Traders' Roundtable

Hello out there all experience TB users.

I am in the process to set up historical simulation for stock system for SP500. I only traded futures for many years.

It is quite a work to set up a database with all listed and delisted stocks with splits and dividends and the historical compostion of ...

Thanks

Have any out there any knowledge of when Copper started trading electronic?

I understand that Copper is heavily traded in London and on the CME (COMEX) but when started the electronic sessions?

Thanks?

Roger

Thanks for your input, this simulates real world trading more. Had those new options affected your simultation results?

I am located in Europe and i had problems with the download of csi data.

The download is extremly slow and after a while it is interrupted. I
had contact with CSI but they could not spot the problem. It seems to be some kind of Internet problem as i had tried from three different locations and ...

-- to see if there is enough liquidity, especially in NYMEX some of the minis does not trade at all.

I had the same problem as you in the beginning and i traded both minis and full contracts on the same commodity depending on the value of my portfolio. It works quite well but the main rule as ...

....and the last time i did override my system was not to take trades in the US 2,5 and 10 T notes in may. I could not believe that i could earn any profit on them..

I decided to close my system in early june and go to US for vacation. I came back in august, I did find that i should take my system ...

There is a blox named "Update Dynamic Correlations, you can modify that blox and dump the correlation matrix.

Of course you must have the builder edition to do this modification and some programming skills.

/Mats

I was caught as well, Interactive brokers only said that this spike was not an error from their systems?

What could i do?

Thanks/Mats

Please see http://www.tradingblox.com/forum/viewtopic.php?t=318

What about decrease and increase the betsize in trend following system?

IF you have a nontrending market indicator. IF that indicator shows that your market is not trending:

(maybe if your 10 last trades have a lesser than normal ...

Babyturtle.

I can not tell anything about counter party risk, Lehman went bankrupt so anything can happen and will happen!

It is not possible to automate trading with CMC Markets, they do not have any API or tools that i am aware about. To trade with CMC you must buy quotes from anythere else for ...

I am manually placing orders, CMC Markets do not have an API as i know of.

Best Regards/Mats

I use CMC Markets.

I trade CFD's in one system. I trade CFD's on future contracts but i have backtested with real futures data.

It works quite well if you have a system that not trades to much, in that case the commissions will eat you up.

I use CMC markets, for the trading.

Sluggo, this is not as the old bucket ...

It is a problem with small accounts and diversification, i solved by by using CFD's and a subset of the All liquid portfolio in TB. I now trade a six figures account with medium risk and it works quite well.

However it very dependant on your betsize.

Good luck!

I use Pinnacle data as second opinion for testing, works quite good and is cheap!

And easy to setup with Trading Blox, there is a guide in this forum.

Good luck.

What is your opinion of using Neural Networks in the investment process?

Are they usabable or are they "curve fitting" tools?

What do you think?

Thanks for very interesting info.

I noted that ths short parameter was only 3.

Have you included the inversed ETF instruments as Powershares short and ultrashort family into your portfolio design?

As the previous comment shows that then the market gets electronic on a lot of spikes outside the retail trading hours (RTH) appears.

However even if the trading is 24 hour electronic the volume exists in the old RTH = old pit hours.

For my self i prefer to live the the that sometimes my ...

As the former speaker said, welcome to the swamp. I use Interactive Brokers myself and you can set the order to fill/ or not to fill outside RTH.

I rarely use the fill outside RTH option as my experience is that i do not want the fills outside RTH. If the trend is strong i get the fill a day later ...