What are the best practices for backtesting W.D. Gann Arcs? I think (I’d probably need a 2nd opinion on this) we can use a set of W.D. Gann Rules to determine which Arcs may be able to be predicted and which are out there for us? These Rules are covered in Section 17.3 of the new Handbook in “The Nature of Gann Arcs” and I think are pretty good stuff. For a W.D. Gann Arc, we do not need a priori to know which arcs are the real deal and which aren’t. We can just use a priori, the S&P 500 index, to backtest the predicted arcs and report any which could not be predicted. These examples are from Chapter 2. Also about Gann Bars? I thought I read last week (or a few weeks back) that it is, somewhat, unclear as to whether they are an acceptable forecaster model. From what I’ve found, Gann Bars should be treated like using backtesting for S&P 500 index vs.

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next big move (but instead, they are just added to the historical bar series so that when we backtest, we get the average historical S&P 500 path, though they appear mathematically as regression curves, so it is still an interpretation issue, but not as bad as the S&P 500 vs. next big move kind of comparison). But, even if they are a form of regression, if a Gann bar is just shifted vertically, is it still a W.D. Gann rule? Is it still a Gann arc? Thanks in advance to answers. A: I am no longer associated with GBR, but I was when the paper was written, and I personally made the decision about which algorithms to include, which equations to use, etc., so I have a bit of authority here. Prior to this moment I have been very involvedWhat are the best practices for backtesting W.D. Gann Arcs? I would be interested in an expert view specifically on W.D. Gann Arcs, e.g.

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can you buy put option vols prior to the strike expiration date on a given option chain? Any advice/tips will be greatly appreciated, thanks! On Aug 8, 2013, at 6:18 AM, Nathan Guttman wrote: Re: best practices for backtesting W.D. Gann Arcs? What are the best practices for backtesting W.D. Gann Arcs? I would be interested in an expert view specifically on W.D. Gann Arcs, e.g. can you buy put option vols prior to the strike expiration date on a given option chain? Any advice/tips will be greatly appreciated, thanks! Looking at the Gann Chart, we can see that the original W.D.Gann rules came about in order to exploit some trading algo’s that were using the Black Scholes assumption that all implied vol of options is 50%. Once gann devloped his rules, they were adopted by most traders. Hence, we can view these as rules based on assumptions that are within the trading environment.

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During my days, there may have been some trading algo’s with higher implied versus trading algo’s that did assume a 100% vol. Right off the bat you have to change the basis, a 100% vol is not permitted in trading, hence it has to be reduced to a percentage, that some may use 90% vol, while others may use 60%, which is now permitted trading. This reduction in basis will affect the algo and ganns rules. However, as long as there is sufficient historical data on the vol to identify the underlying vol for the option chain, we may be able to get lucky on some other assumptions we had made that may be close, but need historical accuracy, hence I would not backtest these directory The Black Scholes is one of the simplest ways of pricing options but does not take into account many models. For the options that are not of 100 vol, we should see page the models that take into account this, which is more complex that BS. My 2 cents For the Gann Arcs rules, it is a trading strategy for which there should not be much historical data when developed. It used to be more utilized but I don’t remember any successful trade that ever hit the bank/excessively deviated off than one from a strategy that had been developed and reviewed as a trading strategy before being used by the trader. Re: best practices for backtesting W.D. Gann Arcs? Hi Nathan thanks for your great reply. What I am going to do is buy the option vols for October 3,2013 expiration date when I am looking at 10-23-2013 open interest chart. This will beWhat are the best practices for backtesting W.

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D. Gann Arcs? A: Some Background The Gann’s work could be considered “part of the old school” to traders, if you use the (numerous) textbooks in the reference columns etc. the work of Gann and its predecessors use and develops a useful set of tools to attempt to trade. If you have read the “Black Swan” this part of the work would tend to be a distraction and most likely, those that go through these works understand the Black Swan concept. So, we are left to make trading decisions on the outcomes of the models. Model Testing Most people have heard of the go to the website of simulations, on an “or the other”. There is no “true method” but what it does is consider a series of possibilities with the model input conditions and an exit rule (as to the performance). From these, return on investment and strategies can be considered. As with anything when hire someone to take nursing homework you are testing alternatives to assess the risks you have with the position and the likelihood of that position succeeding or failing is a part of that. Most risk and reward calculators that are available online will contain a “trial mode” that enables a backtest. Practice Makes Perfect Those that can backtest properly already understand the principles and how decisions can change the return on investment, but the decisions make impact for those that are learning to trade. Getting confused is half the fun of it. Generally there are 4 steps: Choice of asset, asset class (dominance, range or volatility etc.

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..) based on what one would like to buy (dividends, high yield ETF’s, asset allocation in one sector e.g, utilities, pharma equity, gold) Choice of instrument, a single stock, sector ETF etc… based on what is easy to buy, sell (exchange traded) and on what is available (dividends, coupons etc…) Choice of model to trade, when