? I would assume most ATR indicators include Sunday. It sure seems like it would needlessly...
Well, it's rules based but some of the rules act on information provided by other web sources. It would also require inputting new parameters for...
I don't know if this trading strategy could be automated. It would be a pretty complicated algorithm. I will admit, I am a little...
I'm not using "code". You mean trading plan? My trading is manual. Initially during my "manual" backtest, I was using the daily ATR (closed bar)...
This particular indicator doesn't allow you to choose parameters like "high, low, on close". I could however just use the previous day's number as...
Exactly! I was in essence using an ATR crystal ball. I haven't identified yet how much of an impact it had on my overall profitability but I'm...
I completed a very extensive manual backtest and just this week started trading it live. After reviewing some of the data I noticed my "daily" ATR...
That "warning" was amateur hour at it's finest. Thanks for the lols! :thumbsup:
Braggart! :finger::mad: See: survivorship bias :p
You can be sure that in every trading day there are around 50% of the participants crying and 50% rejoicing. I tried to explain to a friend what...
That delicate balance between intuition and the solid facts staring you straight in the face... I pushed it.
Yup. Spread - prem received = my margin cost. :thumbsup:
Iron condors in the RUT and SPX while long GOOGL spreads. Google was literally the only stock down yesterday when the SPX was roaring. I was near...
So true. Stay disciplined and if you're uncomfortable with the potential drawdown in the strategy, your position size was too large. I'm just...
I did not catch that he was ATM (50/50 shot). Wouldn't absolute risk be determined by your margin on a particular spread which should fall between...
When both your core position AND your hedges move in hurtful directions... [IMG] [IMG]
:(
I guess I should have qualified the "widen strikes" comment. Everything I've read shows a statistical advantage regarding profitability when...
Deeply sorry to hear that bro. I myself am fixated on hedging strategies at the moment.
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