Traders' Roundtable

danZman wrote:Metatrader does it. It's free for Forex. I'm not sure if it does futures or equities.

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can it replay intraday bars ? are you using it ?

Are there any software that replays intraday market activity like a VCR / track real-time P/L and it also accepts historical intraday futures day in tradestation format ?


Steenbarger talked about this kind of software used at his firm, but just wondering if it is commercially available, especially ...

I am in the process of creating a portfolio that includes a long only equties strategy(80%) + short only futures strategy (20%).


To calculate the margin to equity ratio for the portfolio, should the excess CASH held by the long only strategy be included in the calculation ? or only the cash set ...

Most poeple think traders are more careful when trading big sizes, but the fact is the opposite. Big positions often clouds your judgement and ability to fight the retracements.

Bruce Kovrner and Mark Ritchie both enphasized this in their interview with Schwager.

The sad thing about the beginners ...

From my personal experience, you start becoming successful when you learn to systematically withdraw money from your account.

Otherwise, you'll trade bigger and bigger and set yourself up for a huge drawdown. Eventually, your equity curve will suffer and you have to start it all over, which is ...

If you can figure out how to run the simulations accurately, surely playing a .WAV file (or whatever) is no big deal?

May I ask where you get your pricing data from? Is it just for the HK market? My limited observation was that per-tick pricing data (in my case for North American equities) is ...

I'm in the process of building a trading simulator that accepts DATE, TIME, OPEN, HIGH, LOW, CLOSE txt file in order to simulate intraday trading environment.

I want the simulator to trigger a sound file whenever the market trades through certain moving averages and correlation indicators.

Has ...

what's the recurring psychology of "NOT" trading the leading trend ? ( 1-min, 3-min, intraday X-min)


what do so many traders fail because they didn't trade the leading trend, and even the pros fall into this trap over and over again and still want to do it ?

Did Dr. Steenbarger ever talk about ...

I'v read joe ross' book,Trading Spreads and Seasonal,it explains the theory,introduces seasonality for pair trading,I learnt much from his book,but still says nothing about the issue of my post here.

Could you tell me how to get his email?maybe it's a good idea to send him an email for this ...

I've never done it in commodities. This kind of inter market pairs trades are not commonly traded .....I belive Joe Ross was in it for a while

1) you need to identify a group of stocks in the same sector

2) you select two stocks that you think are highlycorrelated and you back-test them.

2-3 standard deviation out for entry and very discretionary for exit rules....

Normally you need to run many many pairs just to survive and from time ...

Did anyone try "Trading Mind" software from Norman Hallett ?

is it kind of like Ninja Trader with intraday real-time trading simulations ?

please share experience....

No. I have not try to implement sound files. I guess if you need notification you may want to look into the email/sms notification feature for TS2000i, particularly the mobile air time in HK is so cheap.

Mike,

Today I had my signals succsesfully generated from the real-time eSignal datafeed ...

You said eSignal has not work with HKFE data fro TS2000i. Try ask Traderssoft how to use Ondemand server to work with both of them because their software say they work.
It was a few years beck when I used the trial version of Metaserver. I think I used it with Bridge data and IB but I could not ...

The instantaneous stopping of quote may be due to the nature of the internet - data get congested and do not arrive in sequence in real time or a bottleneck developed at the gateways.
I am using TS 5.00.0771
I have bought several Traderssoft (Metaserver developer) products. My impression with them ...

Normally, I see the quotes moving from left to right on the TQM.(data manager for tq.net)

From time to time, the quotes competely stopped and nothing goes into my GlobalSever for no reason. I don't know why.

I'm not sure why you're able to uncheck the "reset" button. My TradeStatation 2000i verion ...

PTCM
No. I have not tried esignal. Please keep us informed of your findings.


I will post the solution here once I have it.

Regarding the tq.net datafeed, I am testing it out this week. I notice that sometimes the TQM would stop feeding data into GlobalServer and retstart itself after X amount ...

1. Melbourne Time
2. I do not have this problem. Please double check your order of the session day and time to ensure that they are in sequence.
3. the 480 min is for "UNDEF" exchange which I have use it for the HKFE. That is it is Hong Kong Time. As for the Sydney +10 it is VERY confusion. In ...

Hello Mike,


Thank you so much for your response.


I finally got the telequote data into 2000i. But I do have some questions for you.

1) on the captured screen's system clock, it shows 4:01 pm. Is that 4:01 pm local Australia time or GMT ?

2) Also, I notice that your session time has been set in ...

Let me try again....