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Filter Exchange · PANGOLIN Z AND PANGOLIN W - FULL SYSTEM CODE
sohailmithani
msg #124408
7/18/2015 1:54:22 PM

Thanks for your advice as always.

Filter Exchange · PANGOLIN Z AND PANGOLIN W - FULL SYSTEM CODE
sohailmithani
msg #124399
7/17/2015 9:36:21 AM

Hi Kevin,

Wrote the following in response to your post for Iron Condor. Thought you would be able to respond if this is posted here where you are more regularly visiting:

Have been using Iron Condors in paper trades. Wondering why we look for delta 0.1 or below and not 0.2 or below with expiry say 3-4 weeks instead of 2 weeks. We can book profits at around 50% and sell more IC (closing earlier ones though).

Also, did you ever consider Implied Volatility in IC trades. These days IV for more indices is very low so can't have big strike ranges and make less money in premiums too.

Need also your thoughts on why QQQ and USO excluded. Both have comparatively higher IV historically (even these days have better IV than SPY, GLD and IWM). Would you recommend some stocks like AAPL to be included.

Your thoughts on the above would be helpful.

Thanks

Stock Picks and Trading · TRADING IRON CONDORS - FUN WITH OPTIONS
sohailmithani
msg #124389
7/15/2015 4:50:06 PM

Hi Kevin,

Have been using Iron Condors in paper trades. Wondering why we look for delta 0.1 or below and not 0.2 or below with expiry say 3-4 weeks instead of 2 weeks. We can book profits at around 50% and sell more IC (closing earlier ones though).

Also, did you ever consider Implied Volatility in IC trades. These days IV for more indices is very low so can't have big strike ranges and make less money in premiums too.

Need also your thoughts on why QQQ and USO excluded. Both have comparatively higher IV historically (even these days have better IV than SPY, GLD and IWM). Would you recommend some stocks like AAPL to be included.

Your thoughts on the above would be helpful.

Thanks


General Discussion · Stratasearch
sohailmithani
msg #124207
6/26/2015 4:12:16 PM

Thanks

General Discussion · Stratasearch
sohailmithani
msg #124192
6/25/2015 9:41:13 PM

Kevin, as always, you have been to our rescue.

SS seems more like Amibroker, which I have got some idea on how to use.
However, my only issue with it is the database for various indices and / or custom index. Like I want to apply a certain filter only to SP100 stocks or Nasdaq 100 stocks but getting those (2007-to date) is an issue. How good is SS with this. I can switch to it if it serves the purpose. Thanks

Announcements · StockFetcher Backtesting Discontinued on August 1, 2015
sohailmithani
msg #124155
6/23/2015 10:27:58 PM

SF: You need to take these comments seriously. Why can't you do as suggested by Kevin. Let Back Test functionality be there, stop support for it and stop upgrading it (start whenever you feel to do so).

Announcements · StockFetcher Backtesting Discontinued on August 1, 2015
sohailmithani
msg #124110
6/21/2015 10:57:49 PM

Thanks Kevin.

I found BloodHoundSystem on teh web which has 3 levels of subscriptions. Their Professional level is almost $2000 a year but has "Delisted Stocks to Avoid Survivorship Bias". May be this is the one which removes all doubts in any system we create and test.

Announcements · StockFetcher Backtesting Discontinued on August 1, 2015
sohailmithani
msg #124101
6/20/2015 3:09:30 PM

Anyone with SF like backtest and daily filter developments and screening system option?

It is important that the system has separate market options like applying a particular filter to SP100 only or Russell 1000 only.

I use Amibroker but managing data for SP100, SP500, Nasdaq 100 etc is complicated.
Anything which solves this data issue and has SF or AB like capabilities would work for me.

Anyone pleeeease

Announcements · StockFetcher Backtesting Discontinued on August 1, 2015
sohailmithani
msg #124093
modified
6/19/2015 12:07:51 AM

I am now confused and feel lost. What is SF trying to tell us here? SF please help in understanding your ideas on analyzing data and results and how a selected stock has performed. What? What? Give us the whole picture and not just glimpses.
First you just abruptly decided to discontinue BT from Aug 1st and now confusing us more with your future ideas.

You are saying that SF is spending more resources on fixing BT then the number of users actually using it. If the quality of the initial launch is no good then you are bound to spend more resources trying to make it competitive and user friendly. e.g. I remember Kevin asking for Sharpe Ratio or I asked you guys several times about some stocks showing in filter and I bought but not in BT and you never responded because you did not have one. There are for sure several other examples justifying my comment about quality of BT launched initially.

Let BT continue till Dec 31st and Jan 2016 discontinue it. This will help most of your loyal and long time customers and till Dec share with us your ideas. That to me would be a professional approach. Thanks

General Discussion · Repost from section: Announcements
sohailmithani
msg #124056
6/16/2015 11:42:00 PM

It is not a matter of simple or complicated coding but how to know what you have coded worked (survivorship bias and some other stuff not considered here) and has high probability of working when you put your real money onto it.

For me backtest was helpful since 2012 since I downloaded all trades taken by system according to my filters and then compared with what I actually bought. So survivorship bias was kind of taken care of (I would know a stock was taken of list with this).

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