Search found 53 matches

by PTCM
Tue Oct 07, 2008 7:04 am
Forum: Testing and Simulation
Topic: Intraday Market Replay Simulator
Replies: 4
Views: 2743

danZman wrote:Metatrader does it. It's free for Forex. I'm not sure if it does futures or equities.

D
can it replay intraday bars ? are you using it ?
by PTCM
Wed Sep 24, 2008 11:55 pm
Forum: Testing and Simulation
Topic: Intraday Market Replay Simulator
Replies: 4
Views: 2743

Intraday Market Replay Simulator

Are there any software that replays intraday market activity like a VCR / track real-time P/L and it also accepts historical intraday futures day in tradestation format ? Steenbarger talked about this kind of software used at his firm, but just wondering if it is commercially available, especially t...
by PTCM
Tue May 29, 2007 11:21 am
Forum: Money Management
Topic: question on "Margin to equity ratio"
Replies: 0
Views: 3707

question on "Margin to equity ratio"

I am in the process of creating a portfolio that includes a long only equties strategy(80%) + short only futures strategy (20%). To calculate the margin to equity ratio for the portfolio, should the excess CASH held by the long only strategy be included in the calculation ? or only the cash set asid...
by PTCM
Wed Dec 06, 2006 11:11 pm
Forum: Trader Psychology
Topic: the only professional goal -trading
Replies: 10
Views: 12710

Most poeple think traders are more careful when trading big sizes, but the fact is the opposite. Big positions often clouds your judgement and ability to fight the retracements. Bruce Kovrner and Mark Ritchie both enphasized this in their interview with Schwager. The sad thing about the beginners is...
by PTCM
Tue Dec 05, 2006 11:46 pm
Forum: Trader Psychology
Topic: the only professional goal -trading
Replies: 10
Views: 12710

systematically withdraw money from your account

From my personal experience, you start becoming successful when you learn to systematically withdraw money from your account. Otherwise, you'll trade bigger and bigger and set yourself up for a huge drawdown. Eventually, your equity curve will suffer and you have to start it all over, which is extre...
by PTCM
Thu Jul 06, 2006 12:18 am
Forum: Custom C++ or Java Platforms
Topic: building "intraday trading session replay" functio
Replies: 2
Views: 4559

If you can figure out how to run the simulations accurately, surely playing a .WAV file (or whatever) is no big deal? May I ask where you get your pricing data from? Is it just for the HK market? My limited observation was that per-tick pricing data (in my case for North American equities) is expen...
by PTCM
Tue Jul 04, 2006 1:03 am
Forum: Custom C++ or Java Platforms
Topic: building "intraday trading session replay" functio
Replies: 2
Views: 4559

building "intraday trading session replay" functio

I'm in the process of building a trading simulator that accepts DATE, TIME, OPEN, HIGH, LOW, CLOSE txt file in order to simulate intraday trading environment. I want the simulator to trigger a sound file whenever the market trades through certain moving averages and correlation indicators. Has anyon...
by PTCM
Fri Jun 23, 2006 11:03 pm
Forum: Trader Psychology
Topic: what's the psychology of "NOT" trading the leading
Replies: 1
Views: 4406

what's the psychology of "NOT" trading the leading

what's the recurring psychology of "NOT" trading the leading trend ? ( 1-min, 3-min, intraday X-min) what do so many traders fail because they didn't trade the leading trend, and even the pros fall into this trap over and over again and still want to do it ? Did Dr. Steenbarger ever talk about this ...
by PTCM
Fri Jun 16, 2006 4:57 am
Forum: Testing and Simulation
Topic: How to select the two legs of a pair trading?
Replies: 4
Views: 3444

I'v read joe ross' book,Trading Spreads and Seasonal,it explains the theory,introduces seasonality for pair trading,I learnt much from his book,but still says nothing about the issue of my post here. Could you tell me how to get his email?maybe it's a good idea to send him an email for this questio...
by PTCM
Sun Jun 11, 2006 2:19 am
Forum: Testing and Simulation
Topic: How to select the two legs of a pair trading?
Replies: 4
Views: 3444

I've never done it in commodities. This kind of inter market pairs trades are not commonly traded .....I belive Joe Ross was in it for a while
by PTCM
Sun Jun 11, 2006 1:56 am
Forum: Testing and Simulation
Topic: How to select the two legs of a pair trading?
Replies: 4
Views: 3444

pair trades

1) you need to identify a group of stocks in the same sector 2) you select two stocks that you think are highlycorrelated and you back-test them. 2-3 standard deviation out for entry and very discretionary for exit rules.... Normally you need to run many many pairs just to survive and from time to t...
by PTCM
Fri Jun 09, 2006 4:34 am
Forum: Testing and Simulation
Topic: Did anyone try "Trading Mind" software from Norman
Replies: 2
Views: 4075

Did anyone try "Trading Mind" software from Norman

Did anyone try "Trading Mind" software from Norman Hallett ?

is it kind of like Ninja Trader with intraday real-time trading simulations ?

please share experience....
by PTCM
Thu Apr 06, 2006 9:19 am
Forum: Testing and Simulation
Topic: Has anyone tried "MetaServer RT" with IB data on T
Replies: 29
Views: 20732

an unintended signal was triggered at the LAST BAR(5-min) of

No. I have not try to implement sound files. I guess if you need notification you may want to look into the email/sms notification feature for TS2000i, particularly the mobile air time in HK is so cheap. Mike, Today I had my signals succsesfully generated from the real-time eSignal datafeed connect...
by PTCM
Tue Apr 04, 2006 12:54 am
Forum: Testing and Simulation
Topic: Has anyone tried "MetaServer RT" with IB data on T
Replies: 29
Views: 20732

You said eSignal has not work with HKFE data fro TS2000i. Try ask Traderssoft how to use Ondemand server to work with both of them because their software say they work. It was a few years beck when I used the trial version of Metaserver. I think I used it with Bridge data and IB but I could not rem...
by PTCM
Fri Mar 31, 2006 8:08 am
Forum: Testing and Simulation
Topic: Has anyone tried "MetaServer RT" with IB data on T
Replies: 29
Views: 20732

The instantaneous stopping of quote may be due to the nature of the internet - data get congested and do not arrive in sequence in real time or a bottleneck developed at the gateways. I am using TS 5.00.0771 I have bought several Traderssoft (Metaserver developer) products. My impression with them ...
by PTCM
Thu Mar 30, 2006 11:32 pm
Forum: Testing and Simulation
Topic: Has anyone tried "MetaServer RT" with IB data on T
Replies: 29
Views: 20732

Normally, I see the quotes moving from left to right on the TQM.(data manager for tq.net) From time to time, the quotes competely stopped and nothing goes into my GlobalSever for no reason. I don't know why. I'm not sure why you're able to uncheck the "reset" button. My TradeStatation 2000i verion i...
by PTCM
Thu Mar 30, 2006 8:07 pm
Forum: Testing and Simulation
Topic: Has anyone tried "MetaServer RT" with IB data on T
Replies: 29
Views: 20732

PTCM No. I have not tried esignal. Please keep us informed of your findings. I will post the solution here once I have it. Regarding the tq.net datafeed, I am testing it out this week. I notice that sometimes the TQM would stop feeding data into GlobalServer and retstart itself after X amount of ti...
by PTCM
Thu Mar 30, 2006 12:19 pm
Forum: Testing and Simulation
Topic: Has anyone tried "MetaServer RT" with IB data on T
Replies: 29
Views: 20732

1. Melbourne Time 2. I do not have this problem. Please double check your order of the session day and time to ensure that they are in sequence. 3. the 480 min is for "UNDEF" exchange which I have use it for the HKFE. That is it is Hong Kong Time. As for the Sydney +10 it is VERY confusion. In dayl...
by PTCM
Wed Mar 29, 2006 8:41 pm
Forum: Testing and Simulation
Topic: Has anyone tried "MetaServer RT" with IB data on T
Replies: 29
Views: 20732

Hello Mike,

Hello Mike, Thank you so much for your response. I finally got the telequote data into 2000i. But I do have some questions for you. 1) on the captured screen's system clock, it shows 4:01 pm. Is that 4:01 pm local Australia time or GMT ? 2) Also, I notice that your session time has been set in two s...
by PTCM
Tue Mar 28, 2006 4:34 am
Forum: Testing and Simulation
Topic: Has anyone tried "MetaServer RT" with IB data on T
Replies: 29
Views: 20732

Let me try again....