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Hello, I was wondering if someone could please do a Monte Carlo analysis for me on the trades in the text file. I've only included the trade results, but if I need to add more I can. I'm trying to come upt with an alternate, non-simluation based measurement of risk based on risk-of-ruin...

Dimethyl ether is going to destroy the oil markets. Unfortunately the Chinese are taking over the research...

http://money.cnn.com/data/afterhours/index.html According to the CNN site it is - just curious because it seems like a big jump after hours. My broker told me there are problems with after hours quotes on GOOG/BIDU though so maybe there are problems with other stocks as well... Anyone know?

This thread may have what you want: http://www.elitetrader.com/vb/showthread.php?s=&threadid=84890 It's more of a do it yourself thing though - it's not software.

Really? I had variable for both purchase and sale on several stocks. Did you make sure you forced it to be long or short term? When both are variable you have to force one or the other.

If you mean Form 6781 Sec 1256 for Straddles then yes it had it last year and I assume it will this year when I install it.

I use TurboTax but have Fidelity. I tried importing but Fidelity breaks each trade into it's subtrades so it was a big mess. (I.e. if a 100 share trade excuted as 30, 35 and 35 shares, it would list as 3 trades). It can handle any number of trades as far as I can tell but I don't know about...

This game is all about why people "blow-out". Let's say you're a trader just starting and without a real edge. Most people in this situation overbet their bankrolls. Two things can happen soon after you start, and I would dare to say often happen - you can blow out right away, or you can...

I think they do that to take out the stops. It happens everytime Google anounces earnings. For instance last quarter the stock dropped 20 points in the first 2s, took out a bunch of stops, and then jumped 30 points. It's amazing to watch how much it swings in seconds.

Uh, oh; now you did it... You need inpatient psych therapy after this joke!!!: http://www.cnn.com/2007/SHOWBIZ/TV/01/25/tv.greys.anatomyfeud.ap/index.html

This might be a starting place: http://www.elitetrader.com/vb/showthread.php?threadid=84891

Hi, First let me state that I'm not speaking for acrary, I just compiled his posts. The first two questions are about the mathematics of streaks that I believe are more difficult than they seem and I don't know the answers. As for (iii), I'm not sure why... Sorry I couldn't be more help.

You're welcome - acrary's really the one to thank though for sharing. Don't forget to look at the other thread about using multiple strategies too.

So I tried on a slower computer and still couldn't come close to what you guys were getting - Kudos!

Any updates on how the bot's been doing since you shut it down? I've been following the thread and am curious. Thanks.

So I guess it turns out it's a moot point. When I had a big enough position (or set commissions to 0) with more than enough capital - the Sharpe's were virtually equal. So for screening purposes only to see if a strategy is worth looking further into, I plan on doing the following: 1) Make...

Ok - so it's a Wealth Lab issue. I used the default setting of 100k. When I set the capital at 10M the same number of trades was always taken. I'm too tried now to look at the various Sharpe's and such so I'll have to do it later this week. I searched through the forums on their site and...

Hmmm... That's a good question - I didn't notice that. I'm using the $imuscript from Wealth Lap Pro and I just ran the exact same chartscript through with the different parameters... I'll have to look into this because I would've expected the fixed risk to have a fixed Sharpe at least - even...

I see, so you suggest varying the position size even during backtesting - possibly starting with a fixed size but when/if the equity increases enough then you use the actual money management technique you use during trading. So that goes with what's seeming to become a consensus - i.e. to...

I know - it speeds up by 30s on my computer - it's a 2.13GHz 1GB - I noticed the program slows down and it's easier with other programs running - so I was only partly kidding about slowing the game down.