If she liquidates her fund today the losses would go from "paper" losses (unrealized) to actual losses (realized). They would go away and the...
Look at the tastytrade track record on that strategy. They have many winners but usually a single loser eats all their profits from that strategy...
Bobby - interesting thread and good luck. If this is a real account get portfolio margin rather than reg t (if you don't have it already) 150k is...
2.50 (minus any commissions you're paying for the initial trade plus commissions on the two legs (buying back the 25s and selling the 20s)). Also...
You've obviously figured it all out - so who am I to tell you you're wrong. You remind me of an options trader who had a thread...
fullauto - everyone has their own parameters on what makes them happy and how they want to trade. ET is full of haters and based on your responses...
Do you think this is worth the time though? I'm not sure I'm looking at this correctly but you've about 7 month of trading history, a net gain of...
@Shay, great work backtesting and sharing the results (and the follow ups). Do you have a way of calculating the initial margin requirements (reg...
check out the self driving remote control car https://www.raspberrypi.org/blog/self-driving-car/ All the code is on github, looks like an "easy"...
I often get asked "if you had to narrow it down to one metric, which one would it be?" Would that even be doable? I guess for me I would need at...
Good luck !!!!
I hope you are correct and this is a real setup and not a coding/slippeage error - I personally have never found a setup with a 1:2 target/stop...
I think what he means is he lost 4$ per contract. He probably received around a buck credit initially (which he subtracted from the exposure) and...
Here's my personal opinion. The numbers are too good to be true. You've a good large sample size, based on that I would not think that the system...
Are you sure, cause I thought this is a Finra rule http://www.finra.org/investors/day-trading-margin-requirements-know-rules
It is because of contango and because it is more leveraged in theory. You are correct, just because nat gas futures go back up to 4 doesn't mean...
It won't go to 0 unless nat gas will go to 0 (very unlikely). Having said that, it's not slam dunk trade either, nat gas could stay low for quite...
You may have missed the beginning of this thread. This is already backtested on ~ 49.000 trades on historical data. It only works on a subset of...
dom, thanks a lot for your insight, highly appreciated. I may keep this thread updated weekly with live results until my system falls below the 2...
dom, would I average the median/std dev then across the Monte Carlo simulations? Otherwise the variance would be way too wide to be meaningful...
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