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I've used limit orders and used 5 second bars. My experiments show that Profit Factor is IMO very misleading as it highly depends on the number of intervalls per day (ie. on the bar size): The bigger bar size the more is the PF, and vice versa... Yes, I can achieve even a PF > 2.5 when I...

I'm using the averages of simulated 30 years. Here are the other results of this system: Annual PL% = 42.1699 (StdDev=6.3530, MinObserved=24.8692, MaxObserved=59.9619) MDD% = -1.5251 (StdDev=0.3299, MinObserved=-2.2053, MaxObserved=-0.7925) MaxLoss%_of_InitialAccountValue = -0.4438...

But it means for example GrossWin=$107,500 and GrossLoss=$100,000. Ie. making $7,500 gain, that's a profit of 7.5%. Why is making a profit of 7.5% bad?

Hi, what does a Profit Factor of 1.075 for a system tell us? Can one calculate from that number the annual result of a trading account? How important is PF ? What is/are the most important of such numbers for a system?

I find the "SEC fee" of $0.0000257 for every dollar traded is a rip! Imagine a trade size of $100k: 100,000 * 0.0000257 = $2.57 SEC fee then add Commission to this (for example $0.00015 per share...), and "NASD fee" etc. etc. etc. This all sums up big...

Hi, anybody know where one can see how many ticks (ie. # of trades) a stock or index had on a past date? It would be nice if Yahoo historic data had this info, but couldn't find a key for it yet... :-( Thx

Hi, can someone please confirm whether the following assumptions are correct: If the volatility parameter for the B/S formula is 40% then the statistical daily change is vola / sqrt(tradedaysinyear). Ie. using annual 256 tradedays this gives 40/sqrt(256)=2.5 %, meaning the price of the...

I was thinking $2,125 for buying the stuff plus the same amount ("100% margin requirement") as safety in your account. But, as you and others have pointed out, it seems only $2,125 is needed. The wording "margin" just confused me.

Sure they must be paid in full, but IMO, as I understand them, Ameritrade asks for an additional ("safety") margin. I just don't understand what they mean with "margin". My understanding of margin is that usually when shorting stocks or options a margin safety must be present in your...

I don't get it: TDAmeritrade asks for 100% margin for buying a Long Call or Put option! I don't understand for what there is any such margin requirement for these order types. Other companies, for example IB, has ZERO margin requirement for these order types.