Recent content by Angelo_60

Whoa, my maintenance margin increased thirteen fold (that is from 1 to 13) (yes, I trade NDX and SPX options, but on friday evening the situation was totally under control). Normally, on every saturday margins increase a lot, but this time seems a glitch of the system. No messages or warning...

The real difference is that RealTest support native Multimarket Multisystem backtesting... and that's really important.... multimarket multisystem is not the holy grail but I'fd define it as essential to survive as a systematic trader. Amibroker can do multimarket multisystem, but it's not...

This is the basis of misunderstanding. 5 delta is almost (*) the chance of finishing ITM all other things being the same (CETERIS PARIBUS). All other things don't stand still, so this metric is almost (*) valid only FOR a very short time, in a very narrow price range. Also, the more you go...

You have for now understood that your simulated results were not attainable in real trading, or better said – were the result of a very calm market (we are all genius in bull markets) and….. overleveraging, but - seems to me - find a bit difficult to face reality. In time, you'll accept it. So...

Hi, just my 2 cents. Retutn on collateral is meaningless, because no trader in his own right mind would consider just the collateral required by the broker when allocating the capital required to naked short selling. Also, IMHO, you shoudn't be fixated by the ROI.... the ROI should be your...

SN stands for???? Yes... but why GOOG?

Matt, according to your chart, the max loss of this GOOG fly is between 50k and 100k. According to IB OptStrategyBuilder is more like 37-38K (I used 20210326 exp, because unable to find 2030 put in IB database for Mar19 expiration ). Moreover, for all the forumers here: the proposed position...

Sorry, MC stands for Multicharts. Problem with MC or other turnkey platforms (which in some way is shared by Amibroker too) : they don't allow a lot of orders handling, and this can eat a good slice of potential profits (the more frequent your trading, the worse). MC.NET is more flexible, as it...

Hi, if you have experience with IB controller (let's say this straight, using IBC can quickly become a nightmare if you are not a programmer) there's this code by Joe Marwood: https://decodingmarkets.com/semi-automated-trading-amibroker/ If you are not a programmer (as most traders), a really...

Above there’s (more than) an error I cannot edit anymore in the original post. Line should be read: D) rank of all the stock identified in C) according to criteria A) , and makes K new open positions. Many thanks Marsten, very straightforward. I suspect (but it’s just a guess) other software...

Hi Marsten first of all, let me say it’s awesome you take the time to interact in this thread, and I want to thank you for that (sorry for my English, I'm in Europe). I could be wrong, but the strategy you posted above is a perfect example of what I’m saying. Let’s say we use daily data for...

Well, that seems to be me. First of all, I have both LB’s books. They are good books, but lets’ face it: being able to write a good book about trading doesn’t mean one is a good trader/ investor. In the ’90, for example, George Angell wrote a very good book about stock index futures (with an...

No. For everyone interested in Tal risk management, I strongly advise to read a 4 part series written by Mark Spitznagel here: https://www.universa.net/riskmitigation.html They are as good as one can get with public information For example, he says (bold is mine): “ Achieving higher sustained...

Bensdorp uses Trading Blox (or, at least, the reports he's showing on his books are equal to those produced by TB :) ). if i remember well, in TB you have the option to consider 6 separate accounts and then sum up the equity line, or to use one single account for all systems. So - as far as...

Not that I'm aware of. I don’t know who is Ron Bertino (should I?) but if someone can point me out to a source explaining “false theta” I’m happy to hear from him. PS of course, you know the decay of DOTM is very different (almost linear even in the last days before expiration) than at ATM...