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the people at projectoption have put in the work and they do show all their data and results. i have previously posted the links to the videos where they share their methodology and results. i consider tastytrade to be nothing but entertainment and completely useless for trading. in fact, it...

ok, so here is the trade list for twtr from september 6th to the 13th, which is the period that roughly corresponds to the results i shared initially. the list is too big to include in one single image, so i concentrated on the first and last several trades for illustration purposes. the total...

mr. Mcginnis, thanks for your reply. you are one of the et members who know what they are talking about. these are trades that were spread over a 7 day period, the fact that stupid ib and tws only provide aggregated and averaged results is what generates this illusion of all positions having...

yes, i'm sorry, the data i have shared is not ideal but it's the best i have. i agree, there are multiple errors with the reported commissions. that's just tws, it is a pretty awful platform, i only use it because ib's api is the best and that's the api with which it has been possible to...

no. these are simply the results that ib and tws report for the trades that the system executed just as tws reports them. i'm not familiar with the concept of of implied carry related to these two kinds of instruments and haven't considered it, ¿would you mind sharing some sources so that i...

i have been working on a system to trade calls and puts directionally in place of positions in shares. calls and puts cost much less than 10% of what a position in shares would cost but their returns can be comparably far superior. all the trades this automated system has executed have...

not necessarily. these four symbols i have been using to evaluate the automated options trading system are cheap and this means their movements are small in terms of dollars and cents. however, the buy and sell prices in the images are averages over thousands of shares, and that is because...

no. this is wrong. i can't share the profit - loss returns trade by trade but that's only because i haven't found a way to make stupid ib and tws provide this information. the fact that the very same trades in shares are competitive or modestly profitable should give more than enough...

regards to everyone, this matter should be interesting for all the knowledgeable and theoretically inclined et members who make the most valuable contributions to these fora. for a number of months now i have been contributing to the development of a system to trade options automated. this...

i have looked for a long time but never found a platform that could backtest - optimize strategies that were based on rules derived from indicators (for example, if price at close > sma (9) buy one call) on positions in options. what i do is approximate as best as i can what the performance...

qlai, thanks. about the first point you mention, it is not that i want my orders to be aggressive, it is just that if one is going to trade automated one has to make sure all entries and exits will be executed - filled when one's system generates them. when trading options, market orders...

regards to everyone. i have very recently learned that tradestation does have a couple of commands to print data to a text file. Print to File Print(File("c:\test.txt"), "Date ",Date:7:0," Last ",Close); File Append FileAppend("c:\test1.txt", NumtoStr(Date,0) + Spaces(2) +...

i would place all my trades through ib. their api is the best and as far as i know they have the most competitive cost structure.

sprstpd, qlai, thanks. i will be studying the resources you have shared. it seems like this will be quite a task for a non programmer like myself as most of the stuff i have gone over makes no sense to me, but i will be putting the time in to make this work. thanks.

the kind of system i have in mind would place the trades 2 or 3 seconds after an alert has been generated. my strategies are nowhere near high frequency trading as positions are typically held for several hours and sometimes days. market orders should not be used for automated options trading; i...

i recommend to everyone to stay away from discretionary trading. most of the price action is pure noise and crap, especially in the lower time frames. your objective should be to develop a rules based trading system that has been evaluated extensively on out of sample data and then trade your...

if you are a novice the only platform you need to get started is ninjatrader. it is free to evaluate, works magnificently and their backtesting - optimizing engines are the best. it has everything anyone needs to develop profitable strategies in a month or less. take a look at quantconnect as...

folks, regards to everyone, for a number of months now i have been trying to find - develop a trading platform that would allow me to trade in long options positions automated (opening long positions in calls in a symbol instead of a long position in shares and long positions in puts instead...

regards to everyone at et. i joined this forum only last year and it has proven to be a great decision. i have been able to learn a lot about options from the most expert members in here, but i also prematurely thought i already knew enough to trade long positions in options with great...

qlai, yes. i completely agree with what you write, and actually it is possible to generate custom email alerts from both platforms. the email alerts look like this: TradeStation : Chart Analysis Alert for QQQ by -rtw trend following strategy 001 (close, "parameters") Info: {"any text...