Search found 2 matches

by mankind
Fri Jun 12, 2009 10:21 am
Forum: Data Providers and other non testing software
Topic: CSI vs Pinnacle data ?
Replies: 26
Views: 20766

When using CSI be careful of your roll logic. Generally I find that using OI will cast the widest net for realtime trading. However, there are instances in which some contracts run into probelms. the "Roll by days before expiration" = backstop? does not work. "OI or volume" seems like a good Idea bu...
by mankind
Mon Jan 05, 2009 9:26 pm
Forum: Testing and Simulation
Topic: Shorter term mean reversion system for ETFs
Replies: 7
Views: 4926

For yourself or others that may decide to delve into testing intraday strategies with ETF's my initial findings were eye opening. The setup I chose was esignal for data, qcollector for distribution and TB as well as Ninjatrader for testing. Esignal does not split intraday data, QC does not split the...