Search found 6 matches

by wcb
Tue Jul 08, 2003 7:33 pm
Forum: Testing and Simulation
Topic: Benchmark Test Data
Replies: 15
Views: 15472

I would like to see CSI data adopted for the standard data set. I think the 20 commodities listed on Mark Johnson's site would be a good place to start. Another good market group would be the 25 markets that make up the MLM and CMI. ( http://www.mtlucas.com/MLM_const.htm ) The next step would be to ...
by wcb
Thu Apr 24, 2003 6:20 pm
Forum: Forex
Topic: VeriTrade Turtle Edition with Forex?
Replies: 7
Views: 9834

Forex_Kid, I have been working my way into the spot forex market for the last few months. The position sizing and transaction costs are very attractive, but the nature of data available makes it more difficult to deal with than my futures strategies. A few questions: What data source do you use? How...
by wcb
Sat Apr 19, 2003 12:19 pm
Forum: Forex
Topic: Electronic Spot Forex Markets
Replies: 14
Views: 17550

Moodaeng, I appreciate the referral to O&A. It appears their flexibility with minimum trade size will allow excellent position sizing. What do you use for a data source when dealing with FXTrade? Do they provide any type of historical OHLC data? I would like to automate my analytics and trade en...
by wcb
Sat Apr 19, 2003 12:12 pm
Forum: Forex
Topic: Forex and Trendfollowing
Replies: 9
Views: 15119

Forex and Trendfollowing

During my research into Forex trading I became very interested in the performance and comments of Peter Panholzer at DynexCorp. http://www.dynexcorp.com/tetra10table.shtml I am particularly interested in the quote: "Today's major currency markets (EUR, JPY, CHF, STG) are mature and too random f...
by wcb
Sat Apr 19, 2003 11:02 am
Forum: Testing and Simulation
Topic: Monte Carlo Simulation
Replies: 22
Views: 26490

Mark - What software do you use for your Monte Carlo Simulations? Does this program also compute CAGR, MaxDD, and MAR?

I currently use Trading Recipes and am interested in using MCS for further analysis. Does TR have the appropriate trade output for use in the MCS package you use?

Thanks,

WCB
by wcb
Wed Apr 16, 2003 11:18 pm
Forum: Forex
Topic: Electronic Spot Forex Markets
Replies: 14
Views: 17550

Electronic Spot Forex Markets

I have limited risk capital and I find the mini forex contracts offered by gain capital, fxadvantage, etc. to be very appealing. I have been researching and trading in the electronic spot forex market for the last six months and pending further analysis of cross rates I will be launching my systems ...