Search found 154 matches
- Thu Aug 23, 2012 10:15 am
- Forum: Money Management
- Topic: margin to equity ratio
- Replies: 4
- Views: 7907
There is also the problem of what are the margin requirements per instrument. Sure, you can look up the exchange and read off the amount for today, but these have been quite volatile over the past 5 years especially and for that matter the past few decades. AFAIK, historical margin requirments data ...
- Wed Aug 08, 2012 10:23 am
- Forum: Money Management
- Topic: Last day rule
- Replies: 5
- Views: 8774
Re: Thanks Sluggo
If only my coding skills were up to it. A friend of mine has this on his list of things to add once he can. What I'm talking about works for up and down trends. If say a new high is breached in corn - you take it - i would want to get out if the low of the day was breached, even if it was minutes a...
- Tue Jun 19, 2012 6:27 pm
- Forum: Futures Markets
- Topic: Commodities: Longer Hrs to Widen Mkt Designed to Calm Waves
- Replies: 4
- Views: 4554
- Tue May 08, 2012 2:17 pm
- Forum: Futures Markets
- Topic: Expanded Trading Hours for CBOT, KCBT & MGEX Grain and O
- Replies: 2
- Views: 3544
- Thu Apr 19, 2012 10:31 am
- Forum: Data Providers and other non testing software
- Topic: CSI Beta 120
- Replies: 11
- Views: 14273
CSI Beta 120
There are a lot of changes in this Beta version, now available for download for anyone who wants to try it. I am using it in production - have done for 3 months with no issues. http://www.csidata.com/?cat=4 Many of the changes were initiated by some of us on this forum - TB users. A couple of highli...
- Thu Mar 15, 2012 8:46 am
- Forum: Testing and Simulation
- Topic: Most of us are using insufficient data for testing
- Replies: 25
- Views: 16511
- Sun Jan 29, 2012 2:06 am
- Forum: Futures Markets
- Topic: Stitching data together manually
- Replies: 14
- Views: 9794
fc, one way you could possibly think about this which may make it more palatable, is to remember that buying or selling a futures contract is not like buying an asset. You are entering into a contract that gives you a right to buy or sell a fixed item or derivative sometime in the future. The quanti...
- Wed Jul 20, 2011 11:51 am
- Forum: Futures Markets
- Topic: YTD performance of Trend Following Wizards
- Replies: 5
- Views: 5198
- Tue Jun 21, 2011 9:05 pm
- Forum: Futures Markets
- Topic: Crude Palm Oil
- Replies: 3
- Views: 3524
The Chicago offering has no volume - have to trade the Malaysian original. My broker can access it via. the back office but can't give me access to it through the front office. I'm the only customer that has asked for it apparently and that means it isn't worth the trouble for my broker to set it up...
- Tue Mar 22, 2011 10:44 am
- Forum: Testing and Simulation
- Topic: Healthy debate about subjects of testing and system optimati
- Replies: 18
- Views: 11663
- Mon Mar 14, 2011 2:01 pm
- Forum: Data Providers and other non testing software
- Topic: CSI has now added a forward roll schedule report.
- Replies: 5
- Views: 9785
CSI has now added a forward roll schedule report.
In the latest upgrade available here... http://www.csidata.com/custserv/updates/svcpack/UA.2.10.7.117.Upgrade.exe CSI has now provided a .txt report generated off users' portfile.adm showing "Days To Go" until the next roll over for all back-adjusted instruments in all portfolios. I know o...
- Tue Mar 08, 2011 10:47 am
- Forum: Data Providers and other non testing software
- Topic: Linking historical DM spot to current Euro spot now possible
- Replies: 14
- Views: 17282
- Fri Mar 04, 2011 2:47 pm
- Forum: Data Providers and other non testing software
- Topic: Linking historical DM spot to current Euro spot now possible
- Replies: 14
- Views: 17282
Linking historical DM spot to current Euro spot now possible
with the latest version of CSI (version 2.10.7.117). This newest version has a "Symbol Link" radio button on the icon menu which opens this new feature. I've linked the inactive historical DM spot data (CSI # 24) to my euro fx data to give a continuous fx conversion rates going back to 197...
- Wed Feb 16, 2011 12:38 pm
- Forum: Testing and Simulation
- Topic: Blending noncorrelated (or anti-correlated) equity curves
- Replies: 50
- Views: 47773
Sluggo - well done! We on this forum are very fortunate, IMHO, to have a contributor such as yourself who is willing to share this kind of research with us. That was a lot of research and a lot of work posting it in such a succinct and concise form - even I could understand it after a couple of read...
- Thu Feb 10, 2011 9:36 am
- Forum: Data Providers and other non testing software
- Topic: More CSI problems
- Replies: 12
- Views: 7487
By way of final update, I contacted CSI about these discrepancies between my version xxx.110 and xxx.116 yesterday afternoon. This morning they have issued a fix and I can confirm that my results are now identical between the two versions. If you previously had downloaded .116, re-download it again ...
- Wed Feb 09, 2011 8:33 pm
- Forum: Data Providers and other non testing software
- Topic: More CSI problems
- Replies: 12
- Views: 7487
- Wed Feb 09, 2011 9:50 am
- Forum: Money Management
- Topic: Estimating Future Risk…
- Replies: 29
- Views: 24342
- Tue Feb 08, 2011 9:27 am
- Forum: Money Management
- Topic: Estimating Future Risk…
- Replies: 29
- Views: 24342
Leapfrog, In your case, I agree you want to maximize margin usage, which is why given two programs that make the same return (and all other things being equal), you still choose the one with lower margin. Why tie up $30,000 to make a $30,000 return, if you only need to tie up $15,000 to make the sa...
- Mon Feb 07, 2011 1:16 pm
- Forum: Data Providers and other non testing software
- Topic: csi advanced backadjuster
- Replies: 12
- Views: 8629
- Mon Feb 07, 2011 11:19 am
- Forum: Data Providers and other non testing software
- Topic: csi advanced backadjuster
- Replies: 12
- Views: 8629