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D, Perhaps I misread what you wrote. I thought it was inconsistent but if you meant the above then you are probably correct. I still feel it may be somewhat ironic but perspective is truly everything. There is a good deal of valuable information on this site and I'm amused with the mix...

Dreamer, I'm a bit perplexed, of course I'm also slow. In a prior thread you were not willing to present any details or examples of your methodologies but now you are asking for others to do so. Perhaps you would be willing to lead the way here? Good trading.

Most DO NOT discuss the timing of entries and development of risk management models or the rules of exiting positions. They DO NOT discuss the use of options in systematic trading. They all can break down the probability of an option trade being successful based on delta but I have yet to see...

What is an example of thinking outside the box?

Thanks for answering my question dreamer. When you go market neutral, which is appears you are shorting premium, what kind of set up are you using for the entry? Are you legging in when you do attempt market bias? Good trading.

The best feature for me in TS6 is not having to deal with the global server to maintain data. The most frustrating aspect? Probably removing its capacity to import data, but at least I can still export it for work in 2ki. TS7 will have to be improved in order keep up with the competition.

The premium seller most likely should be relagated to accepting a small amount of return on their account with small positions. Premium sellers meet their demise by either having on too large of positions or simply not managing the risk when a trade goes against them. If these two are kept...

bvam1, I believe the consensus is right, the risk graph of long calls/short underlying is identical to long puts. Similiarly, long 2 calls/short underlying is identical to a long straddle. It seems to me you are asking if your broker will take your position into account when calculating...

Dreamer, Are you making 200-300% on margin, assessed risk or on your account?

Selling premium isn't difficult as long as one manages the risk. If one makes the rules and follows them, there is great opportunity without the risk of blowing up. Good trading.

Nice work Alan. I think there are inherent limitations with running the logic on daily data, tic resolution being one of them but the stops appear to be large so it isn't a big deal. I think in order to really test random entries we will have to look at intraday data to bump up the sample...

Most firms I talk with couldn't reverse engineer if they wanted too with the exception of extremely simple logic. If someone was that good at reverse engineering they would probably be on their own and no longer a broker or part of a firm which would put them on the same side of the fence as us...

As far as stocks, TS will trade in real time now. It is also compatible with other brokerages such as efloortrade.

Interesting. I'm working with 5 min data in ts6 and going through it by hand also to see what patterns work. I think the bars are too small to really gain significance but i'm finding ideas that work with a daily filter. As you eluded, it is massively time consuming. I'm almost ready to...

IMHO markets have character and different volatility levels as a % of their values. I think ideas will work over a broad array of markets but the inputs will most likely vary depending on the characteristics.

Natalie, how are you finding and mapping the probabilities of bar patterns? thanks.

Clearly being long and short in the same account is a net position of 0 or flat, which is what the broker would show you as. One would be the entry and one would be the exit. As far as I know in futures until recently, however, being long and short in separate accounts was breaking the...

It always amazes me how people will look at the size of government and think it is fixed so the only way to pay for it is to raise taxes. Government needs to be shrunk down and less intrusive as well as more efficient like the original architects intended Anyone who can see through their...

WCOMTrader, I share some of your sentiments. My feeling is the emotional fortitude to stick with a trading system for 6-12 months in order to truly show if a system is viable or not is generally only available in a person when they have helped design the system. There are exceptions though...

damonjanis, that is really impressive that you automate, very nice. I noticed a slow ma of 53 and a trailing atr stop of 5 will double the profits and cut the maxdd nearly in half. I think you are right though in that an entry filter may lose those huge outlier trades. Good trading.