Search found 154 matches

by LeapFrog
Thu Feb 11, 2010 2:35 pm
Forum: Testing and Simulation
Topic: Any profitable users of TB?
Replies: 18
Views: 8092

Do people find that the strategies that they develop and test with this s/w transition well to real trading? Ah! Maybe this is an easier question to answer - or maybe not. I would answer: yes. Does that help? If you're also asking if TB realistically represents the real world, I would say it does a...
by LeapFrog
Sun Jan 10, 2010 2:21 pm
Forum: Trader Psychology
Topic: The more I use Trading Blox the less I want to trade!
Replies: 11
Views: 10777

Beware the traders that consider themeselves "Elite"...
by LeapFrog
Tue Dec 22, 2009 8:30 pm
Forum: Market Psychology
Topic: Trader Resolutions
Replies: 7
Views: 6808

#14 Remember to keep office door closed so cat can not walk on keyboard thus causing random trades in various markets. So far over the past year, he's up handsomely. But I fear the long term consequences! :wink: I completely sympathize Redrock. What is really demoralizing is when my cat's CAGR was ...
by LeapFrog
Tue Dec 22, 2009 1:19 pm
Forum: Market Psychology
Topic: Trader Resolutions
Replies: 7
Views: 6808

Regarding number 10, he probably meant he would never commit more than 20% of captial to a single stock, which he may have a stop at 10% of the position's value (or 5%, or whatever)? which translate to a 2% or 1% position size and is thus not a quick way to the poor house. Probably right - as a fut...
by LeapFrog
Tue Dec 22, 2009 11:32 am
Forum: Market Psychology
Topic: Trader Resolutions
Replies: 7
Views: 6808

Don't know Mr. Hirschorn - his Lucky 13 huh? I've heard apple pie tastes good to - maybe his 13 resolutions (aren't they supposed to be made a little over a week from now?) can be summarized as "be professional" with the exception of #10 which sounds like a quick way to the poor house. If you like t...
by LeapFrog
Thu Dec 10, 2009 9:37 am
Forum: Data Providers and other non testing software
Topic: Comparing price data between CSI, Pinnacle and TradeStation
Replies: 3
Views: 2716

Comparing price data between CSI, Pinnacle and TradeStation

I currently source 3 different data feeds for many of my tradables - CSI, Pinnacle and TradeStation. These are not necessarily "independent" data since the raw data should more or less be coming from the exchanges. It is how each one of them screw up the data after they get it that gets interesting....
by LeapFrog
Mon Nov 30, 2009 10:14 am
Forum: Trader Psychology
Topic: Profiles and Motivations of Habitual Commodity Speculators
Replies: 3
Views: 4329

Interesting old article indeed. Confirms a lot of the folklore about the profile of the typical retail trader, i.e. the great majority lose, lots of middle age "professionals" trading part time (like doctors), not using stops, trading for "recreational utility" (or gambling), under capitalized tradi...
by LeapFrog
Wed Sep 30, 2009 9:01 am
Forum: Data Providers and other non testing software
Topic: ND
Replies: 1
Views: 1855

Thanks for this info Pffff.

Does CSI provide this type of information as a flash up screen somehow and I just don't have that check box activated? I'm used to Pinnacle Data who do tell clients when historical data is altered/changed/updated.

CSI does not seem to do this.
by LeapFrog
Fri Sep 25, 2009 10:42 am
Forum: Testing and Simulation
Topic: STIRS Roll in CSI
Replies: 11
Views: 8141

As long as we're revealing our high tech trading environments, here's a pic of my workstation...
by LeapFrog
Mon Aug 24, 2009 1:02 pm
Forum: Data Providers and other non testing software
Topic: CSI 2.10.7.99 - resets rollover months upon closing...
Replies: 5
Views: 3402

The fix for this just came out. Go to the CSI Support Blox and look for NEWEST BUILD v2.10.7.9x and download and install.

Version will be v2.10.7.100
by LeapFrog
Fri Aug 21, 2009 12:39 pm
Forum: Data Providers and other non testing software
Topic: CSI 2.10.7.99 - resets rollover months upon closing...
Replies: 5
Views: 3402

I see that line of code in that machine language file you referred to - it looks like this: "IAIAIAIAIAIIIA" ValidMonths and there appears to be a unique record for each instrument in the portfolio. What a mess. Is there a way to "downgrade" this pesky latest version I have to what I presume is your...
by LeapFrog
Fri Aug 21, 2009 10:17 am
Forum: Data Providers and other non testing software
Topic: CSI 2.10.7.99 - resets rollover months upon closing...
Replies: 5
Views: 3402

I continue to experience problems with this bug and CSI are yet to address the issue. I was looking for a way to view all my custom selected rollover months out of CSI but there appears no way to do this other than choosing each file and viewing the file properties "Contract Months To Include". Ther...
by LeapFrog
Wed Aug 19, 2009 1:16 pm
Forum: Data Providers and other non testing software
Topic: CSI 2.10.7.99 - resets rollover months upon closing...
Replies: 5
Views: 3402

CSI 2.10.7.99 - resets rollover months upon closing...

FYI... When using fixed date rollovers in this version (the latest one), if you use custom rollover months (like I do in some cases), when closing the edit screen after customizing, CSI throws back in the default settings for rollover months. You can just see them flash on the screen before the wind...
by LeapFrog
Fri Jul 17, 2009 1:49 pm
Forum: Testing and Simulation
Topic: Is the built-in Donchian system too good to be true?
Replies: 24
Views: 11920

That is way too cerebral of you Asamat. I think what he meant was...

How to be a successful trader:

Make money.
by LeapFrog
Thu Jul 09, 2009 10:35 am
Forum: Testing and Simulation
Topic: Is the built-in Donchian system too good to be true?
Replies: 24
Views: 11920

The Holy Grail System

Here is what a holy grail system looks like. I believe B. Madoff offered something like it but that didn't work out too well in the long run.
by LeapFrog
Sun Jun 21, 2009 9:39 am
Forum: Testing and Simulation
Topic: Margin To Equity Ratio - useful or not!???
Replies: 29
Views: 21795

For most traders, at least on this forum, this is a non-issue since LTTF systems tend to use low margin to equity levels. I like to do the opposite of this. Could you expound on this a little? I've noticed in my testing that to generate a CAGR over 30% I have to use a margin-equity ratio that is at...
by LeapFrog
Thu Jun 18, 2009 9:28 am
Forum: Testing and Simulation
Topic: Margin To Equity Ratio - useful or not!???
Replies: 29
Views: 21795

If anyone has any ideas/suggestions/leads???? How about using historical volatility x pointvalue x YourMultiplier? best regards, as ever Yes, that seems to be the best proxy on offer - my analysis of that shows the results do not correlate well with reality, making the exercise somewhat academic. T...
by LeapFrog
Wed Jun 17, 2009 7:38 pm
Forum: Testing and Simulation
Topic: Cats out of the BAG LTTF VS SWINGING
Replies: 34
Views: 30887

Re: Swing systems

I am looking at running a swing system and a LTTF, or perhaps molding the 2 into one! Anyone have any suggestions for swing systems, books, resources etc? I see earlier in this thread Ted Annemann (are you still around Ted?) says '...there are tons of truly excellent trading systems that only place...
by LeapFrog
Wed Jun 17, 2009 7:27 pm
Forum: Testing and Simulation
Topic: Margin To Equity Ratio - useful or not!???
Replies: 29
Views: 21795

I'll report back with the effects if it works out. I expect it should actually improve my historical back testing results because as of now, I use the most current margin rates which are high by historical standards and thus penalize my results by excluding trades which would not otherwise be exclu...
by LeapFrog
Fri Jun 12, 2009 3:57 pm
Forum: Data Providers and other non testing software
Topic: CSI UA 2.10.7
Replies: 6
Views: 3428

Ignorance is bliss I guess...I've been using 2.10.7.x from the get go and have had hardly any problems. Currently on version 2.10.7.9 and it seems rock solid to me.