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| Filter Exchange · OPTIONS STRATEGY - SELLING WEEKLY PUTS | |
| sohailmithani msg #124693 |
8/19/2015 9:46:48 PM www.Tradermob.com is a good site but how do I do spreads and condos on it> Thanks |
| Filter Exchange · OPTIONS STRATEGY - SELLING WEEKLY PUTS | |
| sohailmithani msg #124679 |
8/18/2015 7:45:05 PM Kevin, I saw a chart on page 1 of this post showing how apple only closed 6 or 7 times outside the strike price. Wondering if this can be tested on SS (no longer on SF I guess). Am trying to have some back up to the 90%success rate. Am trying Weekly Iron Condors, Weekly Vertical Put Spreads and Call Spreads and Weekly Naked Puts (on a selected stock). Just not sure how to test or ensure these would continue to work positively 90% of the time. Thanks |
| Filter Exchange · OPTIONS STRATEGY - SELLING WEEKLY PUTS | |
| sohailmithani msg #124676 |
8/17/2015 11:35:55 PM Hi Kevin, Would you mind sharing the SS code for this one especially for back testing since SF no longer offers this service. Appreciate your professional contributions and help. Thanks |
| Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS | |
| sohailmithani msg #124556 |
7/29/2015 10:05:59 PM Toad, thanks for your post. Personally, I like to test strength of a strategy using non-compounded returns. This way they assure me of their consistency and strength. Am one of those who would thank you for your study (on non-compounded returns of this one). |
| Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS | |
| sohailmithani msg #124546 |
7/28/2015 10:25:58 AM I did exactly that and got the symbols mentioned in my previous post. Could someone just confirm if those are correct. If those were the ones then I guess till June 2015 this strategy did not make any money. Correct? July we need to be in IWM. Correct? |
| Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS | |
| sohailmithani msg #124544 modified |
7/27/2015 7:39:14 PM Got it Sir. Will trade it as prescribed. Could you please give us the final code you use to trade it as it has become more confusing now. Is the following I should be looking at each month end for next month symbol? symlist(spy,iwm,efa,agg) sort on column 5 descending set{start,date(20140930,close)} set{ch,close - start} set{sort,ch / start} set{sort%,sort * 100} add column sort% If so then I get following values for 2015: Jan - IWM Feb - AGG Mar - IWM Apr - EFA May - EFA June - EFA July - IWM Are these correct? Thanks everyone for helping me here. |
| Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS | |
| sohailmithani msg #124541 |
7/27/2015 4:35:29 PM Toad, Am unable to open up your excel sheet from the link provided. Please check and confirm. Wondering if for timing of entry we add RSI(2) to be at certain over sold level before we get into the symbol for the month and sell it at certain RSI(2) level. Would that improve the results in any way? Thanks |
| Filter Exchange · TRO's STAT SCAN for SWING TRADERS | |
| sohailmithani msg #124472 |
7/21/2015 10:35:20 PM Stopped out on XNPT as bought on Open Monday at 7.74 (system open is 7.6). So in real world I got stopped out but system is in play. Now I have only ANAC and NBIX to recover. My target is if I am lucky then to have 2 of 3 successful to get to breakeven. Not sure how to use this filter. Should I be buying top 5 and wait to see 4 of them hit the target so I make 10% (20% - 10%) if anything else I will be under water or should I close all positions when total net gain is 5% or net loss is around 10% or what?????? |
| Filter Exchange · TRO's STAT SCAN for SWING TRADERS | |
| sohailmithani msg #124452 |
7/21/2015 10:10:00 AM Started trading this one this week. Will on weekly basis run this filter on Sunday and buy 3-5 stocks at open Monday. Selection is based on their profitability ratio (per my code additions above). Practical (live) trading issues noted this week. 1) Buying at market on open on Monday may mean better or worse price than system fill e.g. ANAC 2) 5% profit hit per system but may not in live trading due to low volume etc. e.g. ANAC So far noted these. Will update if required. |
| Filter Exchange · TRO's STAT SCAN for SWING TRADERS | |
| sohailmithani msg #124421 modified |
7/19/2015 4:34:04 PM Can any of this be back tested so to gain more confidence on this filter. I added the following lines in the code: set{bestbet, expgain / exploss} set{Yourpick, bestbet * 100} Please see if these make sense in context of the filter. |
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