Search found 139 matches

by Roger Rines
Sat May 14, 2016 11:00 am
Forum: Money Management
Topic: How to determine the position sizing?
Replies: 2
Views: 6715

Re: How to determine the position sizing?

Order sizing is one of the critical aspects of trading. It is critical because it is the process that decides your account's risk exposure. Position size and position count determine your account's gain and loss rate and amount. How to calculate risk sizing is a process of discovery you'll make over...
by Roger Rines
Mon May 02, 2016 12:59 pm
Forum: Data Providers and other non testing software
Topic: CSI's FUBAR Symbol Update - A public service announcement
Replies: 5
Views: 2029

Re: CSI's FUBAR Symbol Update - A public service announcement

When noticed the symbol was missing from a stock set list, CSI support was asked what happened to stock symbol: MHFI , they responded with this list of items from the UA Log file: See ua\logs Correcting Stock Deliverable 128998 Correcting Stock Deliverable 128999 Correcting Stock Deliverable 129000 ...
by Roger Rines
Tue Apr 26, 2016 9:57 pm
Forum: Data Providers and other non testing software
Topic: CSI's FUBAR Symbol Update - A public service announcement
Replies: 5
Views: 2029

Re: CSI's FUBAR Symbol Update - A public service announcement

I know a lot of people were caught off guard by these changes.

CSI reported there will be a new feature in Unfair Advantage that will open the browser to the CSI News page when symbol changes happen. It isn't ready yet, but the developer said it will be in the next release.
by Roger Rines
Mon Apr 25, 2016 2:02 pm
Forum: Data Providers and other non testing software
Topic: CSI's FUBAR Symbol Update - A public service announcement
Replies: 5
Views: 2029

Re: CSI's FUBAR Symbol Update - A public service announcement

Unfair Advantage changed a lot of symbols.

Their news page reports which symbols were changed showing before and after symbol identifiers.
CSI FUTURES SYMBOL CHANGES
by Roger Rines
Sun Dec 20, 2015 11:15 pm
Forum: Trend Indicators and Signals
Topic: Signal Noise Ratio
Replies: 3
Views: 5743

Re: Signal Noise Ratio

A few years back, the following Blox was added to Blox Marketplace section: Kaufman's Adaptive Moving Average It contains the Perry Kaufman's KAMA Indicator. At the heart of his indicator is a noise calculation he uses to make his KAMA indicator adjust the period length of his average calculation. H...
by Roger Rines
Fri Jun 13, 2014 10:56 pm
Forum: Testing and Simulation
Topic: Roll Info on order generation
Replies: 1
Views: 2799

Trading Blox will inform of contract rolls. It uses the Delivery-Month feature in CSI's Unfair Advantage to track when the contract is going to roll. Unfair Advantage also has a feature that will allow you to generate a roll report for the period ahead. Feature allows roll timing for one or more Fut...
by Roger Rines
Fri Jun 13, 2014 6:42 pm
Forum: Testing and Simulation
Topic: CSI Stocks: Active/Inactive
Replies: 9
Views: 5620

Where the "Delisted" problem becomes more than a small issue is when the symbol disappears from a historical performance after a Stock Dictionary update, or on the next day after it has been Delisted and the dictionary is updated. Symbols not in the Stock Dictionary are hidden from Trading Blox even...
by Roger Rines
Fri Jun 13, 2014 2:15 pm
Forum: Testing and Simulation
Topic: CSI Stocks: Active/Inactive
Replies: 9
Views: 5620

Here are some additional detail sent by Josh Reed, CSI's UA developer. Symbol's Active and Delisted coding isn't visible in the UA Catalog, but it is present in the SDBFacts.adm file. Below are two record examples showing a delisted and active symbol. Notice that the Active/Delisted designation is i...
by Roger Rines
Fri Jun 13, 2014 12:48 pm
Forum: Testing and Simulation
Topic: CSI Stocks: Active/Inactive
Replies: 9
Views: 5620

I didn't check the API documentation to check which DLL call would retrieve the "I" active property, but this setting in the UA Catalog might be a way of figuring out in bulk terms if a symbol is delisted and how many there are in the Catalog. At a minimum, the Last Data date is alternate way to fin...
by Roger Rines
Fri Jun 13, 2014 11:09 am
Forum: Testing and Simulation
Topic: CSI Stocks: Active/Inactive
Replies: 9
Views: 5620

Recent versions of Unfair Advantage provide an option to append an apostrophe/single quote (ASCII Dec#: 39) [ ' ] to Delisted instruments. I've not tested this option to see if it would work with Mutual Funds, but I do know Mutual Funds are viewed as Stock-Type instruments that can be adjusted for d...
by Roger Rines
Thu Jan 02, 2014 4:54 pm
Forum: Data Providers and other non testing software
Topic: Dividend adjusted stock data
Replies: 3
Views: 2772

This might change. A discussion internal to CSI about getting access to dividends on Euronext has been started. I'll post into this thread any news CSI reports.
by Roger Rines
Tue Dec 31, 2013 4:07 pm
Forum: Data Providers and other non testing software
Topic: Dividend adjusted stock data
Replies: 3
Views: 2772

If your CSI subscription enables Euronext symbols, I would expect it to also provide dividends for those symbols as well. Consider the image below to see if your version of UA shows Euronext symbols are enabled. If they are enabled consider asking CSI Support why you aren't getting the dividends for...
by Roger Rines
Thu Dec 19, 2013 10:55 am
Forum: Data Providers and other non testing software
Topic: CSI has now added a forward roll schedule report.
Replies: 5
Views: 4557

Your example shows that the contracts you are scheduled to roll into do not yet exist and are not yet trading. When you find this kind of roll forward detail consider looking at the first available trade dates in the individual Futures contract listing. This view will give you a sense of when the ne...
by Roger Rines
Mon Dec 16, 2013 10:37 pm
Forum: Data Providers and other non testing software
Topic: Unfair Advantage Build x.125 Released
Replies: 0
Views: 10693

Unfair Advantage Build x.125 Released

There have been many improvements made to Unfair Advantage in the new current version. Two are especially helpful for Futures trading: Continuous Contract Roll Schedule Report has been enhanced, and is now exportable to Excel. Continuous Contracts can now use generic ASCII file names instead of meth...
by Roger Rines
Tue Oct 22, 2013 4:15 pm
Forum: Trend Indicators and Signals
Topic: How to determine Rate of Change from MACD?
Replies: 14
Views: 9579

MACD was designed as a directional indicator and it is implemented as an oscillation to improve its readability and reduce the lag that smoothed indicators suffer. When trying to understand the state of an indicator sometimes it is often helpful to look at that indicator across a distributions of ho...
by Roger Rines
Mon Oct 14, 2013 10:39 am
Forum: Testing and Simulation
Topic: Move Stop to Breakeven
Replies: 5
Views: 3835

If instrument.position = LONG AND instrument.high >= targetPrice THEN ' Leave Broker object Function calls as a stand-alone statement broker.ExitUnitAtLimit (1, targetPrice) ENDIF Code above is a complete quantity termination of the position. Once you use the IF statement to discover your crossing ...
by Roger Rines
Fri Oct 11, 2013 8:01 pm
Forum: Testing and Simulation
Topic: Move Stop to Breakeven
Replies: 5
Views: 3835

A Target price is a price created through a process of taking the fill-price, and making an estimate of how many points will be possible to capture a reliable gain. With a point projection estimate and a base price put the two values together to obtain the target price level at which you plan on rem...
by Roger Rines
Fri Oct 11, 2013 10:15 am
Forum: Testing and Simulation
Topic: Move Stop to Breakeven
Replies: 5
Views: 3835

Your need to reach a predefined gain, exit 1-contract, and adjust the protective price is easily accomplished with a Target Price exit that also includes the script to setup the protective price to the position's fill-price. It would also require this code to be placed in a module that is named so t...
by Roger Rines
Thu Sep 26, 2013 6:03 pm
Forum: Testing and Simulation
Topic: Trend Following: Profitable Reality or an Illusion doomed to
Replies: 28
Views: 18201

Hi Roger, your simolation looks really good. Would you like to say something about used portfolio ? Portfolio is a mixture of a 101 World Futures comprised of these groups: 1: Currency Instrument Count:17, 2: Index Instrument Count:24, 3: Energy Instrument Count:10, 4: Soft Instrument Count:8, 5: F...
by Roger Rines
Wed Sep 25, 2013 6:51 pm
Forum: Testing and Simulation
Topic: Trend Following: Profitable Reality or an Illusion doomed to
Replies: 28
Views: 18201

I haven't subscribed to the idea that Trend Following isn't a viable method any longer because I often see performance results that indicate other wise. This Linear Chart w/ Draw-down% indicates the opportunity isn't behind us, at least not yet. However, the flat period we've been going through for ...