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Hi Arthur,
Thanks for the clarification...i am still not sure: are you trading based
upon the options, or the underlyings, being gap candidates?
if the former, some questions:
a) what data source do you use for your option pricing data
b) do you feed that data to Amibroker
c) do you incorporate Implied Volatility(IV) or the Greeks in your
trading and do you feed those to, or calculate those in, Amibroker (I am
hoping to use Amibroker to eventually replace Optionetics Platinum to find
the best option trades. Platinum, for example, analyzes IV data to make its
recommendations.)
thanks
-john
----- Original Message -----
From: "Arthur Sawilejskij" <arthur@xxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, March 04, 2004 12:34 PM
Subject: Re: [amibroker] ignore extra buy signals
Sorry - it was just an expression I used.
I trade very volatile options that gap a lot on opening - I buy on the
close when I get the right setup and then sell on the open and make my
profit on the overnight gap movement.
Because of the stock volatility and large gaps - overnight returns of say
5-%-70% are pretty well the norm.
They can just as easily gap down the next day - hence the very short term
trade.
It's not the sort of trade that appeals to most people - but I have a
handle on it but only want to trade one such trade in each cycle - hence
the need to eliminate additional buy signals.
Arthur
>Hi Arthur,
>
>what are 'overnight' options?
>
>thanks
>
>-john
>----- Original Message -----
>From: "Arthur Sawilejskij" <arthur@xxxxxxxxxxxxxxx>
>To: <amibroker@xxxxxxxxxxxxxxx>
>Sent: Wednesday, March 03, 2004 11:00 PM
>Subject: [amibroker] ignore extra buy signals
>
>
>
>I have a script that checks for certain conditions for a buy and then
sells
>next day on close - I trade overnight options.
>
>For example........
>
>sttlong = StochK(5) > StochD(5);
>ccilong = cross(cci(13), -100);
>buy = sttlong and ccilong;
>sell = c;
>
>I sell the next day - but the buy condition still applies subsequent
days -
>but I don't want to do another trade till I get a new buy signal - not a
>succession of buy/sell signals till the next crossovers and buy signal.
>
>I need some way to only give me one buy/sell signal - any suggestions
>would be appreciated.
>
>Arthur
>
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