Recent content by DGunz

  1. D

    Rol's Trading Journal

    I find it strange that you at at the same exposure that you started the day with. Are you manually keeping your self from taking the signals that your system is generating? It just seems curious that you showed so much restraint in holding back from buying during todays dump...surely the...
  2. D

    Rol's Trading Journal

    I am really surprised by how well you held up from your equity high until your last post. It seemed like you were down about 7% in a DD around the 9th but made it all back on the 14th? Quite remarkable. Even if today turns out a bad day for you I am quite surprised by how well you fared...
  3. D

    42 USA Senators will Block Google?

    Does anyone know if Bearice has, unfortunately for us, passed on his genetic marterial? Tragic if yes. Serious question.
  4. D

    Rol's Trading Journal

    Ahhh, makes perfect sense now. Yea that is a problem isnt it.
  5. D

    Rol's Trading Journal

    oh I see what you are saying now...but hasnt Rol accounted for that. He stated that if his backtest is maxed out on a certain day his backest system will not enter in any more positions until he exits his losers. So in a way his backtest would also suffer through the first phase of the panic...
  6. D

    42 USA Senators will Block Google?

    I bet God told you this, Lulz.:D
  7. D

    Rol's Trading Journal

    Couldnt he just run multiple back tests, each taking random generated signals and compare them to each other, and if each backtest produces similar results he could say that its good enough. I think his universe is sufficiently large enough that if he takes enough sample signals, his...
  8. D

    SPX Iron Condor

    If you are relying on TOS to backtest then you are only going back 16 months. What about 08? Do you close the spread and take the max loss or keep rolling, 08 would have made you roll out a many times. What would you have done? Also it doesnt matter if your short leg "never" expires ITM...
  9. D

    SPX Iron Condor

    Rob, You will tend to win more than you lose but that doesnt mean you have a profitable strategy. If you backested and developed a strategy that has a real edge using IC, then it would different. But It seems like you are just paper trading any arbitrary IC. You are likely buying fair...
  10. D

    Calling it a day after reaching a profit target?

    Hey did you ever think that small PF and low statistical confidence is your problem? What about not trading unless your live results can offer what you want. If you are worried about breaking even during the latter part of the day, perhaps you need to examine your numbers. You might be running...
  11. D

    HowardCohodas Index Options Credit Spread Trading Journal

    That was back in Jan; if he got that message from TOS, regardless of what kind of spread he was trying to do, point is that he was very close to using up all his BP to short vol. Basically his account was all ready near 100% margined out on short vol and there is no reason to suspect that he...
  12. D

    Weekly results of a wanna B algo trader - 2011

    I agree with you. I changed my mind. If you have volatility based strategies, heck even if you dont, likely if affects you (possibly unknowingly). Volatility will affect expectancy, so I take that back. I suppose what I meant to say was that, If your system has positive expectancy even in...
  13. D

    My Automated Trading Strategy (3Years+ of Historical Data) Please Critique!

    hmmm, I suppose it was your intention that, it is never too early to let a young kid experience his first scam, so that he learns some life lessons sooner rather than later? One being, those that can't do, teach. And there is a whole lotta teaching on that website....:D Two being, no...
  14. D

    Trader P/L 2011

    Consistency is execellent, but margins so tight, have you been thinking how to scale up further with out reducing profitability?
Back
Top