I
Ignatz
Guest
hi Martin
the nex trade should be then the Feb options but there are no 5 strikes in emini. thats a knockout criteria for me
the nex trade should be then the Feb options but there are no 5 strikes in emini. thats a knockout criteria for me
Last edited by a moderator:
I
Ignatz
Guest
i can do it but on a paper account. on Monday at the meeting
B
Bryan Doyle
Guest
Igi, thanks for sharing your trade strategy. I just watched the video.
What is the range of span margin at interactive brokers used during the typical life of a trade (at setup, typical range, near closing)?
What is your return on margin used on an annual basis? (I know you would never all margin available).
Thanks.
What is the range of span margin at interactive brokers used during the typical life of a trade (at setup, typical range, near closing)?
What is your return on margin used on an annual basis? (I know you would never all margin available).
Thanks.
I
Ignatz
Guest
Hello Bryan
the SPAN margin is max at about 3.5 k when i sold the max 3 PCS which does not happen very often.
the next trade starts on Dec 23rd and i will check how it will be at the beginning. A higher volatility which happens when the price will drop is absolut no problem, not like running a BWB.
the average of the 19 backtesttrades is at about 450 per trade, relative to the max margin of 5.5k. Result is then about 30 % per year.
If the SPAN margin is at 3.5 you can do your maths.
All tests were made with fix rules for adjustments, nearly no discretionary elements. And some trades even doesn´t have any adjustment. so in this case real result will be the same as in the backtest because there is an Entry on monday after 3. friday and exit on the last day. finish and half commissions,
the most important point is to keep losses as small as possible, even when it lowers the profit target. Watch for the Schwalbe.
It´s all about risk.
the SPAN margin is max at about 3.5 k when i sold the max 3 PCS which does not happen very often.
the next trade starts on Dec 23rd and i will check how it will be at the beginning. A higher volatility which happens when the price will drop is absolut no problem, not like running a BWB.
the average of the 19 backtesttrades is at about 450 per trade, relative to the max margin of 5.5k. Result is then about 30 % per year.
If the SPAN margin is at 3.5 you can do your maths.
All tests were made with fix rules for adjustments, nearly no discretionary elements. And some trades even doesn´t have any adjustment. so in this case real result will be the same as in the backtest because there is an Entry on monday after 3. friday and exit on the last day. finish and half commissions,
the most important point is to keep losses as small as possible, even when it lowers the profit target. Watch for the Schwalbe.
It´s all about risk.
I
Ignatz
Guest
max margin is the lowest point of the V 15 point wide spread -8 15 -7
3 PDS will not be lower than about 3.5 k
I dont have a profit target, because the upper expiration line is my profit target and can vary during a trade´s life.
I doubt you can add it to IB charts
3 PDS will not be lower than about 3.5 k
I dont have a profit target, because the upper expiration line is my profit target and can vary during a trade´s life.
I doubt you can add it to IB charts
I
Ignatz
Guest
as long as the price remains at the same level or is even a little (!) bit lower it is still possible to join, might even be for a slightly better price. No adjustments were made so far.
I
Ignatz
Guest
a Member recently opened Igi’s Feb 21 SPX trade in a TOS portfolio margin account and the current margin seems pretty reasonable: $1,575. While this will change when we make adjustments, portfolio margin seems to be the way to go for this trade.