Search found 7 matches

by chimera123
Sun Mar 23, 2014 3:18 pm
Forum: Brokers
Topic: Notification when lock limited
Replies: 0
Views: 10743

Notification when lock limited

Hello, Is there are way to get notified via email be the Exchange or Broker when a market gets lock limted? For example, does IB or CME offer something like that? Thanks Chimera Update: Just got notified by CME that the Exchange does not provide any notifications for locked limited markets, same app...
by chimera123
Fri Feb 28, 2014 8:10 am
Forum: Data Providers and other non testing software
Topic: Tradingblox test data rollover settings
Replies: 1
Views: 1768

Tradingblox test data rollover settings

Hello,

One question regarding TB built in test data:

Are the rollover settings for ALL markets the same?

From the FAQ page:
•Roll on Open Interest and 7 days before expiration

Thanks a lot
Peter
by chimera123
Sun Feb 23, 2014 12:31 pm
Forum: Data Providers and other non testing software
Topic: Pinnacle recommended roll date for --> Natural Gas (NG)
Replies: 2
Views: 2356

Pinnacle recommended roll date for --> Natural Gas (NG)

Hello, Actually I am struggling to understand the recommended roll over date for NG that is shown on Pinnacles Website http://www.pinnacledata.com/clc.html They mentioned there that the roll over for NG should happen by "18th of MPDM" (Month Prior Delivery Month) NG has contracts for every month (FG...
by chimera123
Thu Oct 17, 2013 10:47 am
Forum: Testing and Simulation
Topic: Trading Next Days Open
Replies: 14
Views: 9053

"Broker positions" is the answer to your question, refer to TB Manual for further Information.

bye
by chimera123
Tue Oct 08, 2013 1:43 pm
Forum: Testing and Simulation
Topic: Trading Next Days Open
Replies: 14
Views: 9053

Hello tovetski, Thanks for your comments! Guess you already tested your mentioned Approach. Did you see a significant difference by using the approach you have mentioned? Does it really matter entering the markets delayed by using CSI data only? I haven´t performed a lot of testing on this, but bas...
by chimera123
Mon Sep 30, 2013 4:38 pm
Forum: Testing and Simulation
Topic: Trading Next Days Open
Replies: 14
Views: 9053

Thats funny I asked myself exactly the same question and could not figure out how people handle this when using CSI data. Assuming you are a LTTF, an experienced Trader told me that it simply does not matter at all. We are dealing here with EOD data, some markets are basically trading 24hrs with a s...
by chimera123
Wed Sep 25, 2013 12:36 pm
Forum: Testing and Simulation
Topic: Trend Following: Profitable Reality or an Illusion doomed to
Replies: 28
Views: 18344

From what I observe, trend following totally depend on luck/epoch, we have zero control on when there will be (lots of) big trend, when it is trendless. So in trend following, we can't control our fate, our fate totally depends on that epoch. We are unable to make big money in a trendless year Does...