Search found 24 matches

by Stephen Newton
Mon Jan 03, 2011 1:01 pm
Forum: Data Providers and other non testing software
Topic: CSI OFFLINE ?
Replies: 8
Views: 4402

For those of you interested in csi's reasons for this I got the following email reply from Rudi. Dear Sir, We change Internet provider to increase our download speeds to our end users. It takes several hours to change over to the new provider. Please try to download your data every few hours. I apol...
by Stephen Newton
Mon Jan 03, 2011 4:58 am
Forum: Data Providers and other non testing software
Topic: CSI OFFLINE ?
Replies: 8
Views: 4402

Has anyone else had success with CSI data since this outage? I still cannot get any data since Friday night nor look at their web site.

I cant get anything off ua4.csidata.com either...
by Stephen Newton
Mon Nov 15, 2010 7:07 pm
Forum: Testing Software
Topic: Using a remote server for trading
Replies: 5
Views: 3648

Hi RedRock Order entry automated through to your broker or live onto an online dealing platform? The later is neat and would be interested in hearing more... I use the remote server for all LIVE system. Development is done on my desktop. This is a good physical separation for me that gives me a leve...
by Stephen Newton
Mon Nov 15, 2010 1:22 pm
Forum: Testing Software
Topic: Using a remote server for trading
Replies: 5
Views: 3648

Hi RedRock I use easyvserver and have described my approach previously on this forum here: http://www.tradingblox.com/forum/viewtopic.php?t=5542&highlight=easyvserver This post was made in May 2009. I have used nothing but this solution since then without a single fail in the receipt of my daily ord...
by Stephen Newton
Wed Jun 17, 2009 10:56 am
Forum: Testing and Simulation
Topic: Question for Trading Blox users
Replies: 14
Views: 7405

babelproofreader

I totally agree with you. As a compliment to TBs built in Monte Carlo simulation, I do find this helpful.

Stephen
by Stephen Newton
Mon Jun 15, 2009 7:25 pm
Forum: Testing and Simulation
Topic: Question for Trading Blox users
Replies: 14
Views: 7405

Asamat and Borderline Thanks for your comments and thoughts. It is interesting to me that the observations you make relate to the absolute value of the DD vs the returns in the chart displayed. While these points are very interesting and of course very relevant to ones personal risk profile (and to ...
by Stephen Newton
Mon Jun 15, 2009 2:28 pm
Forum: Testing and Simulation
Topic: Question for Trading Blox users
Replies: 14
Views: 7405

Asamat I still think there may be some confusion on what the red curve is. To describe the red curve in words: "hugh returns come after big DDs" is the same as describing the blue curve: "after every DD comes a new equity high" I think this description is an interpretation of the lines - not a descr...
by Stephen Newton
Mon Jun 15, 2009 1:04 pm
Forum: Testing and Simulation
Topic: Question for Trading Blox users
Replies: 14
Views: 7405

Thanks for the reply Asamat but I think you might be misunderstanding the chart and hypothesis slightly. I am not interested if the system will show returns the next day or the next month or is going down into a deeper DD the next day or next month (or 6 months for that matter). The red line shows t...
by Stephen Newton
Mon Jun 15, 2009 9:29 am
Forum: Testing and Simulation
Topic: Question for Trading Blox users
Replies: 14
Views: 7405

Daily 5 Year CAGR vs Drawdown - Does System timing work?

rhc As kingami suggests this is certainly possible using the start date increment parameter and the length of test parameter. I have recently been through this exercise when talking to potential investors and can share some of my experiences here for your benefit. I would also appreciate others comm...
by Stephen Newton
Tue Jun 17, 2008 12:08 pm
Forum: Testing and Simulation
Topic: Changes to Live Trading system
Replies: 4
Views: 5103

Leapfrog I know I did not reply to your last post at the time but I thought I would give you some feedback having taken your advice to heart. In March I did change my system and having played with various options outlined and discussed with you here, I ended up largely following your suggested appro...
by Stephen Newton
Tue May 27, 2008 9:14 am
Forum: Testing and Simulation
Topic: Recording trades in TB
Replies: 9
Views: 6340

Sluggo some good thought provoking points as always, so lets have some fun with a metaphor. The Art of War by Sun Tzu comes to mind (without having re-read this great work specifically for this post and therefore being reliant on memory). Planning is absolutely core to a successful strategy of war (...
by Stephen Newton
Thu May 22, 2008 3:56 am
Forum: Testing and Simulation
Topic: Recording trades in TB
Replies: 9
Views: 6340

Jason this is a very interesting topic. I have been wrestling with this very problem over the past few months and here is where I have ended up (for the moment!): 1. "Live" system which runs without any adjustment to order generation apart from corrections to human error in execution (ie such as mis...
by Stephen Newton
Mon May 19, 2008 2:21 am
Forum: Futures Markets
Topic: Is anybody long silver still?
Replies: 3
Views: 3973

I too am long silver with a stop at 1323 in a very long term trend system.
by Stephen Newton
Fri May 16, 2008 4:37 am
Forum: Testing and Simulation
Topic: Entering trade today that should have been entered weeks ago
Replies: 3
Views: 2654

Levijean I think I wrestled with a similar topic on this forum at: http://www.tradingblox.com/forum/viewtopic.php?t=5001&highlight= Leapfrog had some interesting thoughts... For what it is worth I 'backadjust' - so I exit all positions the 'new' system does not have and adjust open positions to meet...
by Stephen Newton
Tue Mar 04, 2008 3:37 am
Forum: Testing and Simulation
Topic: Changes to Live Trading system
Replies: 4
Views: 5103

Leapfrog thanks for your thoughts. To make sure I understand you correctly let me use a simple example. I have set out some hypothetical trades for the ‘old’ system below with Open Equity and Closed Equity. I would like to start trading a ‘new’ system. REFER 'OLD SYSTEM' ATTACHED Assume ‘o...
by Stephen Newton
Mon Mar 03, 2008 6:30 pm
Forum: Testing and Simulation
Topic: Changes to Live Trading system
Replies: 4
Views: 5103

Changes to Live Trading system

I have a question that I have spent some time searching for an answer on this forum, but cant seem to lay my hands on it. I am sure I have seen a discussion on this topic before but for the life of me I cannot find it now.... I am looking for some advice on how to deal with changes to your live syst...
by Stephen Newton
Mon Mar 03, 2008 4:18 pm
Forum: Data Providers and other non testing software
Topic: Market Data (I know I'm dumb - dropped on my head as a baby)
Replies: 2
Views: 3143

I think Dave makes some very good points. There is absolutely no substitute for accurate and reliable market data as a fundamental building block of your system. It is not glamorous but absolutely necessary. You can lose more than your annual subscription in a flash on some bad trading decisions wit...
by Stephen Newton
Tue Feb 26, 2008 6:56 am
Forum: Trader Psychology
Topic: Making the right decision in limit up or limit down
Replies: 11
Views: 11480

Barli - Thanks I have placed this onto my list of books to order from Amazon.
by Stephen Newton
Sun Feb 17, 2008 1:37 pm
Forum: Money Management
Topic: broker.AdjustPositionOnOpen vs broker.EnterLongOnOpen
Replies: 0
Views: 3417

broker.AdjustPositionOnOpen vs broker.EnterLongOnOpen

I am struggling with the use of these two broker statements. I have code that is trying to pyramid into a position after a certain number of days in the existing trade. Having done the logic to test for this condition and also calculated a new stop for the pyramid entry - which broker statement do I...
by Stephen Newton
Thu Feb 14, 2008 4:33 pm
Forum: Trader Psychology
Topic: Making the right decision in limit up or limit down
Replies: 11
Views: 11480

RedRock I think Turtle40 answered your query on guaranteed stops for spread bet brokers. I also don’t use the guaranteed stop as it is too expensive in spread terms. Of course the Zero Tax scenario is helpful (if you are making profits!). The reverse is true if you are making losses (ie you get no...