Search found 154 matches

by LeapFrog
Tue Jun 27, 2006 10:04 am
Forum: Futures Markets
Topic: Orange Juice Liquidity
Replies: 10
Views: 6303

Re: Orange Juice Liquidity

I’ve been passively watching the bull market in Orange Juice for some time. Unfortunately, the liquidity of that market is notoriously bad (which is why I’ve only watched vs. traded it). I’m just curious if anybody has actually been trading the OJ move and can share what kind of slippage they...
by LeapFrog
Fri May 26, 2006 2:40 pm
Forum: Brokers
Topic: who gets what?
Replies: 18
Views: 12609

Thank you Redrock - all solid points - we're on the same wavelength. Have a good weekend.
by LeapFrog
Fri May 26, 2006 1:01 pm
Forum: Brokers
Topic: who gets what?
Replies: 18
Views: 12609

thanks to everyone! I believe that such firms as Refco the Man Division, Man Financial and others simply match customers orders with their own when they trade so make it easier to have a good fill, espacially for those who trade small lots and of course no one on the floor would care to take that 1...
by LeapFrog
Thu May 25, 2006 4:24 pm
Forum: Brokers
Topic: who gets what?
Replies: 18
Views: 12609

LeapFrog, thanks so much, what did you by TradeStation charge about $14.50 rt for anyone who dares use their pit access platform. is their platform for pit traded commodities is that bad? Have you had any experience with it? by the way, RedRock, or anyone, when you're on the floor leasing or have y...
by LeapFrog
Thu May 25, 2006 12:44 pm
Forum: Brokers
Topic: who gets what?
Replies: 18
Views: 12609

$5 round turn all in on pit traded - you must be a decent sized hedge fund to get a rate like that trading tens of thousands of contracts per year. My understanding is that closer to $12 rt all in is the current "retail" market. IB are currently charging $8 to $12 for pit trades and TradeStation cha...
by LeapFrog
Wed Apr 05, 2006 2:06 pm
Forum: Testing and Simulation
Topic: Slip and Commission
Replies: 23
Views: 21435

This whole slip and comish thing is always being discussed. I take an approach that most probably would not agree with. As c.f. points out above, over estimating slip means one will favor longer term trading systems. This seems to me to be throwing the baby out with the bath water. I do include Comi...
by LeapFrog
Wed Jan 25, 2006 9:18 am
Forum: Brokers
Topic: I can recommend OpenEcry.
Replies: 9
Views: 12375

The new Pats system which integrates pit markets is very interesting! Are you using that or the in house system? I tried the original j-trader some years ago and found it glitchy. Although my satellite connection could have been a part of that. I agree with you about Pats - last I looked at it was ...
by LeapFrog
Tue Jan 24, 2006 10:32 pm
Forum: Brokers
Topic: I can recommend OpenEcry.
Replies: 9
Views: 12375

Rand was started by Monroe Trout of Market Wizzards fame. Mainly, the rumer went, to clear his own business. Ecry sounds like a nice outfit, but wont do it all for me. Technically, they are an IB for Rand, which is the FCM. See this. http://invest-faq.com/articles/trade-intro-broker.html Best wishe...
by LeapFrog
Tue Jan 24, 2006 7:49 pm
Forum: Brokers
Topic: I can recommend OpenEcry.
Replies: 9
Views: 12375

I'm presuming (there I go again) they are an IB. So who really is executing the trades and sending the statements? Man? cargil? etc etc? Do they allow LME trading? How about on SOFFEX swiss bond? I think man definitely could stand a better order entry platform with time features for the hours you w...
by LeapFrog
Tue Jan 24, 2006 2:18 pm
Forum: Brokers
Topic: I can recommend OpenEcry.
Replies: 9
Views: 12375

I can recommend OpenEcry.

I've used a number of brokers in the past. These guys are the best I've used. Very good service. Their platform has an Instant Messaging feature which I like very much - saves a lot of phone calls. Their platform trades pit and electronic from the one account. Competitive rates (meaning you negotiat...
by LeapFrog
Tue Nov 08, 2005 12:30 pm
Forum: Testing and Simulation
Topic: Market System Analyzer 2.0
Replies: 0
Views: 2475

Market System Analyzer 2.0

Just want to draw member's attention to this product: http://www.adaptrade.com/ (Ususal disclaimer). There is a 30 day free trial. I like it because it is quick and easy to use. It was a simple process to get 30 years of backtesting results out of TradeStation and into MSA. Once in, there are all so...
by LeapFrog
Thu May 26, 2005 12:27 pm
Forum: Money Management
Topic: How do you handle cash drawings out of your modelling?
Replies: 4
Views: 5356

Leapfrog, If memory serves me correctly Ralph Vince published (his 1st book I believe) several variations to the risk of ruin formula that specifically dealt with various capital withdrawal regimes. If you want the formulas and don't have the book I can post them - let me know. Cheers Maybe it's ti...
by LeapFrog
Sat May 07, 2005 11:30 am
Forum: Money Management
Topic: How do you handle cash drawings out of your modelling?
Replies: 4
Views: 5356

How do you handle cash drawings out of your modelling?

(Perhaps this topic is already discussed and if so I apologize and please point me to it.) One thing I've never seen explicitly dealt with in system modelling is the outflow of cash over time to basically remunerate the trader - in other words taking money out of one's equity base for things like ta...
by LeapFrog
Sat May 22, 2004 12:51 pm
Forum: Trend Indicators and Signals
Topic: stalking the first big trend when starting out
Replies: 11
Views: 11934

Re: Truth in trading--

[quote="leonardo"]c.f.-- I know you did the right thing when you told the unvarnished truth about trading. It does take money, and/or many correctly applied trades to have a reasonable expectation at profiting from trend trading. By being forthcoming about the realities of trend trading, you can onl...