Recent content by rickty

Also, you may want to contact quantquote.com as I believe they can sell you option data cheaply even though it's not advertized on their website.

www.historicaloptiondata.com

www.ivolatility.com

You know that the tastytrade way is not to use a stop loss on defined loss trades since the probability of touch is twice the probability of ending up ITM. Do you have any objective results that indicate your approach is better?

TOS platform

Hey Dan, You forgot to include the expectation calculation for the UPS trade: Prob = 81.7% Expectation = .817(48) - .123(452) - .064(226) = 39.2 - 55.6 - 14.46 = -30.8 (You're welcome :) )

Consider the trade you mentioned: "MAY 9 iron condor 90% OTM would collect .76" You're risking (with 5 point wide spreads) $424 (=500-76) to make $76, not the greatest risk to reward ratio but it does mean that you will have a return of 15% (76/500) in one week. If you do this consistently...

therealjones, So far you've told us you're not satisfied with your trading results. So when someone is not satisfied it's because the outcome did not meet their expectation. So please clearly state what is your expectation for your trading? Also, how many trades did you put on? What sort...

therealjones, What sort of advice are you looking for? What are your expectations for your trading? If you think that losing $250 is a bad result then I believe that you should have more realistic expectations for your trading. If you're wanting a 100% win rate then you could sell >...

Personally I'll be sorry to see her go. I think she and Haines made a good team. I'm surprised to see her go to CNN which seems to me to be a sinking ship.

... the code ....

jalsck, My results agree with you. The equity curve is attached. (Code is shown below). Richard

Open E Cry

What software are you using to perform walk-forward testing? Richard

When you say you want "to get into automated trading", what exactly do you have in mind to do? Total hands-off trading - just switch the system on and then go away? What are you planning to use as a profitable trading system? Develop your own or otherwise? (This is where I think the real...