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I wrote c++ code to do the Black Scholes calculation. It works in a command window. A Borland c++ compiler is available for free download at http://community.borland.com/article/0,1410,20633,00.html Here is the code: ========================== #include <fstream.h> #define Pi...

The alternative to backtesting is guess and hope.

I believe overoptimization means optimizing a method to a short time length of historical data. I do not believe it is possible to overoptimize using 20 years of daily historical price data. If I can remove 10 or 20 percent of the price data from either start or end and the simulation results...

I do not overnight swing trade now. Slippage is big sometimes. Opening breaks can produce big losses.

Slippage is very important, especially for shorter term swing trading. I suspect slippage is the biggest cost factor since the cost of slippage increases with position size.

The day my girlfriend left.

Google "commodity brokers Alabama" and see the result. I find a lot of information that way.

My cuban buddy says everybody in Cuba each gets two rolls of toilet paper a month.

I think the Livermore Market Key shows a buy signal about 140. The increase in volume about 22 July 2006 suggests to me that the Livermore Market Key is used to trade this stock. There are some other volume patterns that are consistent with the use of the Livermore method.

What security are you trading? What risk level? Are you using daily price data? How long are you willing to hold the position? How do you calculate position size?

I always wear sunglasses when I trade. Keeps other traders from reading my eyes through the computer screen :)

I am performing similar simulations. I write my own software. I am not able to understand my own complex and cluttered spreadsheets. I find programming makes my analysis easier. I find this analysis to be complex. I think it is a useful exercise. I find modeling a portfolio reveals important...

I do what HolyGrail does. Risk is a fixed percent of account equity.

Reminds me of Market Logic.

Thoughts on PWEI? The board of directors was replaced about 30 May 2006. Major investors include Caxton, Pirate, Tiger and Renaissance.

When I find myself asking that question it is usually time to exit the position.

http://www.marketwatch.com/News/Story/Story.aspx?guid=%7BE18E95AF%2DDBFF%2D4EE4%2DACF7%2D530A3CD714D3%7D&siteid=bigcharts&dist=bigcharts Recession will be nasty and deep, economist says Housing is in free fall, pulling the economy down with it, Roubini argues.

It's because of my delightful personality and thoughts on life.

I'm a long term position trader. Most of the time there is nothing to do. Yesterday I took a nap.

I suspect fundamental analysis is more useful for long term (more than 3 years trade duration) trading. I look for really big type events such as the Soviet Union dissolving about year 1988. Big irreversible events.