Search found 40 matches

by Mats
Thu Feb 04, 2016 4:35 am
Forum: Testing and Simulation
Topic: Experience of stock dividends and splits in simulation
Replies: 1
Views: 942

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....
by Mats
Tue Oct 16, 2012 5:05 am
Forum: Futures Markets
Topic: Copper and electronic trading
Replies: 2
Views: 2212

Thanks
by Mats
Mon Oct 15, 2012 7:57 am
Forum: Futures Markets
Topic: Copper and electronic trading
Replies: 2
Views: 2212

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?
by Mats
Mon Apr 23, 2012 7:36 am
Forum: Data Providers and other non testing software
Topic: CSI Beta 120
Replies: 11
Views: 6842

Have this affected your simulations..

Roger

Thanks for your input, this simulates real world trading more. Had those new options affected your simultation results?
by Mats
Tue Mar 15, 2011 3:40 pm
Forum: Data Providers and other non testing software
Topic: Anoyone has download problems today..
Replies: 4
Views: 2445

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...
by Mats
Thu Jan 20, 2011 5:31 am
Forum: Testing and Simulation
Topic: How do YOU handle full size and mini contracts?
Replies: 6
Views: 3401

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...
by Mats
Thu Nov 11, 2010 11:15 am
Forum: Trader Psychology
Topic: I decided to override the system today
Replies: 13
Views: 10776

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...
by Mats
Tue Aug 03, 2010 8:23 am
Forum: Testing and Simulation
Topic: Correlation Matrix:
Replies: 11
Views: 5115

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
by Mats
Mon Mar 01, 2010 3:06 pm
Forum: Futures Markets
Topic: Wick in June Ten Year Note
Replies: 7
Views: 3768

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
by Mats
Wed Jun 24, 2009 8:35 am
Forum: Money Management
Topic: Varying positionsize based on recent results or indicators
Replies: 2
Views: 3004

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...
by Mats
Thu May 21, 2009 3:28 am
Forum: Testing and Simulation
Topic: cfd's
Replies: 15
Views: 8453

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...
by Mats
Mon Mar 02, 2009 6:24 am
Forum: Money Management
Topic: Quant/Quant-Discretionary Trading Dilemma
Replies: 14
Views: 8238

Fully automated

I am manually placing orders, CMC Markets do not have an API as i know of.

Best Regards/Mats
by Mats
Wed Feb 18, 2009 7:54 am
Forum: Money Management
Topic: Quant/Quant-Discretionary Trading Dilemma
Replies: 14
Views: 8238

Trading platform

I use CMC Markets.
by Mats
Mon Dec 29, 2008 4:37 am
Forum: Testing and Simulation
Topic: cfd's
Replies: 15
Views: 8453

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...
by Mats
Mon Dec 15, 2008 4:09 am
Forum: Money Management
Topic: Quant/Quant-Discretionary Trading Dilemma
Replies: 14
Views: 8238

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!
by Mats
Thu Nov 27, 2008 10:58 am
Forum: Testing and Simulation
Topic: Creating a redundant 2nd party portfolio of quotes?
Replies: 1
Views: 1309

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.
by Mats
Thu Nov 13, 2008 8:16 am
Forum: Futures Markets
Topic: too much bad news no 87 scenario yet
Replies: 26
Views: 15154

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?
by Mats
Wed Oct 29, 2008 3:57 pm
Forum: Testing and Simulation
Topic: Momentum System for ETFs /ETCs
Replies: 18
Views: 9512

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?
by Mats
Thu Oct 23, 2008 4:24 am
Forum: Futures Markets
Topic: Trading markets that are electronic & pit
Replies: 13
Views: 7117

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...
by Mats
Wed Oct 22, 2008 4:12 am
Forum: Futures Markets
Topic: Trading markets that are electronic & pit
Replies: 13
Views: 7117

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...