I used to do option adjustments and think it made more sense when only monthly options were available and you only had 12 trades per year. Each...
"The algo is also intended to exit the option position based on its underlying stop signal, so that means a CBOE market order (bend over baby)." I...
"A successful trader has faith that over time he will make money. Therefore, the results of any one trade are statistically unimportant. He...
I would say that depends on the approach. I made decisions before doing the test on inputs such as the list of tickers and the length of the IS...
And if you are a trading system developer, Prof. Bandy's website (Blue Owl Press) has a number of excellent (and free) videos, articles and other...
Given a 10 year walkforward test that is generally positive with a fairly smooth equity curve, but 1 recent year with a small loss, what are some...
Congratulations. Is the 10.34% an annualized gain? If not, what would be annualized?
Did you read the entire article? Perhaps the question would be best directed to Mike Bryant, author of the article. mrb@adaptrade.com If you...
Any Tradestation/Easy Language developers here, interested in system generation, may find this article of value. Easy Language code is provided....
"The one thing that is missing from all of these similar products is a lack of ability to strategically combine strategies into a portfolio of...
This is beautiful work. You're a very talented programmer and trader. I wouldn't be surprised if you get job offers from this. Have you ever...
I've read over 100 books on trading. My #1 recommendation is this $18 book (with a funny title): 12 Habitudes of Highly Successful Traders. Ms....
And the shit are the drawdowns. Even profitable systems have losing periods. One needs to do research, through backtesting, to have an idea of...
The 10 year average yearly return on the Vanguard S&P 500 index (ticker: VFINX) is 12.97% as of 12/31/18. It's closer to 8% for 15 years, which...
Not having a stake in this ... it occurs to me that you guys are too intelligent to be having this p*ssing contest. Might just be that you are...
Check these sites out: https://duckduckgo.com/?q=python+libraries+for+trading&atb=v62-7__&ia=web
Don't know this guy but here is real advice directly from some of the most accomplished people in the world: Tribe of Mentors by Tim Ferriss. I...
Check out 'Habitudes of Highly Successful Traders' by Ruth Barrons Roosevelt. Habitudes is kind of an odd, made up word, but the book and author...
Tradestation and Easy Language are good tools to use for systematic trading. Tradestation's System Performance Report is something of an industry...
Pascal is correct.
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