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I can't recount the number of times I quit drinking for good. Soon or later you will be back, ET is a nsaty vice. We all need our daily dose of trolling.

Figure if flat trade when there is only one trade.

matlab code

Made the Monte Carlo simulation in 20 minutes b4 go to work. Assume both win and lose have the same profit or loss. Get into a trade if both signals agree based on a uniform distribution from -1.5 to 1.5: ]-1.5,-0.5] Go short [-0.5,0.5] Go flat [0.5,1.5[ Go long If both signals agree at...

One could run a Monte Carlo simulation to find out. I am not sure there is a simple analytical solution. But the simulation is not plain vanilla since you have to care about two processes behing uncorellated. Unfortunately I am way to busy and lazy to do it.

Is it like your RSI is one 0.60 and the MACD is another 0.60 and you trade when both agree on a signal?

One thing for sure over 98% of the people here have no clue what you are talking about! Including me. Any example?

Is it me or if I have 3 losing systems with 0.35, 0.40 and 0.45 it gives me a wining rate of 0.72!!! I dont think so. IMO the winning rate is (1/3 * 0.60 + 1/3 * 0.60 +1/3 * 0.60)/3 = 0.60 The sharpe would improve though. The more uncorrelated systems you have the less volatility there will...

What was the product? An out of price trade can have happened at any time after market and thus triggering your stop. Was it a simulated stop or exchange? I highly doubt their soft is wrong. Can you clarify what is "130 call 129 call spread" for those in the unknown like me, I know it's a...

Minus Roubini it makes 9 .:)

At some point you will encouter a period of time where you think you should bet high because you lost for a while and then you are going to continue to lose for another while (statistically, it will happen). Not all weeks or months will have the sweet %win %loss that you predict, therefore the...

Interesting, I never saw that. Only saw that on frozen market during the FOMC meetings trading SPY but it was obvious that quotes where not good. Now for this guy I just dont have a clue what it was.

And what is that? Quotes in yiels from a banana republic? Aren't prices usually quoted bid/ask? I was obviously omiting the figures for simplicity.

Just dosen't make sense to me. As long as I know, hitting 19s when you have a 15-19 market does not make sense. You can either lift offers at 19 or hit bids at 15. And hitting the bid means that you sell the whole bid size shown. So, if you where offering at 19 when it is 15-19 and you dont get...

Interactivebrokers

The casino offer you drinks and food, the market dosen't. Both have a negative expectancy (comish and spread in trading, rake or negative odds in a casino). Both are not a zero sum game.

Remember the guy said 91 and 92 traded.

Unless the trade was a simulated trade or as said before a pink sheet you should ask your broker. It can be a shady broker that is stealing a couple cents from you on every trade. i never heard of that but who knows.

Who is the broker?

There is still the carry.