Search found 5 matches

by OEXTrader
Fri Feb 10, 2012 1:02 pm
Forum: Testing and Simulation
Topic: Complimentary system to Trend following
Replies: 20
Views: 12404

High probability iron condors are good for your purpose, even in slow trending markets. Enter on an IV spike or satisfying premium, and have a large stop loss. Adjustments are rare and thus it is unclear whether they really contribute to avoiding a loss. Have the right hedging plan to avoid your yea...
by OEXTrader
Wed Jan 18, 2012 3:45 pm
Forum: Money Management
Topic: Plotting returns on minimum margin
Replies: 2
Views: 5049

Thank you Sluggo. I'll start digging now.
by OEXTrader
Wed Jan 18, 2012 12:57 pm
Forum: Money Management
Topic: Plotting returns on minimum margin
Replies: 2
Views: 5049

Plotting returns on minimum margin

It probably a dumb question and I am a little confused with what I'm trying to do. CAGR doesnt take margin calls/variation margin into account. So if I want to plot the mark-to-market return of a system, but over the mimimum amount needed to play a single contract, is this simply plotting the IRR? F...
by OEXTrader
Tue Jan 17, 2012 1:59 pm
Forum: Testing and Simulation
Topic: Traders, learning to write computer programs
Replies: 20
Views: 13202

I see. Good to know. Thank you Trackstar. I did take a semester of Matlab and C++ in college, unfortunatly i had no use for programming at that time and didnt take it seriously. I think I would be able to pick up Matlab again without too much effort, but I m not sure how much useful it gets past the...
by OEXTrader
Tue Jan 17, 2012 9:45 am
Forum: Testing and Simulation
Topic: Traders, learning to write computer programs
Replies: 20
Views: 13202

Hi folks. This is my first post here and I want to thank you for all your excellent contributions. With respect to the post above, I only know VBA and this is what I use for my backtesting. What I am missing out for not taking the time to learn another language like C# or Python or any other? My mai...