Search results

RR = risk reward Up and out = otm calls 10/13 = 10 strike & 13 strike in may 1.18 favoring the 10 strike with respect to the 13 strike (Not sure how you came up with that) 170/105 on the vol line.... ...... ...... .......... Implies of the 10/13 strike?....... Always cryptic you...

Spend the time and save the 1000 bucks... Only 269 at AMIBROKER... Don't start and language war... If you want that go to the "C" thread... They will entertain you well there...why not script the whole thing then instead of milling around someone else's code at that rate

i get that... here is the script.. that is not plotting.. i posted on yahoo forum.. *Gann HiLo*/ Hld = IIf(C > Ref(MA(H, 3), -1), 1, IIf(C < Ref(MA(L, 3), -1), -1, 0)); Hlv = ValueWhen(Hld != 0, Hld, 1); Hilo = IIf(Hlv == -1, MA(H, 3), MA(L, 3)); Trigger = IIf(C>Hilo, colorGreen...

i would bet the guy is not in the position to code up an entire trading/backtesting/optimzation platform... but again.. we don't know.. he doesn't tell us shit......

now i ran across this paper http://www.cmegroup.com/trading/agricultural/files/Chapter-10N-Wheat-Corn-ICSO-Rules.pdf speaking of options on spreads.. know anything about these? if you could put options spreads on the commodity spread differentials you could limit your risk.. and or even...

i personally like not limiting my upside.. great so if your right you make alot of the vol premium.. but you will never hit a homerun that way.. the 8/10 backspread i like better.. we will see though.. :)

your notes are appreciated..

great thread!

your right about all this.. i really have nothing against ninja really.. but the guy has not given us crap to go on as far as what he is trying to do .

it is now! haha based on the path its taking it wouldn't be surprising..

its only set up to work for futures in amibroker.. i tried to hack it a little and make it work for stocks.. no go.. blah

most would agree that amibroker is the bettter platform.. save your time, and pay the fee.. you can use ninja.. but i don't recommend it..

why not be bullish and do a Z3/Z4 bull spread... or with M's

there was a theory called Max pain , that went along these lines.. its been backtested.. papers written on it.. this is not a valid assumption.. things change.. open interest is goes up for atm strikes as expiration approach... .. its dynamic and always changing.. sure the market maker has to...

there are traders that make money here that don't post there pnl and or only speak on topics that don't elude to there size and profit of their book..

a short july13/july14 calender..or put in another way bull spread looks good. as does the dec13/dec14.... how would one define max risk on trades like this.. is Z3/Z5 and M3/M4 the correct way to express that? Z's are dec.. M's are jun..

+1 on that.. trade what is happening.. its hard enough to figure out that.. much less project some narrative out into the future.. ... i notice narratives basically trap your bias in one direction leaving you trapped .. always trying to force price action into your story..

fix cost is the way to go unless you are of size.. which both me and you are not.. so its nothing to worry about.. something you can inquire about on your spare time.. not that important right now..

thats a good point.. i didn't read that.. so you are posting orders and waiting till the market comes to you all the time? you know by electing fix cost you do not get paid order flow for doing that.. i've learned over time.. if i see an edge in a fly, i just wait for it to be priced right...

everyone knows there are no sure things..