Search found 6 matches

by jgh2020
Tue Jul 12, 2011 9:25 pm
Forum: Testing and Simulation
Topic: Curve Fitting
Replies: 6
Views: 2760

Curve Fitting

Consider the following: When backtesting my long term trend system, I have run individual market tests for all liquid US futures using multiple time frames. Several futures have very low or negative expectancies. These futures have been eliminated from this particular system. I'm curious to see if t...
by jgh2020
Fri May 13, 2011 4:16 pm
Forum: Testing and Simulation
Topic: Mac and CSI Data
Replies: 1
Views: 1433

Mac and CSI Data

I am currently in the process of converting both laptop and desktop over to Mac. CSI Data tells me that UA may run on Windows 7 supported by Mac with a dual processor. Any tips or software that will allow my conversion to use CSI Data/Ua along with Blox? Thanks. (or should I hang on to my older PC l...
by jgh2020
Mon Feb 14, 2011 2:00 pm
Forum: Brokers
Topic: Price discrepancy
Replies: 2
Views: 2971

Yes, I am sure about the May vs March contract. In fact, CSI data's closing price for May 2011 corn agrees with the CBOT quote. Hence, my concern about Interactive Brokers price discrepancy.
by jgh2020
Sun Feb 13, 2011 3:41 pm
Forum: Brokers
Topic: Price discrepancy
Replies: 2
Views: 2971

Price discrepancy

I just opened an account with Interactive Brokers. The 2/11/11 closing price for May 2011 Corn on the CBOT was 717 2/8. IB has it quoted at 7.0875 close. Am I missing something?
by jgh2020
Sun Jan 30, 2011 9:06 pm
Forum: Brokers
Topic: Backup trading account
Replies: 2
Views: 2898

Backup trading account

I just opened a new account with Interactive Brokers. IB suggests to maintain "alternative trading arrangements in the event IB trading system is unavailable". How many traders out there have a "backup" trading account at a different broker in case something like this happens?
by jgh2020
Sun Dec 12, 2010 10:42 am
Forum: Testing and Simulation
Topic: Longest Drawdown
Replies: 1
Views: 1706

Longest Drawdown

When analyzing long term trend following systems, the shortest length of drawdowns seems to be approximately 16-17 months. Any tips to further shorten this time frame?