Search found 154 matches

by LeapFrog
Thu Aug 14, 2008 10:49 pm
Forum: Data Providers and other non testing software
Topic: CSI Default screen?
Replies: 11
Views: 6798

I knew it - there is favoritism among vendor's customers - Sluggo has a specially buffed "preferred" copy of 2.9.3. Bet in my case they read those skeptical comments of mine about CSI on this forum and gave me the poor man's version of the software...I'll have to serve penance for a bit longer.
by LeapFrog
Thu Aug 14, 2008 8:14 pm
Forum: Data Providers and other non testing software
Topic: CSI Default screen?
Replies: 11
Views: 6798

CSI Default screen?

I'll bet someone knows a workaround for this... Every time I open CSI UA I get the funny squashed up screen image below...I have to rearrange it every time...damn annoying. A call to Tech Support resulted in them saying they would add a "feature" to remember the previous screen layout on exiting. Is...
by LeapFrog
Thu Aug 14, 2008 10:33 am
Forum: Futures Markets
Topic: Storied Cotton - WSJ article
Replies: 19
Views: 10990

I was thinking more about the copyright issue - but I see you're more fearless than me :) - thank U!
by LeapFrog
Thu Aug 14, 2008 8:44 am
Forum: Futures Markets
Topic: Storied Cotton - WSJ article
Replies: 19
Views: 10990

Storied Cotton - WSJ article

If you haven't read it yet, grab a copy of the WSJ for Wed, 8/13/08 and read the front page article about the cotton market...very interesting...especially the setting of margin requirements based on the "synthetic futures" price that was traded in the options market. That price was 4 times higher t...
by LeapFrog
Wed Aug 13, 2008 9:29 am
Forum: Testing and Simulation
Topic: Investigating CSI rolling methods
Replies: 5
Views: 5044

Wow! What an excellent first post es175. A lot of fiddly work to run that experiment - thank you very much for sharing. Taking the Pinnacle roll schedule and the "best of" of your other schedules, I ran a binary test on a very short term system (av. 3 days) and a short term system (av. 40 days). Ver...
by LeapFrog
Tue Jul 08, 2008 7:54 pm
Forum: Testing and Simulation
Topic: Margin To Equity Ratio - useful or not!???
Replies: 29
Views: 21802

I thought Dean's remarks made a lot of sense and am glad to see him posting here again. He is talking about evaluating public funds which disclose very little when it comes to their risk adjusted returns. For the individual trader, I believe, things are quite different. We can use any number of ways...
by LeapFrog
Thu Jun 19, 2008 1:01 pm
Forum: Market Psychology
Topic: Will you survive?
Replies: 17
Views: 17620

Barly, neither of the issues you raise are problems for me - sorry if they cause you to give up on short term trading systems.
by LeapFrog
Tue Jun 10, 2008 1:04 pm
Forum: Market Psychology
Topic: Will you survive?
Replies: 17
Views: 17620

so, with all these backtests with jaw-dropping returns year after year, how many of us here have $1 billion already? A little off topic there Levijean - Eric suggested that VLTTFS are the way to go but subsequent posts suggest that ain't necessarily so. I think I would point to RenTech as a "best i...
by LeapFrog
Tue Jun 10, 2008 9:53 am
Forum: Market Psychology
Topic: Will you survive?
Replies: 17
Views: 17620

The trend followers who haven't thrived recently appear to be those with a short to medium term focus, and with a tendency to trade both the short side and long. RenTech (and some others) might disagree with you about that. Here is an example of one of the systems I trade which qualifies I think as...
by LeapFrog
Wed May 28, 2008 10:08 am
Forum: Testing and Simulation
Topic: Question for those who trade what they test...
Replies: 4
Views: 3364

Re: Question for those who trade what they test...

...real results of 50% of test CAGR and 2 x test DD. Golly I hope not - that would be a shocking result and show very poor backtesting work, IMHO. I beat my systems, by a decent margin when they are in drawdown and about equal when they are wining. Each and everyday I compare my actual trades to sy...
by LeapFrog
Fri May 09, 2008 9:32 am
Forum: Data Providers and other non testing software
Topic: Setting up Pinnacle Futures Data to work with TradingBlox
Replies: 6
Views: 9632

How to Use the "Deep History" files.

Here is one last tip - let's say it is for advanced users. Pinnacle offers various subscription levels. If you just want a set of backadjusted futures the way Pinnacle back adjusts things - all you need is their "Light History" - it is pretty good IMHO. I also subscribe to their "Deep History" which...
by LeapFrog
Thu May 08, 2008 10:10 am
Forum: Data Providers and other non testing software
Topic: Setting up Pinnacle Futures Data to work with TradingBlox
Replies: 6
Views: 9632

Pinnacle Data, Interest Earned and non-US Instruments

Thought I should add a note here about the tricky business of what to do about interest earned on trading funds and how to correctly account for non-US instruments (or more accurately, instruments denominated in currencies other than your chosen base currency). Don't be confused by the "Risk Free Ra...
by LeapFrog
Wed May 07, 2008 3:46 pm
Forum: Data Providers and other non testing software
Topic: Setting up Pinnacle Futures Data to work with TradingBlox
Replies: 6
Views: 9632

Setting up Pinnacle Futures Data to work with TradingBlox

For those new to TB who have, or wish to subscribe to, Pinnacle Data (Futures), here is a summary of what I did to make it work. I chose only to use the ascii format in Pinnacle, but the procedure should be the same/similar for Metastock. If you have followed the default setup procedure for acquirin...
by LeapFrog
Fri Apr 18, 2008 7:39 am
Forum: Testing and Simulation
Topic: Margin To Equity Ratio - useful or not!???
Replies: 29
Views: 21802

You could do all the calculations off-line (i.e. using software other than Blox) and store your calculated-from-volatility PseudoMargin numbers in files. What Blox's esteemed competitor "M" calls companion files . This way your Blox systems don't have to do all those messy calculations, so your sys...
by LeapFrog
Fri Apr 18, 2008 7:09 am
Forum: Futures Markets
Topic: Nice trend in Rice
Replies: 14
Views: 8270

It is a fairly thin market. Would take a brave soul indeed to go long on RR at this stage. Despite worldwide hunger strikes, evaporating world water supplies and less arable lands being used for Rice (because of the biofuels craze), I think RR will make an awesome Short fairly soon. Just my 2 cents.
by LeapFrog
Wed Apr 16, 2008 1:32 pm
Forum: Testing and Simulation
Topic: Margin To Equity Ratio - useful or not!???
Replies: 29
Views: 21802

Done. Voila. Yes, I know the exchanges dream up the margin numbers based on their feelings about volatility - so your suggestion makes sense. It would be tricky to get to the Voila stage, at least for me, but maybe worth a go. I imagine I would need to build it in the Risk Manager and have the marg...
by LeapFrog
Wed Apr 16, 2008 9:38 am
Forum: Testing and Simulation
Topic: Margin To Equity Ratio - useful or not!???
Replies: 29
Views: 21802

Thought I would try running this little chestnut up the flag pole again to see if anyone else is in a saluting mood. Since about early last Fall, I've seen around a doubling of margins from my brokers - understandable given the volatility, etc. From the above thread and other comments, I seem to tak...
by LeapFrog
Fri Apr 11, 2008 6:57 am
Forum: Testing and Simulation
Topic: What to make of this chart?
Replies: 19
Views: 9055

Re: Look at the whole chart, not just the recent months

It seems to me that this would be a very difficult system to trade from a psychological standpoint, due to what I perceive to be extreme volatility. For some, maybe not for others. Here is a pic of the results of a well regarded, long term hedge fund. You can add back the 20% fee taken off the top,...
by LeapFrog
Tue Apr 01, 2008 4:44 pm
Forum: Futures Markets
Topic: Black Swan? Pink Hippo? Falling Bund?
Replies: 2
Views: 3415

That really stinks! I've seen these kind of stop runs more and more lately. So far I've been lucky to have missed those bullets - but it is only a matter of time.
by LeapFrog
Fri Mar 14, 2008 1:55 pm
Forum: Testing and Simulation
Topic: Roll timing and order generation with CSI
Replies: 8
Views: 3993

Re: Roll timing and order generation with CSI

Say my roll date is fixed at 03-13-08 for the hogsters market. On 03-12-08 CSI pops up a box informing me that my contract will roll tomorrow. However, the data is output with the current contract tonight. Tomorrow, the 13th, a large move occurs which would have triggered an order in the new month,...