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Thanks abattia. I also stumbled on this one: http://www.elitetrader.com/vb/showthread.php?s=&threadid=177143&highlight=trend

Need a little help ... many good minds here. I'm working on a system where I need an indicator that basically answers "Are we in a trend?" Yes/No. I've attached a sample chart of RUT with bars marked as an example. First group is in a range, 2nd group downtrend, 3rd group uptrend. So...

Avg win 339 Avg loss 469 Wins 78% Losses 22% # Wins 66 # Losses 19 The system has a positive expectancy: (339 * 78% + -469 * 22%)/469 = 0.34 Profit Factor = (66 * 339)/(19 * 469) = 2.5 P/L Ratio = 339/469 = 0.7 Profit Factor * P/L Ratio = 1.75 Profit Factor * P/L Ratio *...

Bill, Those were great links, thanks! Do you own and use Stator? Brooks

I bought the iPhone because of the iSwim app but am becoming disappointed with it. The software has crashed on me 6 times between yesterday and today. I deleted, downloaded and reinstalled the app but it hasn't helped. I don't have large hands but find its very easy for it to register the...

It's called "On Demand" and is in the upper right hand corner of the trading screen.

I've done backtesting using historical options data on RUT that I purchased from iVolatility. The price was reasonable. But when I inquired into historical options data on futures, the price was about 10x as much! Why would historical futures options be so much more expensive?

If you are going to sell options, credit spreads are the way to go. But selling options on ETFs (SPY, QQQQ) can be tough to collect enough premium. You might look at RUT, or if you have big ones, NDX and/or SPX.

Sorry, that's not correct. iVolatility.com has historic options data. The price is reasonable for equity/index options, but substantially higher for futures options.

Steve, If you find yourself needing just EOD historical options data, try iVolatility.com. I bought 10 years of RUT option data, including greeks, for only $80. Brooks

Some points of information on the Turtle data: - 60+ individual files on corn, for example - some differences in the formats, e.g. date is mm/dd/yyyy on some files and yymmdd on others - the data I saw was over 10 years old but the data is free. Brooks

1. Platinum has the best option traderfinder I've seen. Thinkorswim also has an option tradefinder and analysis and its free. There is an OptionStation but I'm not too familiar with it. 2. Optionvue will cost thousands. It's all ala carte. One fee for the basic program, another for the...

TOS has an overwhelming number of choices: https://www.thinkorswim.com/tos/displayPage.tos?webpage=softwareLobby&displayFormat=hide plus a couple more under Software>Mobile Trading Would be interested in hearing from TOS customers - what they chose, why, things they like and don't like...

thinkorswim.com offers options on futures

Lee, I'm working on something similar. I'm using iVolatility data and a custom program in MS Access. Brooks

Thanks to all who posted. An update: I purchased data from both Livevol and iVolatility for RUT. Livevol has 30 months of data and includes both OHLC and greeks. They waived the $300 minimum order. iVolatility has 10 years of data including the greeks but no OHL, just C. Both...

Would you have a formula simpler than the Black Scholes?

Thanks for the post. I visited the website. Could not find any greeks. Sent them an inquiry. Brooks

Thanks for the post. A friend of mine uses them and says for daily quotes they only have C and are missing O/H/L. Do you know different?

I'm looking for historical options data (initially on RUT) containing O/H/L/C and delta and implied volatility (IV). This isn't easy to find. So far, I've found Livevol (http://www.livevol.com/). They sell options data for a very reasonable $12/yr but with a $300 minimum order. I'm...