Search found 58 matches
- Sun Dec 28, 2008 11:45 am
- Forum: Data Providers and other non testing software
- Topic: data vendor other than CSI
- Replies: 7
- Views: 6688
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...
- Sat Dec 27, 2008 9:05 am
- Forum: Data Providers and other non testing software
- Topic: data vendor other than CSI
- Replies: 7
- Views: 6688
- Fri Dec 26, 2008 10:38 pm
- Forum: Data Providers and other non testing software
- Topic: data vendor other than CSI
- Replies: 7
- Views: 6688
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...
- Mon Nov 06, 2006 7:25 pm
- Forum: Brokers
- Topic: Interactive Brokers
- Replies: 20
- Views: 44569
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...
- Sun Nov 05, 2006 9:22 pm
- Forum: Brokers
- Topic: Interactive Brokers
- Replies: 20
- Views: 44569
- Fri Jul 07, 2006 7:38 am
- Forum: Testing Software
- Topic: Traders Studio vs. Trading Blox
- Replies: 5
- Views: 7367
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...
- Sun Jun 18, 2006 12:42 pm
- Forum: Data Providers and other non testing software
- Topic: CSI Data Corrections
- Replies: 21
- Views: 25943
- Tue Jun 06, 2006 6:17 am
- Forum: Brokers
- Topic: Costly Robobroker Errors
- Replies: 21
- Views: 28803
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...
- Tue Jun 06, 2006 5:22 am
- Forum: Brokers
- Topic: Costly Robobroker Errors
- Replies: 21
- Views: 28803
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...
- Sun Jun 04, 2006 9:02 pm
- Forum: Brokers
- Topic: Costly Robobroker Errors
- Replies: 21
- Views: 28803
- Sun Jun 04, 2006 1:17 pm
- Forum: Brokers
- Topic: Costly Robobroker Errors
- Replies: 21
- Views: 28803
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...
- Sun Jun 04, 2006 11:23 am
- Forum: Brokers
- Topic: Costly Robobroker Errors
- Replies: 21
- Views: 28803
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...
- Sun Jun 04, 2006 10:41 am
- Forum: Brokers
- Topic: Costly Robobroker Errors
- Replies: 21
- Views: 28803
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...
- Sun Jun 04, 2006 9:36 am
- Forum: Brokers
- Topic: Costly Robobroker Errors
- Replies: 21
- Views: 28803
- Sun Apr 30, 2006 8:31 am
- Forum: Brokers
- Topic: Pitfalls and special rules from brokers and exchanges
- Replies: 8
- Views: 10108
- Sat Apr 29, 2006 10:44 pm
- Forum: Brokers
- Topic: Pitfalls and special rules from brokers and exchanges
- Replies: 8
- Views: 10108
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.
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.
- Fri Apr 28, 2006 5:36 am
- Forum: Brokers
- Topic: Pitfalls and special rules from brokers and exchanges
- Replies: 8
- Views: 10108
- Mon Apr 24, 2006 6:51 pm
- Forum: Brokers
- Topic: Pitfalls and special rules from brokers and exchanges
- Replies: 8
- Views: 10108
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.
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.
- Sun Apr 23, 2006 5:27 am
- Forum: Brokers
- Topic: Pitfalls and special rules from brokers and exchanges
- Replies: 8
- Views: 10108
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...
- Sun Apr 23, 2006 4:55 am
- Forum: Futures Markets
- Topic: CBOT BLOWS IT!
- Replies: 7
- Views: 7208