Search found 17 matches

by batuco9
Sat May 20, 2006 4:40 am
Forum: Testing and Simulation
Topic: Any new software available with "replay capability"
Replies: 3
Views: 2841

Or better yet Ensign for graphing and replay, with its own playback trading, or better yet, any of BracketTrader, FuturesTrader or Ninja Trader front-ends for a better representation of slippage, etc. on your playback trades. Plus, of course, you're seeing the graphs on Ensign. Wish Trading Blox alr...
by batuco9
Wed Oct 27, 2004 10:09 pm
Forum: Data Providers and other non testing software
Topic: Whats happened to Troy (oowdg)??
Replies: 25
Views: 19066

Well, in the same boat - had ordered historical data too. Fortunately for me, not needing it just yet .....

Do wonder, however, as to what happened to Troy. By this time, must regretably assume nothing good.
batuco9
by batuco9
Sun Jul 11, 2004 4:06 pm
Forum: Forex
Topic: Anyone Trading Oanda?
Replies: 25
Views: 32607

Oanda Slippage

Just a note: per their forums, it seems that Oanda revamped its trading engine and slippage has been reduced as of recent.
by batuco9
Fri Jul 09, 2004 5:50 pm
Forum: Forex
Topic: Anyone Trading Oanda?
Replies: 25
Views: 32607

Not adding anything, but recall that there are also the interest differentials, or carrying cost, to look at. Going forward they can substantially outweight the pip spreads
by batuco9
Wed Jun 30, 2004 11:21 pm
Forum: Testing and Simulation
Topic: Journey to turn the worst system into the best one!
Replies: 12
Views: 8868

Looking at the threads I see this one is quiet Shishhhhhh - sorry if I finished killing it. I just would like to point out the obvious - though it probably will not make too much sense to try to invert terribly bad systems, time may be well spent toying with their inverted components ......., which ...
by batuco9
Sat Jun 05, 2004 6:06 pm
Forum: Testing and Simulation
Topic: More Rolling Algorthym Problems - HELP !!!
Replies: 2
Views: 3547

Good points. Chris67: you might also try contacting Troy for his viewpoints on the software he provides. Since going forward, I understand that Veritrader will be able to handle its own contract rollovers, I wonder how that will be .... (bottom of Dan's reply in http://www.tradingblox.com/forum/view...
by batuco9
Sun May 30, 2004 9:04 pm
Forum: Testing Software
Topic: Imagining the Dream Testing Software?
Replies: 18
Views: 16486

William, are you thinking of something such as fourier analysis but using different indicators???? Are you thinking of using such structures for pattern identification?
by batuco9
Thu May 27, 2004 1:01 pm
Forum: Testing and Simulation
Topic: How to backfeed a data gap ?
Replies: 3
Views: 3167

Veritrader 2 and past order generation.

Which reminds me of another issue, though more applicable, perhaps, to daily data. If for the same reason, or other, one misses a couple of days, would it be possible for Veritrader to eventually be able to step through past days generating the corresponding orders? I know one can get them via the l...
by batuco9
Sat May 15, 2004 6:15 pm
Forum: Forex
Topic: Accounting for Forex Carry
Replies: 8
Views: 11039

Accounting for FX carry

Bollinger,
Why would you backadjust? Don't you consider carry just another cost like slippage or commisions?
by batuco9
Sat May 15, 2004 6:08 pm
Forum: Testing and Simulation
Topic: Monte Carlo analysis of trading systems
Replies: 17
Views: 16784

c.f. wrote:

What effect are the large images having on others?

- Forum Mgmnt
Presume the lack of replies implies that most are not affected. I'm not.
If any others are indeed affected it would be nice to hear.
by batuco9
Sat May 01, 2004 12:09 pm
Forum: Testing and Simulation
Topic: Journey to turn the worst system into the best one!
Replies: 12
Views: 8868

I can see Roscoe's point. I would say that the mapping between 'good' signals and 'bad' signals is not isomorphic (1 to 1). (although the mapping of 'all' signals to 'all' signals can be considered isomorphic or 1to1 on applying the '-1' factor). If the mapping of 'bad' signals to 'good' signals wer...
by batuco9
Wed Apr 28, 2004 9:32 pm
Forum: Forex
Topic: Anyone Trading Oanda?
Replies: 25
Views: 32607

In line with my comment on the CSI Forex Data thread, I wonder which one would most closely track Reuters or Bloomberg, which are institutional standards.
by batuco9
Tue Apr 27, 2004 9:36 pm
Forum: Forex
Topic: CSI Forex Data
Replies: 11
Views: 9700

I would say one should get data as near to the traded market as possible. If OOWDG's source is Reuters, I would much rather rely on them, given that Reuters and Bloomberg are two standard sources. Since I am currently considering OANDA, my question would be to which data are they closer. If no parti...
by batuco9
Mon Apr 19, 2004 10:19 pm
Forum: Testing and Simulation
Topic: screening programs
Replies: 7
Views: 5285

CSI Unfair Advantage package, which comes along with its data services, includes a 'Market Scanner'. I don't use it but per description it appears fairly interesting. Per setup it can adjust for splits, capital gains, dividends, stocks with less than x data, and can screen by price, highest high or ...
by batuco9
Sun Jan 11, 2004 3:14 pm
Forum: Testing and Simulation
Topic: Optimizing with Veritrader? 19billion!
Replies: 9
Views: 4553

Erwin, Just to add to what has been said on the matter of length of testing: you might take a look at a dow chart and see how different things come up as you go longer term (you might try http://www.dogsofthedow.com/dow1900log.htm) or commodity charts, such as metals (might try http://www.kitco.com/...
by batuco9
Sat Sep 27, 2003 5:28 am
Forum: Brokers
Topic: FOREX Brokers
Replies: 3
Views: 4213

Re: OANDA vs. FXCM

Any idea how they compare in terms of average carry interest rates? I should imagine the amounts can get substantial when holding positions for some time. And any ideas on how to best get Veritrader to include an allowance for carry interest - doesn't seem to be a direct way, for the moment, for it ...
by batuco9
Tue Jun 17, 2003 10:49 pm
Forum: Brokers
Topic: Is this viable for traders with limited starting capital?
Replies: 4
Views: 5936

Don't know them at all, but I would go slowly. Surprised that if their track record is in 'finance' they would employ the word 'speculation' so strongly. New York, London, Paris, Singapore, ..... seems a lot....... too much maybe? Not much in their site to go by. Also, bear in mind that Uruguay is n...