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This is interesting.....but what LANGUAGE is the code written-in ?
> -----Original Message-----
> From: BobR [mailto:bobrabcd@xxxxxxxxxxxxx]
> Sent: Wednesday, March 15, 2000 7:23 AM
> To: Omega List
> Subject: Re: Options Trading System
>
>
> Essex Option Pro has an OEX trading module with five systems, Momentum,
> Trin,Volatility,RSI,Sell Premium. Models are configurable, backtestable,
> optimizeable. Big problem is lack of built in stoploss control and
> implementation of exits could be improved. Models are for end of day data
> and they use a theoretical option price for backtesting.
>
> BR
>
> ----- Original Message -----
> From: Eric Cahoon <ecahoon@xxxxxxxxxxxxxxxxx>
> To: Dennis Holverstott <dennis@xxxxxxxxxx>; Omega List
> <omega-list@xxxxxxxxxx>
> Sent: Tuesday, March 14, 2000 7:28 PM
> Subject: Re: Options Trading System
>
>
> > Thanks - That is what I thought based on reading the material
> on the Omega
> > web site.
> >
> > I am really surprised that no one has developed any trading software for
> the
> > options trader - granted there are more options pricing model
> software out
> > there than you can shake a stick at....
> >
> > Does anyone know of any options trading software?
> >
> > Eric
> > ----- Original Message -----
> > From: "Dennis Holverstott" <dennis@xxxxxxxxxx>
> >
> > > Yup, TS is pretty worthless for testing options strategies without
> > > getting into a whole coding nightmare. Even if you could find accurate
> > > data (hard to do), there is a limit to how many data series
> you can load
> > > in a chart and you can only trade Data1. So, say your strategy is to
> > > trade the at-the-money calls, you would need to have many
> strikes loaded
> > > in the chart and every trade would take place at a different strike
> > > (different data series) which would be unlikely to be Data1.
> > >
> > > Optionstation? I've never tried it but friends who know options a lot
> > > better than I say it's a bad joke.
> > >
> > > Bob Fulks wrote:
> > > > You may have to do your own accounting for
> > > > profitability, etc., since you will need to trade on the
> data1 series
> > which is
> > > > not likely to be very accurate.
> > >
> > > --
> > > Dennis
> > >
> >
> >
>
>
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