Option FanaticOptions, stock, futures, and system trading, backtesting, money management, and much more!

STT Backtesting Notes (Part 2)

I continue with miscellaneous observations from recent STT backtesting done in OptionNet Explorer (ONE):

I will be doing more backtesting, will hopefully sharpen some of the ill-defined points, and will ideally generate some results to share. Things that might help with this include: PT and max losses, guidelines for UEL and delta bias, clear technical criteria, attention paid to unique Trade IDs, and continuous tracking of inventory.

Easier said than done!