This Forum overtrades options

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Quote from bwolinsky:

Well,

I need to think for a second if what I said is right.


Let's see if two hundred, two hundred, two hundred, two hundred, two hundred,

is greater than twenty, twenty, twenty, twenty, twenty?

It is isn't it. Gee, I guess I should have said it has a profit factor greater than fifty? A hundred? Two Hundred?

That's fair enough, atticus, but the results can be duplicated if your roll is good enough.

You're scamming again. GIGO. You cannot have a different output PF-figure for "long" and "all" trades when there weren't any shorts.
 
Quote from atticus:

You're scamming again. GIGO. You cannot have a different output PF-figure for "long" and "all" trades when there weren't any shorts.

You see numbers by net profit? You probably don't have a chance to ever output these statistics anyway. Profit factor of 0 is 0 because there is zero loss, or infinite profit factor.
 
Quote from bwolinsky:

You see numbers by net profit? You probably don't have a chance to ever output these statistics anyway. Profit factor of 0 is 0 because there is zero loss, or infinite profit factor.

The PF for all trades exceeds longs. That's not possible if there were no shorts.
 
Quote from atticus:

The PF for all trades exceeds longs. That's not possible if there were no shorts.

Listen, I'm being too nice to you. There are trades for the short column, but there aren't any losses in it.

If you're trading options I'd hate to think about how little you understand about the first page's performance summary in Multicharts.

You don't have a chance of ever producing backtests like this. I already know. But I did them inside of two days, so we'll see if between the time you realize you don't know anything about these programs but you see me outputting then I'm saying I'm sure you won't ever have backtests with my results, so why do you think I became a CTA? To lie to people about my performance, run a ponzi fund like Madoff, and die in jail over a 150 year sentence because I prentended to produce profits of 40% per annum with less than 5% drawdown?
 
Quote from bwolinsky:

I'll add an EOD Exit, and it should adapt. Stand by once again for that as I modify my code on the fly. Though if it's not any good, I won't report it, but I think it'll be fine.
 
Quote from bwolinsky:

Listen, I'm being too nice to you. There are trades for the short column, but there aren't any losses in it.

If you're trading options I'd hate to think about how little you understand about the first page's performance summary in Multicharts.

You don't have a chance of ever producing backtests like this. I already know. But I did them inside of two days, so we'll see if between the time you realize you don't know anything about these programs but you see me outputting then I'm saying I'm sure you won't ever have backtests with my results, so why do you think I became a CTA? To lie to people about my performance, run a ponzi fund like Madoff, and die in jail over a 150 year sentence because I prentended to produce profits of 40% per annum with less than 5% drawdown?

Correct, I don't produce backtests like this. I produced 1,300% in less than four years by trading market orders.

This backtest is a joke well beyond the fact that it's unreadable.
 
Quote from atticus:

Ya Mon. Keep working the blurry photoshop.

It was microsoft office picture manager.

And the time is based on the chart, not the clock, so, who knows?


We might be waiting till next monday for the chart to be earlier than 8:30 am, so don't hold your breath because I just discovered another facet to the time parameter.

Since I'm in my genius state, I will tell you that I don't expect the profit factor to be that high, with twice the drawdown at least, but possibly more profit. You can trick this program into selling before it should, and it handles manual adjustments to the strategy's position very well.
 
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