Search found 26 matches

by d-g
Thu Apr 28, 2005 10:42 am
Forum: Money Management
Topic: historical data
Replies: 1
Views: 3265

Most testing platforms take continuous back adjusted data. The next question is how to roll such data (open interest, volume, date based, multiple triggers) to best replicate what you can trade in reality. It really doesn't matter what produces the "best" numerical results, it matters what procudes ...
by d-g
Fri Jan 14, 2005 12:56 pm
Forum: Data Providers and other non testing software
Topic: Whats happened to Troy (oowdg)??
Replies: 25
Views: 19845

The data that shipped was from OOWDG We do not ship more because we are not a data provider, if people intend to trade or test seriously, they should obtain the proper data. The costs is insignificant compared to the importance of accurate and updated data If anyone inquires we tell them that though...
by d-g
Wed Jan 12, 2005 8:54 pm
Forum: Data Providers and other non testing software
Topic: ;-)
Replies: 2
Views: 3317

Bernd,
They will send you their data (hisotrical at least) for free.
You get he free CD then you can analyze the data, then you decide if you want to order daily from them, so you might as well get their historical.

It exports ASCII, yes.
by d-g
Mon Jan 03, 2005 10:38 am
Forum: Data Providers and other non testing software
Topic: Whats happened to Troy (oowdg)??
Replies: 25
Views: 19845

There is no official provider, though many of our customers use CSI and we would recommend them.
by d-g
Sat Nov 20, 2004 12:36 pm
Forum: Testing and Simulation
Topic: reuters datalink
Replies: 3
Views: 3598

Well, the issue is that is pretty much makes their data next to worthless for actual testing and trading, because nobody rolls on the last possible day of a contract, all the action has moved by then. Part of what you pay for with a data service should be the flexibility to roll contracts as you see...
by d-g
Thu Nov 18, 2004 4:25 pm
Forum: Testing and Simulation
Topic: reuters datalink
Replies: 3
Views: 3598

Has anyone with Reuters discovered other means of specifying contract rolling criteria? I am finding it hard to believe that a large and popular vendor would not make rolling on open interest, or a specified date, or multiple triggers possible. From what my customer is seeing it seems only to roll o...
by d-g
Mon Nov 15, 2004 6:06 pm
Forum: Testing Software
Topic: VeriTrader 2.0 or Trading Recipes or OTHER???
Replies: 4
Views: 6084

Another important consideration for people to look at is the speed of testing, especially if they intend to use intra-day data. This may be a pivotal factor in which package you choose. As neither package is released that isn't possible right now, but probably somethign you want to look for when mor...
by d-g
Fri Nov 12, 2004 7:08 pm
Forum: Custom C++ or Java Platforms
Topic: What language then...i am confused
Replies: 14
Views: 15337

VeriTrader will use a simple scripting language that you could learn from the ground up in little time. More details will be available upon release, I am sure a number of the beta testers will comment, once the official release is made.
by d-g
Mon Oct 18, 2004 8:19 pm
Forum: Testing and Simulation
Topic: Data tools to build continuous futures eod data?
Replies: 9
Views: 7059

You will find that most back adjusting software works this way, in conjunction with specific data vendor products... that is normally part of what people pay for, the flexibility in back adjustment methods, etc.
by d-g
Fri Oct 15, 2004 4:56 pm
Forum: Data Providers and other non testing software
Topic: Whats happened to Troy (oowdg)??
Replies: 25
Views: 19845

I have not heard form Troy in weeks, I would not recommend purchasing from OOWDG until you speak with him, and I have no means to contact him.
by d-g
Wed Oct 13, 2004 1:43 pm
Forum: Testing and Simulation
Topic: Can I buy EOD futures data from someone?
Replies: 3
Views: 4735

There are a number of professional data vendors, such as CSI and Pinnacle. Both sell historical EOD packages, as well as daily updates as a separate service.

Most individuals who are end users of such data are precluded from selling or sharing the information by their user license.
by d-g
Tue Oct 05, 2004 7:03 pm
Forum: Data Providers and other non testing software
Topic: continuously linked futures data sources
Replies: 1
Views: 2888

CSI data is not that expensive, and their UA llos you to customize your contract rolling algorithm. Be prepared for a learning curve, as the many options provided by this application can be quite confusing and hard to configure at first.
by d-g
Mon Sep 20, 2004 4:17 pm
Forum: Data Providers and other non testing software
Topic: CSI DATA
Replies: 2
Views: 3846

I do not think that it would be possible to incorporate daily updates from CSI with historical OOWDG data.

I hope someone with more CSI experience with help with your other two queries as I am not sure.
by d-g
Fri Sep 03, 2004 4:27 pm
Forum: Data Providers and other non testing software
Topic: Whats happened to Troy (oowdg)??
Replies: 25
Views: 19845

I'm guessing that may be the case!
by d-g
Sun May 30, 2004 10:01 am
Forum: Testing and Simulation
Topic: Variability Due to Differing Rolling Algorithms
Replies: 8
Views: 5756

Chris, I am sure c.f. will reply, but I will take a stab at this too. That certain contracts trade only certain months, and that certain sessions have too low a volume to adequately trade, this is simply a fact. It is critical to properly set up your data, and data itself is critical to testing, reg...
by d-g
Thu Apr 29, 2004 2:23 pm
Forum: Forex
Topic: Forex Trader sought
Replies: 2
Views: 4476

Are you looking for sombody to advise/train you for $2000 or are you looking for someone to manage your account for you? I think you might find some educational seminars for that kind of money, but I doubt you will be able to retain someone to trade your funds for that little, unless they really wan...
by d-g
Tue Jan 27, 2004 11:12 pm
Forum: Testing and Simulation
Topic: Turtle 1 and Turtle 2
Replies: 6
Views: 5004

Bruce, The Demo portfolio was chosen beacuse it gave good results with the sample parameters, and because those results could be optimized by modifying the parameters. We used this set for our demo version, with a step by step guide to parameter optimization. For investing you would want to pick a b...
by d-g
Thu Jan 22, 2004 5:22 pm
Forum: Testing and Simulation
Topic: Bollinger Counter trend - Help !
Replies: 3
Views: 4275

Chris,
Within the Bollinger Settings tab, look at your risk per trade. The default setting is .5% and that indeed puts on only tiny positions and makes it hard to have big results. If you put that figure to 2-5% range, you will have some significant moves.

Dan G.
by d-g
Mon Jan 12, 2004 3:59 pm
Forum: Testing and Simulation
Topic: Drawing Conclusions from Tests with Too Little Data
Replies: 14
Views: 6402

Back adjusted futures may look different between vendors in specific pricing because of the triggers used to roll from one contract to the other. The OOWDG data used in the Demo rolls 5 days prior to contract expiration. Your CSI data may roll on volume or open interest or date related triggers, the...