Search found 40 matches
- Thu Feb 04, 2016 4:35 am
- Forum: Testing and Simulation
- Topic: Experience of stock dividends and splits in simulation
- Replies: 1
- Views: 3240
Experience of stock dividends and splits in simulation
Hello out there all experience TB users. I am in the process to set up historical simulation for stock system for SP500. I only traded futures for many years. It is quite a work to set up a database with all listed and delisted stocks with splits and dividends and the historical compostion of SP500....
- Tue Oct 16, 2012 5:05 am
- Forum: Futures Markets
- Topic: Copper and electronic trading
- Replies: 2
- Views: 3906
- Mon Oct 15, 2012 7:57 am
- Forum: Futures Markets
- Topic: Copper and electronic trading
- Replies: 2
- Views: 3906
Copper and electronic trading
Have any out there any knowledge of when Copper started trading electronic?
I understand that Copper is heavily traded in London and on the CME (COMEX) but when started the electronic sessions?
Thanks?
I understand that Copper is heavily traded in London and on the CME (COMEX) but when started the electronic sessions?
Thanks?
- Mon Apr 23, 2012 7:36 am
- Forum: Data Providers and other non testing software
- Topic: CSI Beta 120
- Replies: 11
- Views: 12374
Have this affected your simulations..
Roger
Thanks for your input, this simulates real world trading more. Had those new options affected your simultation results?
Thanks for your input, this simulates real world trading more. Had those new options affected your simultation results?
- Tue Mar 15, 2011 3:40 pm
- Forum: Data Providers and other non testing software
- Topic: Anoyone has download problems today..
- Replies: 4
- Views: 4173
Anoyone has download problems today..
I am located in Europe and i had problems with the download of csi data. The download is extremly slow and after a while it is interrupted. I had contact with CSI but they could not spot the problem. It seems to be some kind of Internet problem as i had tried from three different locations and three...
- Thu Jan 20, 2011 5:31 am
- Forum: Testing and Simulation
- Topic: How do YOU handle full size and mini contracts?
- Replies: 6
- Views: 5392
You must look at each mini contract..
-- to see if there is enough liquidity, especially in NYMEX some of the minis does not trade at all. I had the same problem as you in the beginning and i traded both minis and full contracts on the same commodity depending on the value of my portfolio. It works quite well but the main rule as stated...
- Thu Nov 11, 2010 11:15 am
- Forum: Trader Psychology
- Topic: I decided to override the system today
- Replies: 13
- Views: 16481
Cotton now at 146...
....and the last time i did override my system was not to take trades in the US 2,5 and 10 T notes in may. I could not believe that i could earn any profit on them.. I decided to close my system in early june and go to US for vacation. I came back in august, I did find that i should take my system t...
- Tue Aug 03, 2010 8:23 am
- Forum: Testing and Simulation
- Topic: Correlation Matrix:
- Replies: 11
- Views: 8803
Use Blox Builder
There is a blox named "Update Dynamic Correlations, you can modify that blox and dump the correlation matrix.
Of course you must have the builder edition to do this modification and some programming skills.
/Mats
Of course you must have the builder edition to do this modification and some programming skills.
/Mats
- Mon Mar 01, 2010 3:06 pm
- Forum: Futures Markets
- Topic: Wick in June Ten Year Note
- Replies: 7
- Views: 6220
Is it an idea to complain
I was caught as well, Interactive brokers only said that this spike was not an error from their systems?
What could i do?
Thanks/Mats
What could i do?
Thanks/Mats
- Wed Jun 24, 2009 8:35 am
- Forum: Money Management
- Topic: Varying positionsize based on recent results or indicators
- Replies: 2
- Views: 4139
Varying positionsize based on recent results or indicators
Please see http://www.tradingblox.com/forum/viewtopic.php?t=318 What about decrease and increase the betsize in trend following system? IF you have a nontrending market indicator. IF that indicator shows that your market is not trending: (maybe if your 10 last trades have a lesser than normal succes...
- Thu May 21, 2009 3:28 am
- Forum: Testing and Simulation
- Topic: cfd's
- Replies: 15
- Views: 13003
Conterpart risk and automation
Babyturtle. I can not tell anything about counter party risk, Lehman went bankrupt so anything can happen and will happen! It is not possible to automate trading with CMC Markets, they do not have any API or tools that i am aware about. To trade with CMC you must buy quotes from anythere else for te...
- Mon Mar 02, 2009 6:24 am
- Forum: Money Management
- Topic: Quant/Quant-Discretionary Trading Dilemma
- Replies: 14
- Views: 12272
Fully automated
I am manually placing orders, CMC Markets do not have an API as i know of.
Best Regards/Mats
Best Regards/Mats
- Wed Feb 18, 2009 7:54 am
- Forum: Money Management
- Topic: Quant/Quant-Discretionary Trading Dilemma
- Replies: 14
- Views: 12272
Trading platform
I use CMC Markets.
- Mon Dec 29, 2008 4:37 am
- Forum: Testing and Simulation
- Topic: cfd's
- Replies: 15
- Views: 13003
Trade CFD's
I trade CFD's in one system. I trade CFD's on future contracts but i have backtested with real futures data. It works quite well if you have a system that not trades to much, in that case the commissions will eat you up. I use CMC markets, for the trading. Sluggo, this is not as the old bucket shops...
- Mon Dec 15, 2008 4:09 am
- Forum: Money Management
- Topic: Quant/Quant-Discretionary Trading Dilemma
- Replies: 14
- Views: 12272
How to trade the strategy??
It is a problem with small accounts and diversification, i solved by by using CFD's and a subset of the All liquid portfolio in TB. I now trade a six figures account with medium risk and it works quite well.
However it very dependant on your betsize.
Good luck!
However it very dependant on your betsize.
Good luck!
- Thu Nov 27, 2008 10:58 am
- Forum: Testing and Simulation
- Topic: Creating a redundant 2nd party portfolio of quotes?
- Replies: 1
- Views: 2082
I use Pinnacle data for testing
I use Pinnacle data as second opinion for testing, works quite good and is cheap!
And easy to setup with Trading Blox, there is a guide in this forum.
Good luck.
And easy to setup with Trading Blox, there is a guide in this forum.
Good luck.
- Thu Nov 13, 2008 8:16 am
- Forum: Futures Markets
- Topic: too much bad news no 87 scenario yet
- Replies: 26
- Views: 22468
Maybe a new topic?
What is your opinion of using Neural Networks in the investment process?
Are they usabable or are they "curve fitting" tools?
What do you think?
Are they usabable or are they "curve fitting" tools?
What do you think?
- Wed Oct 29, 2008 3:57 pm
- Forum: Testing and Simulation
- Topic: Momentum System for ETFs /ETCs
- Replies: 18
- Views: 13619
Portfolio design
Thanks for very interesting info.
I noted that ths short parameter was only 3.
Have you included the inversed ETF instruments as Powershares short and ultrashort family into your portfolio design?
I noted that ths short parameter was only 3.
Have you included the inversed ETF instruments as Powershares short and ultrashort family into your portfolio design?
- Thu Oct 23, 2008 4:24 am
- Forum: Futures Markets
- Topic: Trading markets that are electronic & pit
- Replies: 13
- Views: 10859
The bad thing is...
As the previous comment shows that then the market gets electronic on a lot of spikes outside the retail trading hours (RTH) appears. However even if the trading is 24 hour electronic the volume exists in the old RTH = old pit hours. For my self i prefer to live the the that sometimes my simulations...
- Wed Oct 22, 2008 4:12 am
- Forum: Futures Markets
- Topic: Trading markets that are electronic & pit
- Replies: 13
- Views: 10859
Another comment from the swamp..
As the former speaker said, welcome to the swamp. I use Interactive Brokers myself and you can set the order to fill/ or not to fill outside RTH. I rarely use the fill outside RTH option as my experience is that i do not want the fills outside RTH. If the trend is strong i get the fill a day later o...