Many thanks for the help. Looking forward to going global!sluggo wrote:Be sure to look amongst the "Cash" instruments (yellow box), get a list of them by clicking the "Mkts" button (red box)levijean wrote:CSI has it, but they spell it wrong. Search for ringit.
Search found 15 matches
- Mon Apr 06, 2009 6:16 am
- Forum: Testing and Simulation
- Topic: Historic EOD FX data
- Replies: 3
- Views: 3586
- Sun Apr 05, 2009 4:58 pm
- Forum: Testing and Simulation
- Topic: Historic EOD FX data
- Replies: 3
- Views: 3586
Historic EOD FX data
Hi, I'm looking to backtest crude palm oil as part of a global portfolio, and need historic EOD Malaysian Ringgit data to feed in to Trading Blox. CSI lists USD/MYR on FINEX, but it's inactive. Oanda offers historic FX data in 500 day chunks, which I can stitch together and massage into the right fo...
- Sun Jun 22, 2008 6:15 pm
- Forum: Testing and Simulation
- Topic: The short side and trend following
- Replies: 41
- Views: 30152
In this vein, the following thread on non-symmetric long/short bet sizing is interesting.sluggo wrote:
- If you're not sure whether or not to (perform some action), do half. That way you will only be half-wrong and won't become emotionally destabilized.
viewtopic.php?t=1668
- Thu Jun 12, 2008 1:33 pm
- Forum: Market Psychology
- Topic: Will you survive?
- Replies: 17
- Views: 26305
- Mon Jun 02, 2008 3:00 pm
- Forum: Testing and Simulation
- Topic: Slippage - Interesting figure
- Replies: 23
- Views: 22634
Hi Chuck, it's no mystery when you consider that this is one guy trading 5 systems on 100 markets each using daily bar data. When you write out the Occam's Razor list of likely explanations for Friday's non-fill, the one at the top of the list turns out to be the right answer. Same goes for Monday:...
- Wed May 28, 2008 2:42 am
- Forum: Trend Indicators and Signals
- Topic: Pullbacks and LTTF methods
- Replies: 11
- Views: 13573
TrendsCatcher, thanks for the interesting post. I agree with your points entirely. Using a pullback strategy exclusively could lead to missing one or more of the crucial 15R+ winners, adversely affecting one's trading statistics. As you say, this issue is not such a concern in stock trading, given t...
- Mon May 26, 2008 9:52 am
- Forum: Trader Psychology
- Topic: Trusting your system
- Replies: 24
- Views: 33360
can anyone think of anything else? Really good luck? That's an impressively smooth relationship with luck ;) With regard to my earlier post on outperformance ideas, this is interesting with regards to seasonality models: http://trendlinefunds.com/uploads///propoganda/When%20to%20Allocate%20to%20CTA...
- Sun May 25, 2008 1:01 pm
- Forum: Trend Indicators and Signals
- Topic: Pullbacks and LTTF methods
- Replies: 11
- Views: 13573
ladadriver, I agree that stock index futures is the best to trade on pullbacks.. have you done any research concerning markets moving in waves? BARLI, I'll need to rearrange your statement to agree with you. I prefer, 'on stock index futures, pullbacks are the most favourable short term trades'. In...
- Sat May 24, 2008 6:02 am
- Forum: Trend Indicators and Signals
- Topic: Pullbacks and LTTF methods
- Replies: 11
- Views: 13573
Pullbacks and LTTF methods
One other testing idea I've yet to investigate fully relates to market structure. Let me expand with the hope of attracting other ideas from the board. Typically, trading breakouts allows one to jump on markets moving beyond certain historic highs and lows. But is breakout trading efficient in terms...
- Fri May 23, 2008 9:19 am
- Forum: Trader Psychology
- Topic: Trusting your system
- Replies: 24
- Views: 33360
Any ideas as to what the latter three are doing differently? i share your curiosity... my guess, based on dreams of having millions of dollars to trade: the more obvious - 10s of systems per market, diversifed by timeframe and method - 100s of markets the more esoteric - risk models that manage +ve...
- Thu Apr 17, 2008 8:01 am
- Forum: Data Providers and other non testing software
- Topic: CSI DATA REQUEST. IF YOU AGREE, PLEASE LET THEM KNOW!
- Replies: 3
- Views: 5025
Re: CSI DATA REQUEST. IF YOU AGREE, PLEASE LET THEM KNOW!
In an ideal world, the following trading sessions would exists: Day Floor: 7:20am through 2:00pm Day Electronic: 7:20am through 2:00pm Night Electronic 3:00pm through 7:19:59am Once the pits, finally, die, I'd like to see: Day Electronic: 8:00am to 6:00pm Night Electronic: 7:00pm to 7:00am Clean br...
- Tue Mar 04, 2008 2:42 am
- Forum: Futures Markets
- Topic: The Soft Pits are Dead - Long Live the Softs
- Replies: 2
- Views: 3821
- Wed Jul 18, 2007 4:13 am
- Forum: Testing and Simulation
- Topic: R-Multiple misleading ?
- Replies: 24
- Views: 22789
- Thu May 24, 2007 8:55 am
- Forum: Trend Indicators and Signals
- Topic: Jim Simons
- Replies: 15
- Views: 46872
It seems to me Jim Simmons is very good at playing the Media to his advantage. I think the image/reputation he has built up is almost as impressive as the returns he continues to generate. While I, in my limited capacity, see trend following returns eroding over time, I believe trend following is a ...
- Wed Apr 11, 2007 10:11 am
- Forum: Trend Indicators and Signals
- Topic: Market types
- Replies: 1
- Views: 4700
Market types
A thought from the inexperienced... From c.f.' book, four market types are suggested: - Stable, Quiet - Stable, Volatile - Trending, Quiet - Trending, Volatile Is there enough weight in Mean Reversion to add it as a third dimension? Or, would you consider the property a subset of volatility and/or t...