Recent content by PetaDollar

Outstanding, Robert. Thanks for the link. They settled at 1414.70. ITM as suspected!

Is there any way to figure out what price they'll use for options exercise/clearing? I have a bunch of 1415 puts and the price was jiggling around 1415 at expiration time. I understand GC options are auto-exercised ITM. I assumed they were ITM slightly, would be exercised, and hedged...

The search for the right backtesting-walk forward procedure is just the Search for the Holy Grail cast in a different way (the usual way being the trading rules). What should you do? Learn to gamble. Learn to capture a specific market behavior and apply your system when and where there's a...

Correctly cleaning historical data is about using the correct process. If you use the correct process, you will be successful and even determine what success is in the first place. Here is the correct process: Clean in short, specific stages Have easily accessible data characterization...

Does anyone have experience with mass backtesting with Multicharts .NET? I would like to learn about what people have accomplished with it, in terms of throughput (# of symbols, # of strategies) to include hardware and custom software automation. After reviewing the docs (but not trying out...

It sounds like OP is asking about a package that does the analysis for him. Here is a handy, beautiful, free online tool.

There is an outstanding discussion and examples of portfolio construction (meaning, which algorithms to trade on what) in Trading Systems by Jaekle and Tomasini. They also discuss off-the-shelf software that is up to the task. The correlation of daily PnL for different strategies, or, same...

Anyone have Instinet for a broker and use the MultiCharts order API with it? I'm looking into the possibility of a 3rd party strategy development environment to include live test trading, but I want to avoid the retail commish if possible.

Maybe it's because I started in another career, and had to work a long time to reach my goal of trading full time, but I am proud of being a full-time trader. After I drop my kids off at school in the morning, and am driving back home into my neighborhood, I see lots of people driving out for...

If you are trading the YM mean reversion exclusively, I'm curious what you results are between 11AM-2pm compared to the rest of the regular market hours.

Very nice idea. Have you tried two and three candles? Also, an important aspect of candles is the context in which they appear. For example, a hammer in an uptrend. If clustering gets difficult, check out the mclust package which applies different clustering methods and number of clusters...

Personal attacks coming from both sides. Thread closed. I have no problem deleting a post with a personal attack and getting an account banned if it doesn't stop.