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I used to do option adjustments and think it made more sense when only monthly options were available and you only had 12 trades per year. Each trade was more important then. But with weekly options available and 52 trades per year, you might consider just taking a predetermined loss and...

"The algo is also intended to exit the option position based on its underlying stop signal, so that means a CBOE market order (bend over baby)." I would use a limit order and add $0.10 to $0.20 or so to the mark price, so you don't get screwed by the MM yet still get filled (99% of the time).

"A successful trader has faith that over time he will make money. Therefore, the results of any one trade are statistically unimportant. He thinks in terms of probabilities." "A successful trader is willing to accept loss. It is an integral part of the trading process. You know and accept...

I would say that depends on the approach. I made decisions before doing the test on inputs such as the list of tickers and the length of the IS and OOS periods. I could have made other decisions with different results. I hoped others may have been down this path and save me some time. I may...

And if you are a trading system developer, Prof. Bandy's website (Blue Owl Press) has a number of excellent (and free) videos, articles and other resources. Highly recommended.

Given a 10 year walkforward test that is generally positive with a fairly smooth equity curve, but 1 recent year with a small loss, what are some suggestions from experienced walkforward testers to make all years positive? Some possibilities are changing the length of the IS and OOS periods...

Congratulations. Is the 10.34% an annualized gain? If not, what would be annualized?

Did you read the entire article? Perhaps the question would be best directed to Mike Bryant, author of the article. mrb@adaptrade.com If you are concerned about curve fitting, walk forward testing could address that.

Any Tradestation/Easy Language developers here, interested in system generation, may find this article of value. Easy Language code is provided. http://www.adaptrade.com/BreakoutFutures/Newsletters/Newsletter0907.htm "Automated System Development In the July 2006 issue of Futures magazine (ref...

"The one thing that is missing from all of these similar products is a lack of ability to strategically combine strategies into a portfolio of strategies. I think that is and edge my app and approach has." That's a very good point.

This is beautiful work. You're a very talented programmer and trader. I wouldn't be surprised if you get job offers from this. Have you ever looked at Adaptrade Builder? http://www.adaptrade.com/Builder/ There are some similarities in finding profitable strategies but not the trade...

I've read over 100 books on trading. My #1 recommendation is this $18 book (with a funny title): 12 Habitudes of Highly Successful Traders. Ms. Roosevelt, the author, is a traders coach.

And the shit are the drawdowns. Even profitable systems have losing periods. One needs to do research, through backtesting, to have an idea of how often they occur, how deep they are and how long they last. You can also see if you can think of ways of reducing drawdowns, such as determining...

The 10 year average yearly return on the Vanguard S&P 500 index (ticker: VFINX) is 12.97% as of 12/31/18. It's closer to 8% for 15 years, which includes the market crash years of 2008 & 2009. It's a lot less work than trading and safer.

Not having a stake in this ... it occurs to me that you guys are too intelligent to be having this p*ssing contest. Might just be that you are all "correct" in the environments you work in.

Check these sites out: https://duckduckgo.com/?q=python+libraries+for+trading&atb=v62-7__&ia=web

Don't know this guy but here is real advice directly from some of the most accomplished people in the world: Tribe of Mentors by Tim Ferriss. I borrowed it at my local library.

Check out 'Habitudes of Highly Successful Traders' by Ruth Barrons Roosevelt. Habitudes is kind of an odd, made up word, but the book and author are very good. You may find the answers you are seeking. https://ruthroosevelt.com/

Tradestation and Easy Language are good tools to use for systematic trading. Tradestation's System Performance Report is something of an industry standard. It is used/shown in many trading books. By opening up a small account you can use the platform for free. Charges for the data feeds are...

Pascal is correct.