Search found 51 matches

by painless
Sun Mar 23, 2008 9:42 am
Forum: Data Providers and other non testing software
Topic: Awesome Free Online Charting Package
Replies: 1
Views: 2985

Awesome Free Online Charting Package

I don't know if someone has already posted this but I think it is brilliant.
http://www.prorealtime.com/en/
by painless
Sat Mar 01, 2008 6:57 pm
Forum: Data Providers and other non testing software
Topic: How can I get historical market data only for testing?
Replies: 9
Views: 6434

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.
by painless
Tue Feb 19, 2008 8:08 pm
Forum: Money Management
Topic: Micro trading
Replies: 0
Views: 3807

Micro trading

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 t...
by painless
Sat Feb 09, 2008 7:29 pm
Forum: Money Management
Topic: Just thought I would show my face again...
Replies: 4
Views: 4681

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. :)
by painless
Sat Feb 09, 2008 9:00 am
Forum: Testing and Simulation
Topic: Good system...
Replies: 7
Views: 5922

good? I think so

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.
by painless
Thu Nov 29, 2007 7:16 am
Forum: Futures Markets
Topic: Australia and Brazil index futures: Open Interest
Replies: 3
Views: 3343

The spi changed from $100 per point to $25 per point.
by painless
Sat Jul 21, 2007 9:06 pm
Forum: Brokers
Topic: Man Group/MF Global
Replies: 14
Views: 12005

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.
by painless
Mon Jul 09, 2007 3:26 pm
Forum: Data Providers and other non testing software
Topic: Free\Cheap data suppliers
Replies: 10
Views: 8923

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 ...
by painless
Sun Jul 08, 2007 5:25 am
Forum: Data Providers and other non testing software
Topic: Free\Cheap data suppliers
Replies: 10
Views: 8923

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 ...
by painless
Sat Jul 07, 2007 5:37 am
Forum: Data Providers and other non testing software
Topic: Free\Cheap data suppliers
Replies: 10
Views: 8923

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?
by painless
Thu Jun 28, 2007 7:25 am
Forum: Brokers
Topic: Broker who handles Euronext indices?
Replies: 3
Views: 5793

well thanks, but

I was looking for a Euro/London based broker. I found one called ODL and I will give them a try.
by painless
Tue Jun 26, 2007 10:25 pm
Forum: Brokers
Topic: Broker who handles Euronext indices?
Replies: 3
Views: 5793

Broker who handles Euronext indices?

I am looking for the above and must handle all of them not just cac and ftse100. Anyone know any?
by painless
Thu Apr 26, 2007 8:14 am
Forum: Testing and Simulation
Topic: Very Long Term Trend Following: The Data Implications
Replies: 37
Views: 36413

rollover

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 ad...
by painless
Wed Feb 07, 2007 12:26 pm
Forum: Testing and Simulation
Topic: flat MAR
Replies: 2
Views: 2735

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 ...
by painless
Wed Feb 07, 2007 1:20 am
Forum: Testing and Simulation
Topic: flat MAR
Replies: 2
Views: 2735

flat MAR

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. ...
by painless
Wed Jan 24, 2007 10:41 am
Forum: Testing and Simulation
Topic: Optimization what it is.
Replies: 8
Views: 5835

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 defin...
by painless
Mon Jan 01, 2007 7:27 pm
Forum: Testing and Simulation
Topic: Who made money in 2006?
Replies: 10
Views: 8393

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.
by painless
Mon Jan 01, 2007 12:29 am
Forum: Testing and Simulation
Topic: Who made money in 2006?
Replies: 10
Views: 8393

"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 dra...
by painless
Sun Dec 31, 2006 1:08 am
Forum: Testing and Simulation
Topic: Who made money in 2006?
Replies: 10
Views: 8393

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 ...
by painless
Fri Dec 08, 2006 2:31 pm
Forum: Testing and Simulation
Topic: Slippage - Interesting figure
Replies: 23
Views: 16561

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 ...