Search results

it seems like people who knew how to trade in real markets have a really hard time making money since 2009. stupid central banks have injected more than the equivalent to twenty thousand million usd into "markets" since 2009. price levels kept getting bought every higher whenever there were any...

thanks. i have been taking a look at clm's website and their options backtester produces really interesting results. anyway, i would find it really hard to believe if there were no other platforms to backtest and optimize strategies on options . i imagined all the major platforms like...

nice work. i'm looking for a platform to test rules based strategies on options. from all the backtesters you listed, ¿would you know if there are any that can be used to backtest and optimize strategies on options? i created a post on the options section, which includes two videos with really...

these are two videos from projectoption where mr. Butler evaluates the results of selling iron condors and put spreads every trading day from 2006 to 2017 on the spy etf: mr. Butler's work is magnificent. his results and conclusions are perfectly supported by the evidence. if i wanted...

i would have a really hard time getting a physical copy of james cordier's books living outside the usa. the strategies that mr. ron99 publicly shares do work and would be a piece of cake to duplicate. he opens positions at strike prices more than 20% below the current prices on the es...

also, with the qqq at 168.54 as of the most recent close, as an example, ¿how much lower a strike price would you recommend to buy a call at? ¿do you recommend looking for some particular delta level, or some percentage of the price lower? ¿what number of days to expiration? ¿and is this kind of...

i appreciate your reply. thanks. i would just like some clarification on your recommendation. ¿are you saying that buying calls for any particular individual stock or future contract is much better if i pay for deep in the money strike prices? i'm having trouble understanding where any...

thanks. this is the kind of technical analysis i'm looking for. for fang stocks price divided by last 12 month earnings has been obscenely inflated for years and will have to significantly go down at some point in time. i'm trying to understand if these ridiculous premia are also present in...

buying options during the latest raging bubble has allowed many people to multiply their capital several times over. buying options on individual stocks like nvda, faang's and the like has allowed those who are proficient at taking directional positions to make very large gains with a limited...

i have taken a look at tastytrade. it's nothing but entertainment. talking heads with out-sized personalities, a lot of commentary, lots of smiles and joking, but i didn't saw much substance there at all. if their trading results were good enough they wouldn't be transitioning to now becoming a...

we all know what they say, that one should never feed the trolls on the internet. i will do it just this one time. ibg and libb do not work for advanced bar charts. what is horseshit is to have trolls demanding that methods be used which are impossible on a platform as rudimentary as...

nah. all orders are market orders. all fills are realistic. high frequency trading is completely impossible even to initially code in a stone age, retail platform like tradestation. and my strategies have been evaluated with an average slippage of 3 ticks against which is quite credible and...

well, i made sure to include a lot of information on my post so that it would be helpful to others trying to create automated strategies. i explained the issues i have run into, the unreliable historic data and how the problems have been mainly caused by stop orders. you should go into more...

i understand options are priced to lose. also, that it is various strategies that sell options that have consistently outperformed historically. nevertheless, i want to understand, for a strategy that bought options on the stocks that are most rabidly speculated on and whose multiple expansion...

man, this reads very interestingly. ¿do you do this for individual stocks? ¿for etf's like spy? ¿would this work on options on futures as well? also, most brokers for retail traders seriously limit or don't allow their clients to sell options naked. ¿which brokers do allow this that you would...

ok, man, here it goes. when selling vertical spreads profit as a function of the price of the underlying will be convex at the beginning and concave at the end. it will also be convex first and then concave with respect to time erosion. so, you can make your own studies or consult those that...

the issue here is the historical data. in tradestation strategies evaluate the conditions to enter at the close of each bar, so all entries are triggered at the end of each bar. stop orders are the ones evaluated tick by tick. i'm using very pedestrian indicators and leaving 4, 5 years of data...

the platform disables ibg and libb when charts have more than a couple weeks of data. and, tradestation only saves the latest 6 months of tick data, on 10+ year charts like i use there's no use enabling ibg or libb when there's no inside bar data for the platform to evaluate.

no. that's the issue. the entries and stop loss orders work fine for the most part in either case, but breakeven stops and trailing stops get triggered all the time on a chart being drawn from live, tick by tick data. when the same chart is closed and reopened, it redraws from historical data...

that would be all i needed, but only if their data was compatible with tradestation, which surely is not the case. i also strongly suspect they charge thousands of usd per year of tick data, and that would add up to a lot of money very fast. i have a couple of possible adjustments that could...