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Rates didn't go to 18% straight. In my analysis I used rolling 1,2,3 and 5 window, measured from min to max. Put simply - what was the max % change from 5y low to high starting from 1950. Hopefully this represents the worst case scenario since the system is way more leveraged now. And I agree...

Those are projected ceilings for US Prime: 6.8% by Mar 2023 8.22% by March of 2024 10.14% by March of 2025 11.18% by March of 2027 Unless fed pulls off something that never happened over the last 70 years. So +0.55% left from now till March before we hit historical maximum.

RealTest. Can use as CSV formatted trades list and it will re-create equity, drawdown and give tons of stats.

Position sizes are typically based on % of account size, eg 5%. Each strategy has max number of positions it can take per day & total.

Did some data crunching for the US interest rates last night. A teaser chart below. Thread for discussion. Val

Put together few statistical observations on US Prime Rate increase last night. Would love to hear yours based on those charts. I'll post mine on the weekend. Data goes back to 1955. Example of calculation for the first one: 1. Calculate percentage of the change for a current month comparing...

I think the idea of allocating by account or fixed fractions is limiting return potential. One example would be strategy using a lot of capital occasionally but mostly sitting dormant. Running it on a fixed fraction or separate account would make inefficient use of capital. In my case, all run...

Try to calculate expectancy after doing this trade 100 times. What's your win %, average win/loss. Are you making or loosing money net? Collected premium is typically much less that your loss amount on the underlying. Eg. might take 4 winners to offset one loser. But then again, anything can...

You can get hit on both sides. Market can rally after your SL on underlying is hit and you end up with a loss on the option side too.

Sounds like that course is steering you towards something they’re trying to sell or benefiting from in some way. Professional trades use all sorts of things, including time based charts.

Some random things that can impact PL either way: -609.84$ on ANF due to a worse than expected fill after a gap. Made less to be precise. +3,867.97$ extra on NERV because shares became available later in a day, by then price was much better than my entry point. Not all random things are that...

New rating is for the sequel

Thanks for sharing. It’s rare so see those kind of comparison on large enough number of orders. Noteworthy - average IB customer account is 220k, Robinhood 3k and TD 13k. Last time I looked at brokers official compliance reports, nearly all Robinhood customers used marketable orders and nearly...

Feels great when systems make money on days like that. No longs carried into the weekend in main account but had pretty large long exposure during the day. Yet pulled couple of % in profits overall.

For a number of years I’d only add to that account, this year started withdrawals. Position sizes are constant as a % of account. They changed over the years mostly towards reducing individual position risk. Generally, I’d say if withdrawals represent insignificant portion of account it seems...

And they both get you to a destination. Similar to trading. Depends on what you really want. If money is what trader is after, trading system doesn't have to be overly complex or/and expensive. If fun and thrill - there are many ways to throw money and time into it getting only what was truly...

Certainly no point in doing stuff that gives no movement. Typical reasons for automation are Freeing up trading hours in the years to come for something else that is either more enjoyable or makes extra money. Making money thru running strategies that wouldn’t be feasible without automation...

If not talking about profitability and just setting things up as some book says with examples, I’d say under a month with no prior experience and about a week for a programmer. Assuming working on that close to fulltime. Python is just yet another tool to learn. It doesn’t magically solve...

Bad once are. For the sake of staying on topic - Howard Bandy and Lauren Bensdorp have still performing trading systems in their books published years ago. I haven’t read Rob’s books only skimmed thru, but spoken with couple of people here who based their trading entirely on his systems laid out...

90% of the "bot" is a strategy. Market you trade, strategy, statistical validation, data, broker, live trials etc. Then "bot" is just automation piece you put in place once it's done. I wrote plenty on my methodology in Fully Automated Stocks trading journal. It has strategy examples, talks...