Search results

Week Jan 8th – Jan 12th Basically flat this week. Monday started with a winning day that was the 10th in a row going back to December 22nd. That tied the record for most consecutive winning days for back tested results beginning in 2016. Tuesday was a losing day, so it failed to set a new...

Yes, that could be true. It also surely makes it hard to tell if a strategy will work when you reverse the calls turning what should be winners into losers!

I really want Ripple to be one of the crypto survivors, if only because it was Fred Sanford's go to drink!

I didn't do any walk forward testing on this 8 futures bucket, but I did live trade a 4 future bucket that included CL, GC, NQ, and ZN all with $1,000 stops from July - November, 2017. I was in a sense doing some walk forward on 3 instruments and the 4 variants of my studies. During this time...

CL, NQ and GC were back tested 3 years: 2015 - 2017. 2 years for NG, HO, KC, LE and HE 2016 - 2017. I've found one benefit of the journal is trying to articulate ideas and concepts for others also helps me more fully understand what I'm trying to achieve with each nuance.

No, I am not running the same exact signaling methodology on all 8 instruments. I have 4 variants that I use. Although each of the 4 variants is based in my core belief system about how markets move, how to identify trend continuation, and how to identify possible trend reversal. They are not...

Agree on 1 and 2. Guess I should have stated settled at 25.00 or higher will make $10,000 or more. Doesn't need to be exactly on 25.00. If the settle is 23.00, then the calls are cash settled for $8,000, etc. I think this is a large risk. Seems when a volatility events occurs, the VIX...

OK, another hypothetical position opening the crowd can pull apart for me. So long as we are in the subdued volatility trend with the VIX continuing to compress lower, is this a trade that can be opened? When the VIX Index is under 10, on Friday purchase VX future calls at 15.00 strike for the...

123abc - Can you post the Elliott Wave Crash prediction charts for AMZN, AAPL, and GOOG? I assume the prediction charts are created with the Crash bias indicator somehow. To me those stocks on a monthly time frame look similar to the cryptos daily time frames. Not asking for this to be an...

Putting up an Elliott Wave analysis of Bitcoin to predict the cyrpto-currency demise is akin to putting up an Apple chart to predict the demise of the NASDAQ due to some bearish harmonic TA pattern. Such analysis needs to be done on a broader crypto index, not the leader. Once again people...

No, wouldn't sell the calls. Just weighing leveraged approaches to try and be in the right place, right time if this magic, market melt up ever gets hit in the face with a brick. Like a rapid 10 % correction or some geopolitical event that comes out of nowhere to unnerve everyone. I need...

That makes sense. Not thinking about selling those, just laying an an example to be sure I understand the basic mechanics around these.

Just looking to confirm the basics here, not in depth stuff like alpha, theta decay, etc. Let me know if I misinterpret anything below. CBOE VIX futures options are European style, cash settled instruments meaning they can only be exercised on the expiration date for the cash equivalent...

Yes, good points.

I was referring to setting the stop loss order up correctly here, not necessarily meaning the fill would be perfect. Obviously the back testing data is only theoretical and trading live for a period of time will show real stop loss fill results.

Correct, I really don't need the live data, but it is useful to ensure my stop loss exits are always precise in case my entry encounters 1 tick slip. I think the best way to describe timeframe is I am using a modified time period to create a slightly unique daily bar for each instrument to run...

Although I generally share themickey's take that these can devolve into the "you can only prove it if you share everything publicly" requests, I don't mind sharing some basic stats as it will provide context. The point of the journal is to run a live example of how back test results never...

Couldn't drop GC because of a few random outliers as it makes consistent profits over the longer term for now. I'm not a perfectionist trader for sure, I go with the math over the long term. I have started running my work on the grains, so I may add one at sometime.

I'm a huge proponent of using what works for you personally. If you have something that fits you to a glove that no one else knows or can master if they do know, keep doing it I say.

Agree, the outliers will always cost you money it seems, never really help. Sorta like those million ounce GC market sell order bombs that someone keeps dropping every few months. I always seem to be long when those babies hit.