Search found 8 matches

by Coffee
Fri Sep 22, 2006 10:53 am
Forum: Futures Markets
Topic: Coffee table discussion -what contracts is everyone holding?
Replies: 44
Views: 31573

I sold December electronic Yen a week ago only to see it rocket to within a few points of my stop... Otherwise I'm flat. Overall the markets are too choppy for my system.

Sorry about the Copper trade. :(

Coffee
by Coffee
Sat Dec 31, 2005 8:41 pm
Forum: Testing and Simulation
Topic: Triple Moving Average vs. All The Others
Replies: 40
Views: 31978

Jimbo,

I hear ya brother...

As soon as my parameter test is done, I'm heading out to a party. Shoot the wife is nagging to go now...

I hope you all have a good new Years,

Chuck
by Coffee
Thu Nov 24, 2005 12:52 am
Forum: Futures Markets
Topic: How do I deal with quote differences
Replies: 8
Views: 6031

Thanks guys, Barli, I'll need to look into the futuresource/refco data more. However, there seems to be a good data sync between CSI/MAN, so that may be the route I'll take. If Sluggo is correct about Refcos test platform data, that may explain why I was closed out of my copper contract today on the...
by Coffee
Tue Nov 22, 2005 6:40 pm
Forum: Futures Markets
Topic: How do I deal with quote differences
Replies: 8
Views: 6031

Thanks Sluggo. Its funny how they quote the OHLC for the Floor plus Electronic Combined contract (HG2), but they don't directly mention that in the contract description. If I try to do a quick quote of HG2 it doesn't retrieve any data... is that (HG2) a CSI convention? I compared several different c...
by Coffee
Tue Nov 22, 2005 11:58 am
Forum: Futures Markets
Topic: How do I deal with quote differences
Replies: 8
Views: 6031

How do I deal with quote differences

Hello all, I am paper trading a system and I use CSI for EOD with TBB and Refco Express (currently) for my online order entry platform (in simulation mode). In the graphic below, there is on the left, the EOD quote from CSI which I am currently in a trade in the March 06 Copper contract. On the righ...
by Coffee
Fri Nov 19, 2004 2:18 pm
Forum: Testing and Simulation
Topic: Day Only verses 24 hour contracts
Replies: 0
Views: 2716

Day Only verses 24 hour contracts

Hello, Many futures markets have both day only contracts and 24 hour contracts. In backtesting and live trading, is it better to select one over the other? I checked several markets and found that the main difference is that the volume of day only contracts was less then their 24 hour traded counter...
by Coffee
Mon Jun 30, 2003 5:25 pm
Forum: Testing and Simulation
Topic: Limits on the number of contracts
Replies: 3
Views: 3524

Thanks! I will test this tonight after I put the kids to bed!

Chuck
by Coffee
Mon Jun 30, 2003 1:11 pm
Forum: Testing and Simulation
Topic: Limits on the number of contracts
Replies: 3
Views: 3524

Limits on the number of contracts

Hello, As a good rule of thumb, what would be the maximum number of contracts to put on in a single commodity (or currency) so as to not affect the liquidity of the trade. I understand that number might change from grouping to grouping. The reason I ask this is because the system I'm developing will...