Recent content by sysdevel99

Good luck first of all - keep this thread going Same position size for all 23 trades ? Across the 23 - what’s your average holding period and how many do you put on concurrently ?

You know you're bored when you're trying to catch this screenshot :)

Hear that on tic toc? :p

I usually get more nbrs (on all of them I typically get average and median) draw down% draw down velocity (did the backtest reach the max dd % after 3 month but the real time test hit it in two weeks) % winning days in a row (usually up to 5) Then I often normalize the data with VIX and SPY - so...

I thought without leverage they couldn't get the return they needed - so they had to use leverage. When bonds and stocks went down in tandem their models didn't account for that. I would also be surprised if this is a UK only phaenomenon.

What do you think? Making $$$ is as easy as subscribing to some youtube services - next appointment lambo dealership.

You make margin sound like something bad - with a margin account nobody puts a gun to your head to use it either. I love margin - gives me more options

No idea if you just limit it to these ETFs. In general backtesting fading the opening gap is a winning strategy if you include super liquid stocks (go long/short at open and close trade at previous close price on penny wide bid/ask stocks). It's not something that you can easily trade in real...

Haven't been on elitetrader in a while - glad to see you still alive frosty !!!! I read the first 3 pages - so if this has been asked already i'll try to find it - I guess my main question is - are the results correlated across underlyings? Also - looking at the P&L - I'm guessing you're...

Looks like the feed is deprecated - fun :vomit: - Please note: The time-series version of EOD has been deprecated in favor of the Tables version. Please visit the EOD Tables product page for up-to-date data.

Using this feed for over 2 years - looks like this feed broke 10/29/21

Maybe I misunderstood - but I think he's buying the ask and selling the bid (entries are on bid and the title of the thread is call selling). Should be reasonable to get filled there ;)

One more input - I may be using the nbrs incorrectly but if you look at the shortPnl column as an indicator for the PnL for that trade (I may be using the wrong column) - you'll notice that the median and the average of the data is very different - the median shows little gain (3$) - the average...