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    anatomy of a backtest report

    Agreed, and don't buy one with that expectation either. If it is in the expectation of the system traded it will be handled mentally.
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    anatomy of a backtest report

    Appreciated appreciation. :)
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    Put/Call Ratio

    http://www.sentimentrader.com/putcall.txt If you discover how to input it into a spreadsheet with each data point in its own cell please do share. What research are you looking at with the p/c ratio? Good trading.
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    Discretionary Managed Future Fund

    I run a small HF. I understand some of where VVV is coming from but hedgefunds are not frowned upon by the buy and hold advocates as badly anymore as the buy and holders are the ones often 50-60% underwater. Unfortunately, with HF's in vogue there is more room for deviant behavior. Good...
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    Discretionary Managed Future Fund

    There is no doubt the managed futures industry is plagued with crooks, which makes my job more difficult. However, the hedgefund indexes are clearly outperforming the markets and will most likely continue to do so in the future in my view. I would much rather have a manager who only gets paid...
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    why those working at the statistics dept don't make a fortune?

    Actually the probability of the market closing a gap is quite likely.
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    Selling strangles and straddles

    Nice, for a straddle one of the legs would most likely be in the money at expiration. How would you shut it down from there?
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    Selling strangles and straddles

    Exactly.
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    anatomy of a backtest report

    http://www.etrackrecords.com/pdf/An%20Easy%20Explanation.pdf
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    Selling strangles and straddles

    do you have an early exit strategy?
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    Selling strangles and straddles

    Congrats on your success, how do you know when and what to sell?
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    anatomy of a backtest report

    Vast treasures on the board but the culture is extremely abrasive. Put on your thick skin if you dive in. Good trading.
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    Currency Options

    Why are the spreads so large in a market known as quite liquid?
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    TradeStation 2000i Headache

    Support used to aweful but with the new forum it is much more helpful. Good trading.
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    How much is enough to start trading?

    There is almost always a way to position size for any account size. Without proper MM any account size is at risk. Good trading.
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    Tips for writing a mechanical Trading program

    The PDF at this site http://www.byte-research.com/ may be a good place to start. Good trading.
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    How can I chart breadth studies?

    TS6 has all you mentioned except the put/call ratio.
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    Trading Edge

    Thanks, nice. Should have a nice sharpe ratio if ts can ever get us more data soon. Good trading.
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    Credit Spreads

    Most likely if the puts AND calls are included the conclusion that 90% of options expire worthless is incorrect. It would be a stretch but there may be some validity when just looking at only one of the sides. Good trading.
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    Trading Edge

    pkjr, can you post the equity curve? What is the order technique, stops or market orders? Good trading.
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