Search found 16 matches

by ladidalimey
Tue Jun 10, 2014 8:18 am
Forum: Brokers
Topic: CFD broker with automated trade import (like IB)
Replies: 0
Views: 11281

CFD broker with automated trade import (like IB)

Hi,

I'm looking for a CFD broker with a trading platform that allows (stop) orders to be imported from a text/csv file. I've looked high and low and have yet to find one. All of them seem to be manual only.

Thanks,

L.
by ladidalimey
Thu May 16, 2013 4:36 am
Forum: Futures Markets
Topic: GSCI dying??
Replies: 0
Views: 10562

GSCI dying??

GSCI (goldman sachs commodities index) seems to be slowly dying. The volumes completely gone. Does anyone know why? Is there another instrument traders are using instead?

Thanks,

L.
by ladidalimey
Sat Apr 20, 2013 8:26 am
Forum: Data Providers and other non testing software
Topic: Quandl.com the way forward for data provision?
Replies: 1
Views: 2562

Quandl.com the way forward for data provision?

Does this site spell the beginning of the end for providers like CSI ....

http://www.quandl.com/


L
by ladidalimey
Thu Oct 06, 2011 12:45 pm
Forum: Testing and Simulation
Topic: David Harding Quote
Replies: 9
Views: 5842

Thanks for that svquant, that's very helpful. If you have any other stuff I'd like to see it.

L.
by ladidalimey
Wed Oct 05, 2011 11:18 am
Forum: Testing and Simulation
Topic: David Harding Quote
Replies: 9
Views: 5842

David Harding Quote

I thought this was an interesting quote from David Harding There are no discrete events in our investment process. We do not put on a trade monitor it and take it off. We stopped doing anything like that 10 years ago. From the bottom of this page.. http://www.thehedgefundjournal.com/magazine/200509/...
by ladidalimey
Tue May 25, 2010 8:59 am
Forum: Futures Markets
Topic: Fairly exhaustive futures market summary....
Replies: 7
Views: 4195

possibly the 5k a day vol cutoff?

L
by ladidalimey
Tue Sep 22, 2009 6:38 am
Forum: Money Management
Topic: Managing various accounts
Replies: 1
Views: 2306

Managing various accounts

Does anyone know of a software solution for keeping track of several accounts. I'm thinking of issues such as: withdrawls differing investment dates apportioning profit valuation etc. I assume the best way to integrate TBlox in this kind of scenario is to keep track of investors investments off line...
by ladidalimey
Thu Jan 22, 2009 6:10 am
Forum: Data Providers and other non testing software
Topic: Fast Turn around data supplier wanted
Replies: 9
Views: 6919

Sluggo,

FYI ESiganl now offer SAFEX:

http://www.esignal.com/exchanges/eur_afr.aspx


L :lol:
by ladidalimey
Mon Dec 15, 2008 12:27 pm
Forum: Data Providers and other non testing software
Topic: Fast Turn around data supplier wanted
Replies: 9
Views: 6919

I am using RTH electronic data to back test for a couple of years (any further back and some data gets sparse) and I definately get better results than from 24hr electronic data. I would imagine, when order quantities start to increase, fills will be better (on average) when restricted to RTH. I'm i...
by ladidalimey
Thu Dec 11, 2008 12:29 pm
Forum: Data Providers and other non testing software
Topic: Fast Turn around data supplier wanted
Replies: 9
Views: 6919

Sorry, dumb omission! US/European futures (Eurex,LIFFE) + HSI

L. :oops:
by ladidalimey
Thu Dec 11, 2008 10:51 am
Forum: Data Providers and other non testing software
Topic: Fast Turn around data supplier wanted
Replies: 9
Views: 6919

Fast Turn around data supplier wanted

Hi, I need some advice about data providers. I trade from London, UK and as a result find that many of the EOD data providers are issuing their data at 1:00am GMT (e.g. CSI) which is a problem. Its a bit late and I don't trust a fully automated system. The second issue is that the data becomes avail...
by ladidalimey
Sun Dec 07, 2008 1:02 pm
Forum: Testing and Simulation
Topic: Testing on Electronic data v Pit data
Replies: 3
Views: 2046

Testing on Electronic data v Pit data

Hi, I'm trying to get some opinions on back testing and when pit data is valid (up until mid 2006?) and when to switch to electonic (mid 2006 onwards?). As more of the pits seem to dwindle I'm comparing my systems on both and feeling I should dump pit data altogether. System results between 2007 to ...
by ladidalimey
Fri Oct 24, 2008 5:27 am
Forum: Futures Markets
Topic: Trading markets that are electronic & pit
Replies: 13
Views: 7117

This is what I've done. Using Heating Oil as an example. First create a custom session of 9:00 - 14:30. Set the symbol to @HO, then set the session to the custom session. Then set the interval bar to 400 mins. The bars appear and you can print them off. You only need to use this data where there is ...
by ladidalimey
Thu Oct 23, 2008 11:50 am
Forum: Futures Markets
Topic: Trading markets that are electronic & pit
Replies: 13
Views: 7117

Just thought I'd add my thoughts so far. I've been playing around with Tradestation which I use for intra-day stuff. If any of you have TS you might try this. I brought up the electronic data, but within Pit RTH i.e. day session. I then set the number of minutes in each bar to slightly longer than t...
by ladidalimey
Tue Oct 21, 2008 8:06 am
Forum: Futures Markets
Topic: Trading markets that are electronic & pit
Replies: 13
Views: 7117

Trading markets that are electronic & pit

Hi, I'm papertrading a strategy that trades futures markets that are trading both electronic and pit (e.g. Soybean Oil) during RTH. I test using Pinnacle data which I assume is pit. I trade using Interactive Brokers and was hoping to trade electronic. I have noticed that the electronic data is sligh...