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Alfa-Forex has been in the forex industry since The broker is a part of Alfa Group, a Russian consortium with businesses in banking, insurance, investment, a waterworks company and supermarket chains. The goal of this Alfa-Forex review is to inform you of their advantages and disadvantages, so you can make a clear choice whether you wish to trade with them. Traders also can trade demo to get used to the platform and test how everything works, which is a useful asset for beginner traders. The offers with alfa forex broker deposit of the platforms are:. The minimum lot size is 0. The offered minimum lot size is 0.

Backtesting strategies in thinkorswim forex maybank2u forex converters

Backtesting strategies in thinkorswim forex

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Posted August 10, Edited August 11, by Thaze. Posted January 25, edited. Posted January 25, You should switch to implied move monthly at Optionslam-site. Create an account or sign in to comment You need to be a member in order to leave a comment Create an account Sign up for a new account. Register a new account. Sign in Already have an account?

Sign in here. Sign In Now. Similar Content. Retail brokers overloaded, change brokers? I wanted to start a new topic on recent problems with major retail brokers. With the recent dropping of commissions and subsequent massive influx of new retail traders for many reasons , the major retail brokers have all run into slow downs, outages, backlogs and other failures.

The recent thinkorswim outage was a real pain to me and I didn't get hurt by it, just massively inconvenienced, no doubt others were hit in the pocket book. I'm a big fan of TOS, mainly because I've been on their system for a long time, their rates aren't the greatest but they don't have any other fees. The problem I see is that there is no end in sight for these brokers to be overloaded. Little or no commissions, zero or very little account size, and massive new resources needed on their part to solve the problem.

I don't have a problem with a minimum account size and I would even be willing to pay a little more in fees or even a monthly tithe for a platform to get better fills and steadier service. I'm starting the broker search now, I'm not looking forward to any of this, I was happy with what I had but I don't think I have that any more.

I'll post my efforts here if anybody is interested and would appreciate feedback from others as well. Although they may not be selling a strategy or investing concept to investors, they do have incentives to get their research published in academic journals that their peers may read and respect.

This means few, if any, are immune from the incentives to create an attractive looking backtest. Does this mean we should dismiss all backtests? Certainly not, it just means we need a process, or series of scientific tests, that we run all our backtests through in order to keep ourselves out of trouble and from falling prey to good stories told by good salesmen.

Both Dimensional Fund Advisors and the books and writings of Larry Swedroe have influenced my thinking when it comes to this topic. The strategy or factor can be tested on long periods of historical data to increase statistical confidence. Larry Swedroe often points out that the average investor thinks three years is a long time, five years is a really long time, and 10 years is an eternity Would that have been a good indication of long term expected returns for buying large cap US stocks?

Pervasive across markets and geographies. The strategy or factor holds up when tested on other markets and countries. For example, the momentum effect has been found to exist in stocks, bonds, commodities and currencies. Robust to various definitions. An effect should still show up when constructed with similar parameters. For example, the value effect is both persistent and pervasive as well as robust to alternative specifications.

Whether it's price to book, price to sales, price to earnings, price to dividends, price to just about anything The strategy exists not just on paper but survives real world issues such as manager fees and realistic assumptions for transaction costs.

Many anomalies discovered in the historical data persist simply because they are difficult to implement at size in the real world. Does the strategy make intuitive sense with preferably a simple risk-based explanation or,at minimum, a logical behavioral based explanation? For example, the market factor stocks producing higher returns than T-bills has persisted for decades even though it's as "well known" as any factor there is.

Since everybody knows about it, why doesn't it get arbitraged away? One rational answer is that you simply cannot arbitrage away risk. The same is true of all other academically accepted factors like size, value and momentum. For this reason, investors who have a sufficient time horizon and temperament can consider tilting their portfolio towards these "open secrets" that have a long history of producing higher than market returns.

Now, which factors pass all five of these tests and therefore are eligible for inclusion in our client portfolios? The market factor stocks have higher expected returns than cash and bonds. Risk based explanation. The term factor bonds with longer maturities have higher expected returns than bonds with shorter maturities. The size factor small caps have higher expected returns than large caps.

The value factor value stocks have higher expected returns than growth stocks. Both risk and behavioral based explanations. Behavioral based explanation. The volatility risk premium factor also known as the insurance risk premium…selling financial insurance in the form of puts and calls has positive expected returns. Conclusion When investors understand the concepts discussed in this article, your investing life will never be the same.

Using this checklist dramatically improves the odds of success and can keep investors from falling prey to a good sales pitch or chasing a good looking backtest that is unlikely to persist going forward in time on a net of all costs basis transaction costs, manager fees, and taxes. The real opportunity now becomes the portfolio construction process. We know that the pursuit of traditional active management is largely a waste of time and money, because any manager or backtest performance can be largely explained by exposure to these well-known factors that can now be accessed at low or at least fair costs.

These factors discussed have low correlations to one another, so diversifying broadly across them dramatically reduces the risk of your total portfolio. So much so that modest amounts of leverage may be appropriate for those with the patience and perspective to seek higher expected returns. The biggest risk of a portfolio diversified by factors becomes more behavioral, where your portfolio will at times perform far differently than conventional market benchmarks that are only exposed to the single factor of market beta.

Since the only purpose of investing should be to achieve your long-term goals with the least risk, this should be an acceptable trade-off for a well-educated and well-behaved investor. He provides investment advice to clients all over the United States and around the world. Jesse manages the Steady Momentum service, and regularly incorporates options into client portfolios.

Negotiating assignment fee on TOS. If so, what kind of arguments worked best? So if I could get TOS to come down or eliminate their assignment fee, that would be great. And not in a good way Any input is greatly appreciated! The impact of commissions on your results can be astonishing. This excellent article by Business Insider is asking the right questions and also answering some of them : When you pay commission fees for online stock trades, where does that money go?

How much better? Enough to justify the difference in price? While not cheap, but considering the fact that we produced In this case, your returns will be reduced by 4. This will make HUGE difference in the long term. To see how huge, I went to pro-trading-profits. I clicked on SteadyOptions performance report and played with different parameters. The impact of the ticket fee is especially significant if you have relatively small account. Of course commissions is only part of the whole package.

Other factors include tools, platform, customer service etc. Barron's publishes a comprehensive brokers review every year. Here is the last one. Interactive Brokers IB was ranked 1 by Barron's third year in a row. This is the broker I personally have been using for the last 7 years and I'm very happy. Barron's mention that "IB offers a lot more support to new clients, including individuals, especially those with larger accounts.

Yes, using the word "support" in the same sentence as Interactive Brokers without the modifier "dismal" is a change for us, but the firm has clearly made this a point of focus. You may incur some data fees, but the firm takes care of any options-exercise costs, which can generate unexpected fees at many other brokers. If you decide to go with TOS, I highly recommend that you negotiate a commissions structure that does not include a ticket fee.

Is volatilityhq website down? Are you guys experiencing problems reaching the site???? TDA's Spread Hacker. I am wondering if anyone ever used or still uses the spread hacker in Thinkorswim. He offered us an initial rate of 1. I realize that this might not do any good for many members who are already paying less. However, I believe that some members are still paying more and this deal might be attractive to them.

Remember: this is an initial rate, you can always try to negotiate less, and your starting point is still better than the general public. I personally still believe that unless you can get 1. Thanks to Jesse for his help, if any of you will take advantage of this offer, please mention him. To get this rate, contact the Trade Desk and ask to talk to Kenny Griffin or email him at kenny. He offered further discount for those on "standard" commissions structure: instead of 9.

It is located immediately above your comment and below the video. Your comment was edited to remove the code you included. The comments section of a video is not the place to post code and request assistance. Hahn I have a quick question.

Is there a way to limit a scan to a list of securities or watch list. Thanks in advance for you help. This question is totally not within the context of the video you are commenting on. Hi Pete, thanks for putting these wealth of knowledge. So I took the screen shot and converted and verified the code form your video. But I am getting error on entrypoint and also in IsNaN. Please provide me the link so I can download it or tell me what to do. The following post in our FAQ section should clear up the problem you are having.

The file must be saved to your hard drive and imported into Thinkorswim. I am a newbie, I am trying for 2 days without success. I humbly request if you can give me the link to download, I will really appreciate it. That is the only link to download. Every video I publish provides the code in this format. You will need to learn how to work with these types of files if you want to benefit from all of the free content I provide. Love your videos.

They are well done and very informative. I have written a strategy this is the first strategy I have written. I have written a lot of studies thanks to you. This is a cool alternative. I believe that the strategy is properly set up to only buy when buy conditions are met and sell only when sell conditions are met.

PINK, Color. AddOrder OrderType. A buy is initiated when the first buy or sell condition is met. This will run until the next buy or sell condition is met. At the same time, an inverse by is initiated. When the next condition is met it inverts the order again. FloatingPL shows no time when it is flat an indication that no position has been taken. The chart is showing alternating blue and red dashed lines between the trades.

Could this be the problem? There are places where there is clean buy to sell no intervening indicators. And it still has the same problem. What is wrong?

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Thinkback Backtesting Explained - ThinkorSwim

If you want to give backtesting a try, fire up your thinkorswim® platform and. › Home › Tools › thinkorswim Platform. Of course, reliving the past is just a fantasy, right? Well, not with thinkorswim OnDemand, a powerful stock backtesting tool available on the.