A free Trading System that guarantees at least 180% p.a.

OddTrader · Apr 20, 2016

d08 said:
State terror, Germans not giving "poor you" a job? I'm confident there's something you're not telling us - either you're impossible to work with, mentally unstable or something else.
Germany is desperately seeking qualified workers, so what you're saying is complete non-sense.

I though that was merely a typical sermon produced by a smart snail salesman!

d08 · Apr 20, 2016

@botpro Based on this thread alone I can imagine why you lost and why you were presumably terminated.

botpro · Apr 20, 2016

d08 said:
@botpro Based on this thread alone I can imagine why you lost and why you were presumably terminated.

Thanks, this is very encouraging, really, it helps me much... :banghead:

FYI: I'm not average, if I were average then I wouldn't be able to do the things I did and do...

But I don't give up, I still have a big hope. I'll find a way to beat the market! Promised! sys15 is my latest hope, currently working on improvements of it.

dartmus · Apr 20, 2016

botpro said:
The original strategy gives only about a meager 1.5% p.a. when tested in a simulation using GBM (average of 100 times yearly tests).

Despite the number of parenthesis or depth of detail u go into ...

Real data is alive with the thoughful purpose driven algos which have minds of their own, that do as they please while ignoring (or worse, gaming) the algos which create simulated market data. Your refusal to acknowledge this simple fact guarantee's your destiny.

OptionGuru · Apr 20, 2016

botpro said:
FYI:
I've decided that I will continue the development of the system on a different site. People interessted in the system can get the latest version at this link:
http://www.trade2win.com/boards/tra...tions-selling-systems-sys14-sys15-botpro.html

Good luck over at trade2win.
First day on ET your thread generated 18 replies.
Almost a day has passed and you have only 3 replies (you and one other person) on trade2win.

botpro · Apr 20, 2016

OptionGuru said:
Good luck over at trade2win.
First day on ET your thread generated 18 replies.
Almost a day has passed and you have only 3 replies (you and one other person) on trade2win.

Definitely more quality there.

OptionGuru · Apr 20, 2016

botpro said:
Definitely more quality there.

Your thread is Dead as a Doornail over on Trade2win.

botpro · Apr 20, 2016

OddTrader said:
Perhaps a correction below!?

" If any hedged option-selling trade ends up closing at, say, 0.70delta at expiration, there could be potentially an extra profit of 0.30delta for the trade. "

That means a greater expected returns p.a.!

Congrats!

Definitely deserves to be tested.

But my own experience with dynamic delta-hedging is unfortunately not that positive, but then maybe I made an error in my tests with delta-hedging.

If possible just post your own results.

botpro · Apr 20, 2016

Martinghoul said:
Why don't you perform the calculation first and we can proceed from there?

FYI:
I today did GBM simulations. The result looks good: on average only 30 hedging trades per month.

But my GBM lacks gap generation, ie. so called jump-diffusion. I'm currently trying to add that feature to GBM and will then retest again.