Search results

Good luck first of all - keep this thread going Same position size for all 23 trades ? Across the 23 - what’s your average holding period and how many do you put on concurrently ?

You know you're bored when you're trying to catch this screenshot :)

Hear that on tic toc? :p

I usually get more nbrs (on all of them I typically get average and median) draw down% draw down velocity (did the backtest reach the max dd % after 3 month but the real time test hit it in two weeks) % winning days in a row (usually up to 5) Then I often normalize the data with VIX and SPY - so...

I thought without leverage they couldn't get the return they needed - so they had to use leverage. When bonds and stocks went down in tandem their models didn't account for that. I would also be surprised if this is a UK only phaenomenon.

What do you think? Making $$$ is as easy as subscribing to some youtube services - next appointment lambo dealership.

You make margin sound like something bad - with a margin account nobody puts a gun to your head to use it either. I love margin - gives me more options

No idea if you just limit it to these ETFs. In general backtesting fading the opening gap is a winning strategy if you include super liquid stocks (go long/short at open and close trade at previous close price on penny wide bid/ask stocks). It's not something that you can easily trade in real...

Haven't been on elitetrader in a while - glad to see you still alive frosty !!!! I read the first 3 pages - so if this has been asked already i'll try to find it - I guess my main question is - are the results correlated across underlyings? Also - looking at the P&L - I'm guessing you're...

Looks like the feed is deprecated - fun :vomit: - Please note: The time-series version of EOD has been deprecated in favor of the Tables version. Please visit the EOD Tables product page for up-to-date data.

Using this feed for over 2 years - looks like this feed broke 10/29/21

Maybe I misunderstood - but I think he's buying the ask and selling the bid (entries are on bid and the title of the thread is call selling). Should be reasonable to get filled there ;)

One more input - I may be using the nbrs incorrectly but if you look at the shortPnl column as an indicator for the PnL for that trade (I may be using the wrong column) - you'll notice that the median and the average of the data is very different - the median shows little gain (3$) - the average...

Good backtest !!! - when you say margin requirements are not considered. Does that mean that a 10$ stock has the same weight (e.g. X lots) as a 100$ stock or did you adjust for that the overall position size would be similar?

Frosty - how did last month pan out?

Make my jealous or "schadenfroh" (adjective of schadenfreude) - how are you doing since the last post?

On 1/25 when it was looking like it couldn't hold the rally and was trading around 77 bucks I bought 10x 85/70 put spreads with march expiration. Couldn't do it on TDA (couldn't trade a spread on GME) so I entered the trade with individual legs on IB. It was moving so quickly that my execution...

Best summary I've read on a long time. I literally just bought this this cause it's funny and cause today is the first day where I'm green on my GME short. There's a lot we can learn from wsb - if deepfuckingvalue would have posted his screenshot here - everyone would have jumped on him asking...

speak for yourself but I do value IB - have been a long term customer. Their margin policy (and forced liquidations) ensure that a bunch of idiots don't bring down my account with their trading (remember mfglobal) - i love their API access and I have 4 other brokerage accounts that in combo...

Good one