Traders' Roundtable

Does anyone know of a good cryptocurrency data provider that would work well with TradingBlox (no manual adjustments to data). I am currently using CSIdata so I am hoping that the data format would be the same. I am using CSIdata for futures and stocks but it seems like CSIdata only has bitcoin forex.

Thanks Jake.

In order to avoid survivorship bias, you shouldn't need a special script. You will need a survivorship bias free database with the issues that no longer trade marked as inactive in the stock dictionary. The current release of Trading Blox exits stocks marked as inactive in historical testing on the ...

Is this function built into TradingBlox or is it something that needs to be coded manually?

I was wondering if anyone here uses delisted data? I am curious on how you go about telling tradingblox when and how to dump the position when the data ends so that equity will not be frozen in that position until the end of the test.

Thanks for the update Sluggo. Is LME data like normal futures data? Can it be back-adjusted or is it traded as spot price? I was having some trouble with this and emailed CSI data and I received the following response and was wondering if someone could help me clear it up:

"You can not Back-Adjust ...

I know it has been a little while since anyone has posted in this thread but I am a new customer to CSI data and was trying to download some LME data. If I wanted to trade London Aluminum futures, could someone give me the CSINumber for the contract I would be looking to trade? I always here about ...

A smart manager would not hold a position that is 50% of daily volume. I use daily volume restrictions when trading. I never hold more that 5% of daily volume and that is high in my opinion.

The only option I could see at this point is to hedge a large chunk of your position and start selling small ...

Position sizing should always be considered whenever placing a trade. How do you define position size?

Here is one simple idea. Place a stop just below the retracement. Then risk a fixed % of capital, based on risk from entry to stop, or risk only profits of positions currently being held in that instrument up to a specific % risk of capital, whichever comes first.

The currency conversion rate fluctuation are what I am worried about. Since this is not taken into account in the Bund price, would one need to short the FX in order to remove the currency exposure to have PL based on contract price alone? Otherwise, your Bund could have a positive return but ...

I was thinking of adding the Euro Bund (10 Year Bond) to my portfolio but noticed that it trades with EUR currency. Since this is not USD denominated, will I be carrying exchange rate risk along with the bund risk? Any further insight/explanation of this topic would be much appreciated. Cheers and ...

AFJ Garner - Just a few questions about your risk management. When you talk about 10% Max Sector Risk and 40% Max Portfolio Risk, what happens when a new position signal is generated and your at your 10% Max Sector Risk or 40% Max Portfolio Risk? Are position shrunk? Is the signal ignored? If ...