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  1. M

    How tastytrade calculates daily range??? Who can explain

    Ya maybe, but I just watched that video and wanted to understand what I did not understand. :-)
  2. M

    How tastytrade calculates daily range??? Who can explain

    Thanks! Let me summarise your main point - using ATR(6) has more sense because it shows "real current volatility" but IV is just "prediction" Is it correct? Sorry I do not understand what do you mean "first equation" and "second equation"? That video has only one. I think I missed something
  3. M

    How tastytrade calculates daily range??? Who can explain

    Hello! Not 100% sure that my question should be in options, but because it's about tastytrade, I decided to ask here. In one of the episode: https://www.tastytrade.com/tt/shows/market-measures/episodes/when-to-scalp-stock-05-24-2018 they gave a formula for calculating the potential range. The...
  4. M

    breakouts - how calc enter, stop and target

    Thanks all for feedback @victorycountry Could you give some example what do you mean "key areas"? @tomorton Thanks! His site has a lot of info. Some researches look "older" than they should be, but the ideas are very clear and I think I can restudy some of his ideas.
  5. M

    breakouts - how calc enter, stop and target

    Hi all. Need some advice from people who trade the channels. Let's imagine we have a flat channel. The parameters are: length 12 days, width 2*ATR(20). I want to trade the breakout. So, for the profit I need to answer some questions before: 1. Where to put my orders? I think that not only I can...
  6. M

    Trading halted stocks

    let me come back to Halt. There are rules when stock must be halted based LUDP: it must have move > X% (depends on stock Tier) during 5min and the National best bid/offer must be outside those boundaries>15sec. But COCP today (06/19/18) had High at 5.50 (10:26) and was halted when the price went...
  7. M

    Short term Straddle

    if there is some down trend - we stay almost flat
  8. M

    Short term Straddle

    i'm not sure about bull market in 2001-3 or 2007-08.
  9. M

    Short term Straddle

    Hello JackRab, thanks for your comment. 1. No, there is no any bull-market effect. I tested it on all my data (Premium data source incl Delisted) 1995-2018. Of course, it has some "bad days" but in general it shows very similar results 2. "Do you close the put as well after an up-day?" - I want...
  10. M

    Short term Straddle

    ok here I have last trades
  11. M

    Short term Straddle

    1. ok 2. but the idea was to catch the move in both directions. so does it means that stocks + buy puts is the better idea?
  12. M

    Short term Straddle

    1. you mean real entry and exit prices for some stock? if yes, I can do it today later (i'm out of home now) 2. could you clarify here a little. Do you mean create the straddle buying both legs separately or going only with calls or only with puts?
  13. M

    Short term Straddle

    Hi all! I'm almost '0' in options trading, so need some advice from our community. I have a strategy that works only "long" and has around 67% profitable deals. Average profit 1.6%, average length - 3 days. Enter is on opening (first 5-15 min) and close around 3:45pm There is around 50% chance...
  14. M

    Trading halted stocks

    Thanks jharmon. It is what I was looking for. Now need to solve the last problem - find how TradeStation shows indicative halt cross clearing price
  15. M

    Trading halted stocks

    Hello all I would like to open position in LUDP halted stocks. But I have no idea what kind of order should be used to get an opening price after the halt. I google that and it looks like there is similar opening cross as at 9:30 and by logic MOO order should be used, but I'm not sure Thanks!
  16. M

    Looking for P&F guru (or P&F software with valid Backtesting)

    Oh Thanks, will try WealthLab
  17. M

    Looking for P&F guru (or P&F software with valid Backtesting)

    Thanks for that topic. Will try to go through all of the posts. Unfortunately, it looks like Stockcharts.com does not have any coding engine for PF There are a lot of application that can create the PF charts but not make valid backtests. Will try to find somebody with Quantshare, or maybe...
  18. M

    Looking for P&F guru (or P&F software with valid Backtesting)

    I have checked it - can not find any info about backtesting in bullseyebroker.com/
  19. M

    Looking for P&F guru (or P&F software with valid Backtesting)

    Hi all, I would like to make the backtests of several patterns that I found in one very old book by Arthur Merill. It can be done using "normal" chart but I guess P&F chart is the best solution. But there is one problem, I have no idea how to do it not manually. I'm using Tradestation for real...
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