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As this year is winding down and as I can barely move because I’m so stuffed from all the Christmas turkey, it’s time to reflect on the last four month of trading to close out 2011. Interestingly after having a really tough time in August (see previous posts) I’ve had a really good...

Nice week and nice trend the last month. Keep it up big boy !!

check out thinkorswim, they offer thinkback which let's you enter your orders "back in time". Another provider is platinum. If you want a more "automated" backtest you'll probably have to get quotes (which usually isn't free) and write it yourself.

For the ones (190 viewers) who may be interested in this, here is an update It worked like a charm. I've had about 15 positions (futures and stocks) that all got closed within a couple of seconds. Two positions moved away initially and didn't get hit right away but a couple of seconds later I...

Create multiple pages within TWS. The limit is 100 per page.

I do think I'll make decent money once we get back to less fear; My sweet spot is a VIX in the 18 to 25 range. Now I could have avoided the costly bike tour a couple of weeks ago, but my biggest mistake was not following my standard exit rules. First there was the debt ceiling issue and once...

Finally flat and able to get my finances back in order. I tried the “close all positions” feature of Interactive Brokers and I've to say it worked like a charm in a real live trading account. I got filled on all trades at the limit price (obviously on the bid for the positions I was long, on...

And back to flat :) (SPY exit price when I exited was 114.04).

No post today, heading out for a fun weekend with the family and without internet. Will post on Sunday if my assignment theory worked or if I'm in margin hell. Very frustrated right now, one of the positions was long HPQ and that stock dropped like a rock, so even though i thought I was hedged...

There's endless hope in the option market. This screen shot shows why I'm letting my positions get exercised. (I know I'm not an artist when it comes to screen shots ;) ) 9 minutes (the time is in US Mountain time) before the market closes, the SPY is trading @ 118. So the 118 put options...

Crazy times, Monday, Tuesday Wednesday and Thursday were unreal. ThinkOrSwim had trouble keeping up with the quotes, sometimes my hedge would literally fall by two grand before the associated other positions would catch up. I'm basically in account liquidation or reset mode. The hope is to have...

I hear both of you, same comments came from my wife as well. I'm basically not trading at all right now (stopped after a big loss last Thursday since I didn't want this year to turn red). I've liquidated whatever was somewhat easy to liquidate and I'm hedged on the remaining stuff. e.g...

Rumor has it if your trading positions follow you in your dreams, you're trading too big. Well that's exactly what happened to me last night. Somehow I didn't sleep well (probably cause I didn't participate in yesterday's rally, I know greed is far stronger than fear in my case) and had a...

If it works you may have more opportunity (the universe of stocks is much bigger than futures). If you're in doubt how well it performs you can try smaller lot sizes on stocks (e.g. try 200 SPY (for 1$ commission) rather than 1 E-Mini (=500 SPY) for higher commission). That way you'll get a...

Has anyone tried this in a real trading account? Here's my current situation. I'm short a shit load of options and when things got ugly the last couple of weeks I hedged via futures since I didn't get a decent option price (wide spread and high volatility). I've liquidated all other...

Reset is exactly what my account is approaching (and yes, I'm selling premium) The blue line is my account performance since the last time I've had a reset (May 6th 2010 aka da Flash Crash) Right now I'm barely green for the year and another day like today and I'll join the red line...

Disgusting trading week (down 14k, sucked almost as bad as the S&P this week). I blew slightly over 14k yesterday, the rest of the week was somewhat breakeven. This sell off was nasty and as you can tell in my premium selling strategies (S11,10,21) they all got killed. Too bad S2 only has three...

Nice week Neke, congrats on these results !!!!! This was a make or break week for many traders

I trade mostly automated. Most trades have about 1-1.3% risk, the trade size then derives based on that. Whether it's 1 or 1.3 depends on the entry criteria, better candidates get slightly more risk. I also trade some systems that don't have stops at all, for them the trade size is dependent...

This has been another tough week (down 2k3). The last five weeks have been terrible, I hope this is somewhat related to this stupid debt ceiling increase and not to a major flaw in my automated trading systems. While S2 benefits from the increase in volatility, S10/11/21 are hurting in this...