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And how do you know that you are the problem and not a failed strategy? If you don't let a strategy prove itself because of issues that YOU have, you cannot tell whether your strategy gives you an edge or not. Sort of the chicken and the egg problem. Gabe

A higher resolution of the previous chart.

I have traded USO which moves like CL/ 1 CL contract = 2,500 Shares of USO so trading 100 shares of USO represents a 25 fold reduction in risk (and profit) relative to 1 CL contract. The only drawback is that one must have at least 25K in their account to day trade the USO. I will start adding...

Version 894 of IB's TWS is out.

The Histogram feature does not update properly. Have called tech support many times >>> :( and sent them screen shots. They claimed when they release 878 that the problem was fixed and here it is again Charts don't update properly either. Especially the Price Histogram feature. It gets...

I have noticed that the horizontal volume @ price in BookTrader are not updating properly if at all. I have reported this to IB via email with pictures and several phone calls. After being tossed between Tech Support and Customer Service I was told that the problem was replicated and that it...

How did you calculate the return on the S&P? If we take the close on Nov 20/2008 ~ 752 and the close today ~ 845 - about 14% increase in 69 days. That will give an anual increase of 65% :confused: not 102%. And let's not forget that we are down almost 38% for the past 52 weeks. But I would...

Hello Johnnysharp You are showing a profir of 18% but I think it is 9% because you need to calculate the profir on the TOTAL exposure that you have (both legs of the trade) since margin requirements for a PAIR TRADE are taken to be the 2 legs as independent trades.

QQQQ and DIA respectively.

In your spreadsheet you had 66 trades 45 Wins 11 the Long leg caused the gain 19 the Short leg caused the gain 15 both legs won 21 Losses 15 the Long leg caused the loss 5 the Short leg caused the loss 1 both legs lost It seems that the long leg contributes more to the losses...

+8.7% Absolutly +361% Annually I would not have chosen a pair under $5 but you cannot argue with success :-). Also, it seems that you took a chance by going against the mean reversion idea as the pair was near the mean at the time of entry. Again, congrats.

+7.4% Abs +232% Annual Nice.

+8.7% Absolute +272% Annually Nice

Sold JWN @ 14.55 Covered ANF @ 24.36 3.7% Absolute 62% Annual Sold DRQ @ 22.03 Covered OII @ 30.34 7.2% Absolute 165% Annual

Hello These are my calcualtions of the performance of Jonnysharp. I just entered all the trades and when a trade closes, I calculate the return based on an absolute value and based on the time spent in the trade.

I have no clue about GS but a drop of $1 does not look like a positive sign.

:)

An average of 2% gain in the overseas markets does not constitute a MEGA RALLY.

stock_trad3r Registered: Jun 2006 Posts: 8523 11-16-07 11:29 AM I highly doubt a recession will happen, and if it doesn happen I doubt it will entail the downside shorts are hoping for.

Funny how things look in hind sight.