I don't know if someone has already posted this but I think it is brilliant.
http://www.prorealtime.com/en/
Search found 51 matches
- Sun Mar 23, 2008 9:42 am
- Forum: Data Providers and other non testing software
- Topic: Awesome Free Online Charting Package
- Replies: 1
- Views: 3934
- Sat Mar 01, 2008 6:57 pm
- Forum: Data Providers and other non testing software
- Topic: How can I get historical market data only for testing?
- Replies: 9
- Views: 8565
- Tue Feb 19, 2008 8:08 pm
- Forum: Money Management
- Topic: Micro trading
- Replies: 0
- Views: 4539
Micro trading
ABN Amro are market making across a reasonable spread of indices and commodities. http://www.abnamromarketindex.com/uk/Home.aspx and for market list http://www.abnamromarketindex.com/uk/TradableMarkets.aspx This will allow traders with very small accounts to trade and grow quickly with the ability t...
- Sat Feb 09, 2008 7:29 pm
- Forum: Money Management
- Topic: Just thought I would show my face again...
- Replies: 4
- Views: 6204
- Sat Feb 09, 2008 9:00 am
- Forum: Testing and Simulation
- Topic: Good system...
- Replies: 7
- Views: 7648
good? I think so
My recent test on USSDCHF over 20 years
is now removed pending error adjustment.
Oh well thats ok. I'm getting used to egg on my face.
is now removed pending error adjustment.
Oh well thats ok. I'm getting used to egg on my face.
- Thu Nov 29, 2007 7:16 am
- Forum: Futures Markets
- Topic: Australia and Brazil index futures: Open Interest
- Replies: 3
- Views: 4385
- Sat Jul 21, 2007 9:06 pm
- Forum: Brokers
- Topic: Man Group/MF Global
- Replies: 14
- Views: 18358
Yes I wonder if they have ever asked their users what they think of it. Last time I tried for a job in the industry I couldn't get an interview yet somebody got paid to make that junk. It turns me off ever writing code for a living. The jobs go to those who can write the best bullshit on their resume.
- Mon Jul 09, 2007 3:26 pm
- Forum: Data Providers and other non testing software
- Topic: Free\Cheap data suppliers
- Replies: 10
- Views: 11362
- Sun Jul 08, 2007 5:25 am
- Forum: Data Providers and other non testing software
- Topic: Free\Cheap data suppliers
- Replies: 10
- Views: 11362
Yes I don't get it at all. I don't use the close field as part of my strategy, fortunately. CSI has an option that allows you to modify the high/low of the day so that the close falls within it. I suspect that you would just be ruining your data to accomodate the settlement price, not the close. As ...
- Sat Jul 07, 2007 5:37 am
- Forum: Data Providers and other non testing software
- Topic: Free\Cheap data suppliers
- Replies: 10
- Views: 11362
- Thu Jun 28, 2007 7:25 am
- Forum: Brokers
- Topic: Broker who handles Euronext indices?
- Replies: 3
- Views: 8915
well thanks, but
I was looking for a Euro/London based broker. I found one called ODL and I will give them a try.
- Tue Jun 26, 2007 10:25 pm
- Forum: Brokers
- Topic: Broker who handles Euronext indices?
- Replies: 3
- Views: 8915
Broker who handles Euronext indices?
I am looking for the above and must handle all of them not just cac and ftse100. Anyone know any?
- Thu Apr 26, 2007 8:14 am
- Forum: Testing and Simulation
- Topic: Very Long Term Trend Following: The Data Implications
- Replies: 37
- Views: 45808
rollover
Since I am migrating my trading software to a Mac I am using the real price and backfilling each contract on the roll date with enough data to set the tool. I use % indicators on indices and some other tests so, as one poster noted, it is necessary. At the moment I have to keep the real price and ad...
- Wed Feb 07, 2007 12:26 pm
- Forum: Testing and Simulation
- Topic: flat MAR
- Replies: 2
- Views: 3672
using the example at http://www.investopedia.com/terms/c/cagr.asp The drawdown would be $3000 at 30%. flat %pa capital = (MaxDrawdown / 3) * 10 100 * ((net / TradingDays) * 365.25) / capital so 100 * 3166.66 / 10000 = 31.6%pa the cagr on the website is 24.93 so MAR would be 0.83 and the flat number ...
- Wed Feb 07, 2007 1:20 am
- Forum: Testing and Simulation
- Topic: flat MAR
- Replies: 2
- Views: 3672
flat MAR
As I understand MAR is a function of CAGR and CAGR is a function of the percentage drawdown and whatever rules an individual deems appropriate when compounding. Since I do not test using compounding I chose to calculate a flat MAR based on a fixed drawdown of 30% account size and no initial margin. ...
- Wed Jan 24, 2007 10:41 am
- Forum: Testing and Simulation
- Topic: Optimization what it is.
- Replies: 8
- Views: 7739
I think you are on the right track. Most of my testing has been on indices, currencies and bonds. I have found the markets in each of these groups behave similarly but across groups is something else. I use two parameters and I do not expect to have one magic set of numbers for all markets. By defin...
- Mon Jan 01, 2007 7:27 pm
- Forum: Testing and Simulation
- Topic: Who made money in 2006?
- Replies: 10
- Views: 11361
- Mon Jan 01, 2007 12:29 am
- Forum: Testing and Simulation
- Topic: Who made money in 2006?
- Replies: 10
- Views: 11361
- Sun Dec 31, 2006 1:08 am
- Forum: Testing and Simulation
- Topic: Who made money in 2006?
- Replies: 10
- Views: 11361
- Fri Dec 08, 2006 2:31 pm
- Forum: Testing and Simulation
- Topic: Slippage - Interesting figure
- Replies: 23
- Views: 22670
Bill, My point exactly. The brokerage you calculated is correct. If you think that 1/2% of your profit is substantial then you should consider that the interest on your profit will pay for that cost multiple times over. It is the slippage that comes from your trading strategy that kills your system ...