Search found 58 matches

by mike168
Sun Dec 28, 2008 11:45 am
Forum: Data Providers and other non testing software
Topic: data vendor other than CSI
Replies: 7
Views: 4470

RedRock, I guess you are right about the lack of floor activity. It's hard to imagine that suddenly nobody trades currencies on the CME floor on a lot of days for the last 2 months. Rhc, the lack of high low data not only affect my indicators but also my system results because I use stop limit order...
by mike168
Sat Dec 27, 2008 9:05 am
Forum: Data Providers and other non testing software
Topic: data vendor other than CSI
Replies: 7
Views: 4470

hi rhc
I have attached the UA data for British Pound (day session). You can see what kind of rubbish UA is providing. Altough it is very painful to switch data vendor, I guess sometimes enough is enough!
by mike168
Fri Dec 26, 2008 10:38 pm
Forum: Data Providers and other non testing software
Topic: data vendor other than CSI
Replies: 7
Views: 4470

data vendor other than CSI

I have been using UA for many years. As you all know, it is very difficult to change data vendor because all your analysis are based on your data history. However, now I am totally upset with UA's inaccurate data that I am seriously thinking about changing vendor. The main reason is CSI is very arro...
by mike168
Mon Nov 06, 2006 7:25 pm
Forum: Brokers
Topic: Interactive Brokers
Replies: 20
Views: 33381

For those interested in this protection issue, this is IB's answer: Customer securities accounts at Interactive Brokers are protected up to $30 million (including up to $1 million for cash). The market value of your stocks, options, warrants, debt, and cash -- denominated in all currencies -- is cov...
by mike168
Sun Nov 05, 2006 9:22 pm
Forum: Brokers
Topic: Interactive Brokers
Replies: 20
Views: 33381

On a slightly different issue. I have a "Universal Account" with IB. I noticed that the account balance is separated into two accounts - "Securities" & "Commodities", although I only trade futures. Does anyone knows whether in this case CFTC regulates both accounts? I'm concerned that nn a case such...
by mike168
Fri Jul 07, 2006 7:38 am
Forum: Testing Software
Topic: Traders Studio vs. Trading Blox
Replies: 5
Views: 5655

MontyXto I have gone through your stage and have bought TBB/TBlox in the end. I am not very familiar with TS but would like to share my opinion: 1. The price difference: If you think you could not afford TBB, then forget it. If you think you could afford it, just bought it first, then adding TS if l...
by mike168
Sun Jun 18, 2006 12:42 pm
Forum: Data Providers and other non testing software
Topic: CSI Data Corrections
Replies: 21
Views: 19065

The following is my personal experience of how CSI is "committed" to provide accurate and clean data: In early this month I found that the CSI commodity number 119 (HSI) has several MONTHS of missing contracts between Mar 1989 to Jan 1991. I sent an email to CSI for investigation. Their answer was t...
by mike168
Tue Jun 06, 2006 6:17 am
Forum: Brokers
Topic: Costly Robobroker Errors
Replies: 21
Views: 23050

AFJ I was a bit lazy and usually posted images straight out of screen capture without re-sizing. Thanks for reminding, done that. My main point regarding my post above is if using fixed dates, we have to actually investigate carefully because the back-test result may not be as it seems. If for examp...
by mike168
Tue Jun 06, 2006 5:22 am
Forum: Brokers
Topic: Costly Robobroker Errors
Replies: 21
Views: 23050

I would only take the Pinnable as a suggestion only and would advise studying the actual best rollover day ourselves. For example, it advise the Nikkei rollover to be 3rd DM. I have attached a 5 min chart for 2 days of SGX Nikkei (SGX equivalent) which shows that up to yesterday (5 June), the tradin...
by mike168
Sun Jun 04, 2006 9:02 pm
Forum: Brokers
Topic: Costly Robobroker Errors
Replies: 21
Views: 23050

Thanks AFJ for your link above. That's a good starting point for my back-testing.
by mike168
Sun Jun 04, 2006 1:17 pm
Forum: Brokers
Topic: Costly Robobroker Errors
Replies: 21
Views: 23050

The reason I chose OI as the rolling criteria is for historical reason. I used to trade Aberration and subsequently 3 black box commercial systems, all of them use OI as rolling criteria. Hence I follow this in order to be consistent with the system signals and results. For reasons I pointed out abo...
by mike168
Sun Jun 04, 2006 11:23 am
Forum: Brokers
Topic: Costly Robobroker Errors
Replies: 21
Views: 23050

If for nothing else, I think sharing some of our frustrations with other traders would help reduce the pressure of trading, so keep posting. Your experience with back testing for fixed dates is quite interesting. If possible, can you tell us more - do you use a certain days in advance of first notic...
by mike168
Sun Jun 04, 2006 10:41 am
Forum: Brokers
Topic: Costly Robobroker Errors
Replies: 21
Views: 23050

AFJ I found this topic very useful and I would appreciate anyone sharing their personal trading experience with us because it clearly would help us on the road to be a better trader. Negative comments- well, I do get quite a lot of them from time to time. Sometimes they are constructive, other times...
by mike168
Sun Jun 04, 2006 9:36 am
Forum: Brokers
Topic: Costly Robobroker Errors
Replies: 21
Views: 23050

As a trader who input all trades myself, I would like to point out that it is inevitable for errors of some type to occur, even if you input all trades yourself. The main difference is I do not have to pay a higher fee for the robobrokers. Some possible "errors" even if you input all trades yourself...
by mike168
Sun Apr 30, 2006 8:31 am
Forum: Brokers
Topic: Pitfalls and special rules from brokers and exchanges
Replies: 8
Views: 7353

I think you should ask IB for this as they are the source of this info.
by mike168
Sat Apr 29, 2006 10:44 pm
Forum: Brokers
Topic: Pitfalls and special rules from brokers and exchanges
Replies: 8
Views: 7353

Please refer to this link:

http://www.interactivebrokers.com/en/tr ... entity=llc

Personally I trade interest rate derivatives at ecbot but this charge is not particularly related to my trading.
by mike168
Fri Apr 28, 2006 5:36 am
Forum: Brokers
Topic: Pitfalls and special rules from brokers and exchanges
Replies: 8
Views: 7353

I could see no reason for cancelling the order instead of limiting the order price to the extreme ends of the "dynamic range". No word on fine. I just wonder if IB made it up or it's never enforced?
by mike168
Mon Apr 24, 2006 6:51 pm
Forum: Brokers
Topic: Pitfalls and special rules from brokers and exchanges
Replies: 8
Views: 7353

eCBOT charge:
http://www.interactivebrokers.com/en/tr ... entity=llc

CME Globex charge:
http://www.cme.com/trading/get/sup/mess ... 12089.html

In both cases IB has said it will pass on these charge to its client directly.
by mike168
Sun Apr 23, 2006 5:27 am
Forum: Brokers
Topic: Pitfalls and special rules from brokers and exchanges
Replies: 8
Views: 7353

Pitfalls and special rules from brokers and exchanges

In view of recent events I decided to start this thread which I hope will collect some special rules and execution pitfalls from brokers and exchanges. I would like to invite those of you who know more to add to this list: 1. Interactive Brokers (IB) IB defines RTH differently for eCBOT & Globex. Th...
by mike168
Sun Apr 23, 2006 4:55 am
Forum: Futures Markets
Topic: CBOT BLOWS IT!
Replies: 7
Views: 4784

futurestrader111, the email was received before Friday so someone could still put in the stops before the open. Anyway, it's better late than never. In view of this and my other recent experience, I decided to start a thread about pitfalls in exchange and brokers rules.