Traders' Roundtable

I don't know if someone has already posted this but I think it is brilliant.
http://www.prorealtime.com/en/

Don't forget that CSI's data is Rent-a-Data. As soon as you stop paying them your database becomes locked. All that money you gave to them is for nothing. To my knowlege if you buy data from anyone else then you at least get what you pay for.

ABN Amro are market making across a reasonable spread of indices and commodities. http://www.abnamromarketindex.com/uk/Home.aspx and for market list http://www.abnamromarketindex.com/uk/TradableMarkets.aspx This will allow traders with very small accounts to trade and grow quickly with the ability ...

Good for you, enjoy it.
My two cents worth! Pull out a chunk and put it somewhere safe. Then start again with a smaller stake. Then you can have the fun of doing it all again. I haven't got over the smaller stake part yet but I think I have the answer to that now.

My recent test on USSDCHF over 20 years
is now removed pending error adjustment.
Oh well thats ok. I'm getting used to egg on my face.

The spi changed from $100 per point to $25 per point.

Yes I wonder if they have ever asked their users what they think of it. Last time I tried for a job in the industry I couldn't get an interview yet somebody got paid to make that junk. It turns me off ever writing code for a living. The jobs go to those who can write the best bullshit on their resume.

CRB reply "Blair, we use the settlement price. For our data center downloads, we update these twice a day. Once at 5:30 PM CST, and again at 7:30 PM CST to account for any settlements that come in late." Reuters reply "Thank you for your interest in data from Reuters DataLink. Yes, the close is the ...

Yes I don't get it at all. I don't use the close field as part of my strategy, fortunately. CSI has an option that allows you to modify the high/low of the day so that the close falls within it. I suspect that you would just be ruining your data to accomodate the settlement price, not the close. As ...

Anybody have experience with CRB futures data? I have CSI at the moment and I am not impressed. Apart from all the errors I have a horrible suspicion they are using the settlement price as the close on futures contracts. Can anyone shed any light on this?

I was looking for a Euro/London based broker. I found one called ODL and I will give them a try.

I am looking for the above and must handle all of them not just cac and ftse100. Anyone know any?

Since I am migrating my trading software to a Mac I am using the real price and backfilling each contract on the roll date with enough data to set the tool. I use % indicators on indices and some other tests so, as one poster noted, it is necessary. At the moment I have to keep the real price and ...

using the example at http://www.investopedia.com/terms/c/cagr.asp The drawdown would be $3000 at 30%. flat %pa capital = (MaxDrawdown / 3) * 10 100 * ((net / TradingDays) * 365.25) / capital so 100 * 3166.66 / 10000 = 31.6%pa the cagr on the website is 24.93 so MAR would be 0.83 and the flat number ...

As I understand MAR is a function of CAGR and CAGR is a function of the percentage drawdown and whatever rules an individual deems appropriate when compounding. Since I do not test using compounding I chose to calculate a flat MAR based on a fixed drawdown of 30% account size and no initial margin ...

I think you are on the right track. Most of my testing has been on indices, currencies and bonds. I have found the markets in each of these groups behave similarly but across groups is something else. I use two parameters and I do not expect to have one magic set of numbers for all markets. By ...

Gee I thought I was game, I guess not
Lemahsin you have to get the big coconuts award for 2006 and it sounds like slowing down for 2007 might be a good idea. Congrats on coming out ahead and I bet you learnt a lot.

"One can certainly make money trading with smaller accounts, however, the issue is one of risk. Trading one contract with a $20,000 account in many markets creates a large risk that you will go bust if the market moves against you significantly. If you are comfortable with this risk and with the ...

My account was 10303 at the end of 2005 it is now 20080 - USD. Almost 100% so I am pleased about that given all my "stupid trades" over the year. My testing is based on what it takes to trade one contract because that is all the money I have. I take comfort in knowing that everyone says it can't be ...

Bill, My point exactly. The brokerage you calculated is correct. If you think that 1/2% of your profit is substantial then you should consider that the interest on your profit will pay for that cost multiple times over. It is the slippage that comes from your trading strategy that kills your system ...