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Oh yea, one more thing.... to make sure slippage is deffinetly factored in. I just ran the er2 data again, this time making all buys and sells happen a whole 1 minute bar past the entry/sell signals. This resulted in a profit of $32,000 for the 3 year profit. I was actually expecting the profit...

In an effort today to continue to try to prove to myself this system is not overly curve fitted. I ran a little more than 3 years worth of ER2 data. I simply plugged the data in made NO changes to the system. Here are the results: In the 3 years the system ran it would have made a total of...

I have been back testing different trading methods for a while and generally I just end up with some over curve fitted garbage. This time I developed the method while actually trading and then implemented it to just see what the back testing results would look like. I had to simplify the entry...

Might sound stupid.. but what exactly are trading blotters?? I'm trading with interactive brokers what do I need to do to post my P/L? thanks

lol.. you know that is so simple it might just work ;)

Ok, so you run reqmarketdata... so now all of this market data is comming in. You have the tickSize and tickPrice messages being caputred.... My question is, if you capture tickSize for the last tick, you now know the size of the last trade.... how do you know if that was a down tick or an...

Is it possible to trade options on comodities/futures using interactive brokers? I know you can trade options ym,nq,er2, and es and a few other indexes and on interest rates... BUT can you trade options on say gold? oil? soybeans...... thanks

It was an option on YM April 11600 call

I got the number from using Interactive broker's option trader screen....

Is their a certain time of day when the price begins to reflect the change from theta? or is it just very gradual all day long?

Lets say an futures option has a theta of -1.7... does this mean that everyday the price of that option drops 1.7 pts, ignoring the rest of hte pricing formular.... if all other things remain the same the price drops 1.7 pts? Or is it like every week it drops that much? Thanks

thanks again for the help... So you base the likelyhood of an event happening by the delta of the option.... What if however through other means, fundamentals,TA.. whatever system you have for trading the underling security, historically your system is right close to 40% of the time...

How did you figure out the 30% chance of keeping the $75 and a 60% chance of loosing the $25?

Thanks for the help, here is Another scenario i'm looking at dealing with spreads... Looking at DIA options right now, i see that the 111 call is 2.60 and the 112 is 1.85 So what If I think the DIA is going to go down in the next month... So I short 1, 111 call for 2.60, so i have 260...

I am trying to figure out if this strategy would work, but i'm new to options...so would appreciate some criticism on this strategy. For this example lets assume its a future option on YM, going by todays prices I get the following example: Sell 1 naked call, strike price 11350 for 120...

Actually trading the EFTs is what i have been doing lately for that reason.. BUT the 25k pdt rule gets me.... so I have trouble trading my strategy..... So my problem then becomes with the ETF's is not the amount of money i'm risking on each trade, becuase i can buy as little as I want...

So the YM has a $5 per tick NQ is 10 i think ES is like 12 or something.... Are there any futures you can trade with a smaller than $5 per tick increment? I would like to trade futures more, but I find its too much leverage/risk for my account... When I enter a postion i'm playing too...

This is similar to the topic but slightly different..... what if i said i can predict with aprox 55% accuracy whether the S&P will rise or fall tomrorow.... not much better than 50-50.. but enough to have an edge..... what methods would one go about using this information to profit off of...

Ripley, i'd beg to differ... i'm CERTAIN I can predict it with a much greater than 50% accuracy... the question isnt WHETHER it can be predicted, tis whether or not that information is useful at all... as far as i can tell the knowledge of direction with the macd is not very important without...

I'm not asking whether or not macd is useful or not.... i'm asking whether or not being able to predict if the differnece will shrink or grow in the next day is useful.......... Keep in mind you have no idea HOW much the differnece will move, only what direction it will move..so using it to...