Search found 40 matches
- Wed Aug 13, 2008 8:22 am
- Forum: Testing and Simulation
- Topic: Investigating CSI rolling methods
- Replies: 5
- Views: 6493
Interesting topic...
Everyone.. I had done some simulations and found that the later roll the better performance and little more drawdown. However it is not always possible for me to trade with late roll as my broker (IB) requires me to be out First Notice day on some contracts. What i understand this system here is a s...
- Sat Aug 02, 2008 4:54 pm
- Forum: Data Providers and other non testing software
- Topic: Difference Forex EOD Metastock and UA
- Replies: 1
- Views: 3208
Difference Forex EOD Metastock and UA
I am in the process of changing datafeed from Reutes Datalink to CSI and maybe someone else had expereinced the same as I? I note some differences between UA forex and Reuters Datalink forex EOD forex qutoes. The difference is for the Euro for 2008-08-01 CSI (id 2349): 1.56030,1.56030,1.55170, 1.555...
- Tue May 20, 2008 8:39 am
- Forum: Testing and Simulation
- Topic: CFD and transactions cost, really shocking and interesting!!
- Replies: 3
- Views: 3444
Interesting
Thank you very much for your input. This item is more complicated as it seems. CMC rolls the contract at specific dates and at those occassions the you do not pay any commission. Only the spread as i understand. I think i have some more to investgate! Thanks very much for your interesting comments!
- Mon May 19, 2008 8:45 am
- Forum: Testing and Simulation
- Topic: CFD and transactions cost, really shocking and interesting!!
- Replies: 3
- Views: 3444
CFD and transactions cost, really shocking and interesting!!
I had for a time investigated a tradional Donchian system with a 700.000 USD portfolio diversified portfolio bases on the all liquid portfolio in Blox and used the standard contract transaction cost in Blox = USD$12.50 per contract. My system performs well performs quite well with CAGR around 30% an...
- Thu May 15, 2008 7:11 am
- Forum: Testing and Simulation
- Topic: Form papertrading to trading, is the risk OK?
- Replies: 3
- Views: 3507
Form papertrading to trading, is the risk OK?
All experienced mechanical traders, please advice. I have papertraded a trend-following system for a while. It is a donchian with some slight modifications in the correlation area. I trade the "all Liguid" portfolio and tested on the Blox 10 years database. It is soon time to go from paper...
- Wed May 14, 2008 9:16 am
- Forum: Futures Markets
- Topic: Corn trend?
- Replies: 3
- Views: 4196
Yes that is correct
Yes i understand, the discretionary view is hard to forget for me in mechanical trading.
Thanks
Thanks
- Tue May 13, 2008 8:50 am
- Forum: Futures Markets
- Topic: Corn trend?
- Replies: 3
- Views: 4196
Corn trend?
Have anyone any advice on corn? I had -several 1R losses on corn recently. Have the market changed or is temporary choppy. I had 1 init/exit on the same day. 1 had 2 init/exit in 3-5 days. All in the last two months. Is it the corn/ethanol linkage in the US that matters here. I am papertrading a blo...
- Mon Apr 21, 2008 6:28 am
- Forum: Futures Markets
- Topic: Nice trend in Rice
- Replies: 14
- Views: 12228
Thanks for your comments
Thank you for your comments, i more looking to incorporate in long term portfolio but those liquidty things does not feel right.
- Sat Apr 19, 2008 10:35 am
- Forum: Testing and Simulation
- Topic: Backadjusted point or ratio (%)
- Replies: 9
- Views: 8344
Thanks but not really..
..what i need to know. The CSI software seems to be very flexible with the roll over. What i really need to know if the Trading Blox demo data is point or ratio adjusted.
I will compare my simulations with pinnacle data that i have. Maybe Tim or someone else know.
Thanks/Mats
I will compare my simulations with pinnacle data that i have. Maybe Tim or someone else know.
Thanks/Mats
- Fri Apr 18, 2008 8:43 am
- Forum: Testing and Simulation
- Topic: Backadjusted point or ratio (%)
- Replies: 9
- Views: 8344
Backadjusted point or ratio (%)
Is the futures data delivered with Trading Blox backadjusted in points or ratio (%).
Thanks
Thanks
- Fri Apr 18, 2008 2:52 am
- Forum: Futures Markets
- Topic: Nice trend in Rice
- Replies: 14
- Views: 12228
Nice trend in Rice
I consider to trade rough Rice on CBOT. It looks that the trend is long and profitable.
Anyone here who have experiece in rice trading and what to look up for?
Thanks!
Anyone here who have experiece in rice trading and what to look up for?
Thanks!
- Thu Apr 17, 2008 2:28 am
- Forum: Futures Markets
- Topic: Death Rays From Space
- Replies: 6
- Views: 5931
It seems that?
It seems that we may defer the mechanical approach when the electronic market is high up/low from yesterday. In my discretionary trading i never let a buy (stop) trigger in the first 20 minuts from open. I let the opening range settle so i get rid of those bad fills/stops. How can i program that in ...
- Wed Apr 16, 2008 12:40 pm
- Forum: Futures Markets
- Topic: Death Rays From Space
- Replies: 6
- Views: 5931
What happens in Cotton
I'd looked at the weekly chart on CT and it had a lot of spikes in the opening this week and last week.
My stop get hit at 1.35 ATR intraday from a bad fill.
What happens in this market?
Anyone?
My stop get hit at 1.35 ATR intraday from a bad fill.
What happens in this market?
Anyone?
- Fri Apr 04, 2008 2:35 am
- Forum: Testing and Simulation
- Topic: Paper trading and roll of contracts, how to?
- Replies: 6
- Views: 4843
Valuable advice
Roger
Thanks for you for your valuable advice. I had Thomas book and a lot other on my desk, this is really good book. I will use the email ref and see if i can find some local interest here.
Thank you/Mats
Thanks for you for your valuable advice. I had Thomas book and a lot other on my desk, this is really good book. I will use the email ref and see if i can find some local interest here.
Thank you/Mats
- Thu Apr 03, 2008 12:33 pm
- Forum: Testing and Simulation
- Topic: Paper trading and roll of contracts, how to?
- Replies: 6
- Views: 4843
Paper trading..
Thank Roger for your comments. It seems that it is time to invest in a good datafeed (instead of Reuters Datalink) . I have worked with stocks a long time, futures is a new world for me, therefore my questions. Trading is an art, i acknowledge that, and i really appreciate your comments. I had inves...
- Thu Apr 03, 2008 9:32 am
- Forum: Testing and Simulation
- Topic: Paper trading and roll of contracts, how to?
- Replies: 6
- Views: 4843
I agree on your advise..
Sluggo I am a Blox user and had done the first four things that you mention. What i am asking myself is: Is it worth the effort to analyse the roll strategy in depth, is it giving payback on system performance in your view. Should i choose a simpler roll strategy in the first place as for example ro...
- Thu Apr 03, 2008 8:34 am
- Forum: Testing and Simulation
- Topic: Paper trading and roll of contracts, how to?
- Replies: 6
- Views: 4843
Paper trading and roll of contracts, how to?
Thanks for any advice/help I had a system developed in Trading Blox that i am papertrading at this moment. From what i understand the roll of contracts is determined by the CSI data feed? Must i take all the daily data from Trading Blox website, import it every day into trading blox to roll contract...
- Wed Apr 02, 2008 7:55 am
- Forum: Trader Psychology
- Topic: How to lower the blood pressure?
- Replies: 9
- Views: 16012
Dont watch then.
Use a longer term system, put your orders once a day a do something else fun!
Thats the best agains blood pressure.
Good Luck!
Thats the best agains blood pressure.
Good Luck!
- Thu Mar 20, 2008 5:32 am
- Forum: Trader Psychology
- Topic: This is why trendfollowing is hard
- Replies: 19
- Views: 27442
Take some money of the table!
Why not take some money of the table and play with a smaller trading capital.
Bahamas sounds nice!
Bahamas sounds nice!
- Thu Mar 13, 2008 8:33 am
- Forum: Futures Markets
- Topic: Difference FX SPot and FX Future?
- Replies: 1
- Views: 3495
Difference FX SPot and FX Future?
Maybe this is a newbie question but i am not friend with all the futures terminology yet:-)
Is there a difference of buying 1 contract at CME for 62 500 GBP for 2.037 = 127 312.5 USD
or
buy FX Spot 62 500 GPB at 2.037 currency pair GBPUSD = 127 312.5 USD with Interactive Brokers.
Thanks.
Is there a difference of buying 1 contract at CME for 62 500 GBP for 2.037 = 127 312.5 USD
or
buy FX Spot 62 500 GPB at 2.037 currency pair GBPUSD = 127 312.5 USD with Interactive Brokers.
Thanks.