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I use Pop Up Stopper, free and I never get pop ups.

Each day: eat 215 grams of protein, no sugar, less than 50 grams of carbs, no processed wheat, very little fat, 2 salads with color, ride the bike watching cnbc 5 times a week, hit the weights hard. Oh yeah, and eat whatever you want on Saturdays.

For those not aware and using ts, more data is now available on the @es symbol. Trading five contracts somewhat simulates the big sp and adds some 18 months more. TradeStation Strategy Performance Report - L/S Model @ES-60 min (7/6/1999-5/12/2003)...

Metooxx, have you heard of Myles Monroe?

Pushpop at Traders2traders has been known to do a decent job of combining curves...

Yes, at least 100...

As others have said, make sure they are profitable and have references. In the end, if you will be successful, cost has little bearing.

I predict Aaron pulls it out and ends the year positive.

most strategy testers are aware of both ts and wl, thanks though.

I've been revisited the L/S Model and by slightly tweaking the time filter it is much more profitable on the sp the past year.

One way to decrease the likelihood of curve fitting is increasing the time frame in the optiization.

I'd also chime in that I've never met a someone who makes money dt options, positions are typically at least 2 days. DeMark has a book called dt options and it still didn't appear totally viable to me. Good luck to you though.

I just checked the site and it is up and running, please try it again. Interesting methodology. Looks like you are only selling one leg and have a premium stop. Looks viable, good for you. I do quite a few strangles but use underlying price for the exit.

I mainly trade the sp and nd. Most of my systems only have two consequential parameters but the one I was referring to only has one if you simply use the entry to reverse. TradingSystemDesign.com under 'systems' if you want it. How do you structure your option writing methodology? Good...

Interesting study. As usual the cash performs much better than the futures. The equity curve looks strikingly like the market itself as it has trouble with the speed on the short side. I have short term trend following system that makes 1 mil on the cash from '96-'01 but only makes 300k...

Options A Personal Seminar was decent, McMillan is pretty much king. The tough part is finding a book which tells you when not just the what.

Good point.

Great post AAA. The goal then, if one is a systems trader, is quantifying these ideas. Once done so, entries and exits can be constructed. In my experience, breakouts and trend following are easier to quantify. I also think many charts laid over each other, especially long term, would be...

Thanks pretzel, that thread is very interesting.

The past few months the overnight atr's have been nearly as high as the day session atr's. This may account for the lack of follow through in the market which tends to reduce the profitability of this system.