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Hi Walter
I'm looking for some specific dates. The following are signal dates which
we would execute the next open.
12/31/98 S
1/14/99 B
1/29/99 S
2/12/99 B
3/8/99 S
3/23/99 B
4/8/99 S
4/16/99 B
5/7/99 S
5/27/99 B
6/3/99 S
6/25/99 B
7/7/99 S
7/13/99 B
7/14/99 S
7/22/99 B
8/16/99 S
8/30/99 B
9/20/99 S
9/29/99 B
10/6/99 S
10/26/99 B
10/27/99 S
11/23/99 B
12/16/99 S
1/4/00 B
1/19/00 S
1/24/00 B
2/1/00 S
2/25/00 B
3/1/00 S
3/15/00 B
3/21/00 S
3/31/00 B
4/6/00 S
4/13/00 B
4/24/00 S
5/8/00 B
5/12/00 S
5/26/00 B
The above are our normal signal dates and we have traded a few options on
the last two trades via my brother's account.
I have one more set of dates to check out. These are from one of our longer
term indicators and my thought here would be to write naked puts and calls
so that we would benefit from, hopefully, our signal being right as well as
the time factor working in our favor.
3/23/99 B
8/13/99 S
10/15/99 B
10/29/99 S
11/30/99 B
12/23/99 S
1/28/00 B
3/4/00 S
4/14/00 B
4/25/00 S
5/10/00 B
While the above dates are our signal dates, we could use that day's close
for calculation purposes (whichever is easiest).
For the first group, I think we would be trading the most current month (or
whatever was expiring a month out), I think, and for the second list, we
would want to write the options further out (like 6 months or so).
Since these are our preliminary thoughts, I'm open to other suggestions as
well.
Thanks
Guy
Paranoia...you only have to be right once to make it all worthwhile!
-----Original Message-----
From: owner-metastock@xxxxxxxxxxxxx [mailto:owner-metastock@xxxxxxxxxxxxx]On
Behalf Of Walter Lake
Sent: Tuesday, May 30, 2000 4:06 AM
To: metastock@xxxxxxxxxxxxx
Subject: Lionel, Guy, others
Hi Lionel
Glad that you liked it.
What is the condition of your interest in non-PhD stats<G>
Try this site: http://www.man.deakin.edu.au/rodneyc/
One of the traders sent it to me and I have to admit that for some reason I
really like the XLStatistics program.
To others that wrote: A simple way to look at stats is to think of your
Buy-and-Hold data as the "Control group" and the trading system data as the
"Treatment group". This ties trading into the conventional literature.
To Guy: I'm unsure as to whether you want historical options data or access
to daily eod options data.
Best regards
Walter
----- Original Message -----
From: "Lionel Issen" <lissen@xxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Monday, May 29, 2000 11:25 PM
Subject: Re: Position Size calculations
| Walter:
|
| Thanks for the main web site address. The money management course is
| excellent.
| Lionel Issen
| lissen@xxxxxxxxx
| ----- Original Message -----
| From: Walter Lake <wlake@xxxxxxxxx>
| To: <metastock@xxxxxxxxxxxxx>
| Sent: Thursday, May 25, 2000 5:04 PM
| Subject: Re: Position Size calculations
|
|
| > Hi Lionel
| >
| > This is the main site
| >
| > http://keplerweb.oeh.uni-linz.ac.at/trading/index.html
| >
| >
| > This is the download site
| >
| > http://keplerweb.oeh.uni-linz.ac.at/trading/download.htm
| >
| > Click on
| >
| > http://keplerweb.oeh.uni-linz.ac.at/trading/RegressionTrendlines.zip
| >
| > for the "Regression Trendlines" Excel workbook.
| >
| > My comments were for any problems opening the workbook. There's lots to
| look
| > at and think about.
| >
| > Best regards
| >
| > Walter
| >
| > ----- Original Message -----
| > From: "Lionel Issen" <lissen@xxxxxxxxx>
| > To: <metastock@xxxxxxxxxxxxx>
| > Sent: Thursday, May 25, 2000 4:49 PM
| > Subject: Re: Position Size calculations
| >
| >
| > | Walter:
| > | are you talking about the program or moving around the web site? If
the
| > | latter, I am unable to navigate this web site to find the worksheets.
| How
| > | do I do it?
| > | thanks
| > | Lionel Issen
| > | lissen@xxxxxxxxx
| > | ----- Original Message -----
| > | From: Walter Lake <wlake@xxxxxxxxx>
| > | To: Metastock bulletin board <metastock@xxxxxxxxxxxxx>
| > | Sent: Thursday, May 25, 2000 1:53 PM
| > | Subject: Position Size calculations
| > |
| > |
| > | >
| > | > I'm sorry that you had trouble opening the XL workbook.
| > | >
| > | > Those message boxes are not there to stop you ... you can click
right
| > past
| > | > them.
| > | >
| > | > http://keplerweb.oeh.uni-linz.ac.at/trading/download.htm
| > | >
| > | > On opening in Excel:
| > | >
| > | > - enable the macros when the message box appears
| > | > - click "no" on the links update message box
| > | > - the curser will update the chart
| > | > when finished ... click "end" on the VB error message box
| > | > - click on the "Regression Trendlines" tab at the bottom to see the
| > data,
| > | > formulas and calculation worksheet
| > | >
| > | > Pflugl's workbook has several things that you may not have seen
| before.
| > | >
| > | > Column's J and K: "Position size" and "% Invested"
| > | > - click on a cell in col J
| > | > - click on the formula in the formula bar at the top .. notice that
| the
| > | > different references are colour coded so that you can trace them
down.
| > | > - click on the "=" sign in grey beside the formula bar for an
| > explanation
| > | of
| > | > the functions used
| > | >
| > | > You can change the position size and increments etc. at the top of
the
| > | > workbook.
| > | >
| > | > This workbook also has an interesting use of Rand()
| > | >
| > | > While you are exploring the workbook or the formula bar it's easy to
| > mess
| > | up
| > | > the formulas etc. so press cancel when the automatic save appears.
| > | >
| > | > "Ctrl + ~" will expose all of the formulas. Press it again to return
| to
| > | > normal.
| > | >
| > | > Best regards
| > | >
| > | > Walter
| > | >
| > |
| >
|
|