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Watch the thing come back ... :eek:

It failed for me on a new user creation (forums and support form work fine). I sent them an email letting them know. Apparently the web site is a beta too. :p

Weird, I get none of this. So is their stuff broken or yours? :p Seriously though, would probably be nice if maybe you let them know your configuration and maybe they can figure out what's going on. I have a direct contact there, you can PM and I'll give you his email address.

What's wrong with it? It worked for me just fine.

So is this a good strategy? I don't see anything here at all that demonstrates its viability. I see its from Currency Trader in 2004. Fortunately, most of their strategy articles in both Currency and Option Trader magazines these days have some backtest results at least.

I don't think anyone got it right :)

If I could just convince the missus of the above statement .... :D One real question though and maybe it was asked previously ... are you ever concerned about a "black swan" event? I think this would really only ever be a big issue to the downside. To the upside, it seems like you usually...

I hate to bring this down a few notches (but I have to) ... is the argument here that trading options regardless of buying, selling, strike selection, strategy, etc is a losers game always? In other words, is the argument that you're better off trading stock over the long haul? I've never...

Good point. I'm not really looking for an arb opportunity nor do I ever see it > .10 at this point. But when I'm looking to enter a spread, I'm obviously looking for the best R/R. Honestly, I could probably be more aggressive/smart like coach and make sure that every dime of my money is...

That's what I was thinking (early assignment risk, but didn't think about divs). I saw the arguments regarding debit vs. credit spreads and how they are more or less equivalent, but if this aspect was discussed I missed and I apologize. I'll search a bit harder. I do read yours and OC's...

I was sure I would've gotten smacked about by now for such a dumb question. Surely I haven't stumped anyone. :D

I've been noticing that typically a bull put credit spread has a slightly better price than a bull call debit spread. For example, DEC06 BBBY, the 40/42.5 put credit spread is 2.10 for a max risk for .40. The bull call spread for the same strikes/exp is a debit of .50 (this is according to ToS...

With regard to backtesting and such, I would use VB.NET over VB, the tools are a lot better and and VB is not being updated any longer. You can do most everything you want in VB though. This thread will probably start a language flame war, so get good information while you can. :D

It depends. Most likely, yes.

huh?

I think just like all TA, the timeframe, number of bars, "severity" of the move, etc, etc are all subjective. :eek: I would say, make your number of bars an input and don't hard code it. Run it against various timeframes with various bar counts and see how it works.

I'm in a similar situation, although my moves are not quite as fast (can take up to 15 or so trading days at times). I'm still edjumicating myself (books and videos) and getting a lot of help from the journals and people here, but I'm happy to say that so far its working out. I think I'm doing...

RightEdge is in beta but has drag and drop system building http://www.rightedgesystems.com

The gambling/trading is certainly a fine line. I believe the difference is risk management. Here's my logic on the backspread instead. You're speculating on a move in either direction because historically earnings move a stock quickly in one direction or another. With this strategy you're...

I also use the data here http://www.cboe.com/data/AvgDailyVolArchive.aspx to determine potentially liquid options.