Search found 166 matches

by kianti
Fri Nov 12, 2010 11:50 am
Forum: Testing and Simulation
Topic: LME Lead prices
Replies: 15
Views: 6636

I think the Bollinger Breakout system that ships with Trading Blox software, only uses the Close price. It pays no attention to the Open, High, or Low price. The BBO system demonstrates that it is possible to trade using only the Close price....... . ..and not using stops. If you entered long on 21...
by kianti
Fri Nov 12, 2010 11:33 am
Forum: Custom C++ or Java Platforms
Topic: What's your favorite programming platform?
Replies: 15
Views: 25610

LeviF wrote:I use logmein.com and can use any computer on the web to do so. Its free....
Thanks, just what I'll need.
LogMeIn wrote: Wake on LAN. Wake a remote computer that is sleeping, or turn on one that is off, right from your web browser. Lets you save energy and still service or access your remote computers.
by kianti
Fri Nov 12, 2010 9:12 am
Forum: Custom C++ or Java Platforms
Topic: What's your favorite programming platform?
Replies: 15
Views: 25610

sluggo wrote:To download prices ....
Let's say I have CSI data and I'm travelling. As far as I know you can only use one PC to download. What would you suggest as a set up to get CSI data while I'm travelling on a laptop?

Best regards, as ever
by kianti
Fri Nov 12, 2010 9:04 am
Forum: Testing and Simulation
Topic: LME Lead prices
Replies: 15
Views: 6636

I was given CSI LME-Zinc USD 90f fw prices and compared with CQG prices for the last 30 days. Just closes match :shock: :!: :?: :!: :shock:
by kianti
Tue Oct 26, 2010 11:02 am
Forum: Testing and Simulation
Topic: LME Lead prices
Replies: 15
Views: 6636

One way to think about mechanical systems trading the LME metals forward contracts, is to lump them in with other "weird" futures markets that are also very difficult to simulate precisely... I did trade Lead and below is what I got from my statements. It looks like you can use CSI LME price series...
by kianti
Thu Oct 21, 2010 12:55 pm
Forum: Testing and Simulation
Topic: Stop-Loss on entry date
Replies: 1
Views: 1423

Stop-Loss on entry date

I'm testing Trading Blox and I have a few days to end of trial. No need to say I'm very happy so far and it looks like I'll have to break my piggy-bank :D :lol: :D I managed to write some code and I'm aware that it takes time to become fluent. I wrote for stops: stopPrice = instrument.unitEntryFill[...
by kianti
Fri Oct 15, 2010 4:13 am
Forum: Testing and Simulation
Topic: Continuous Data Building Software
Replies: 19
Views: 7821

But who shall lead us? Brother AFJ is a sage-like figure, while Brother Sluggo speaks oft times in parables. Perhaps you Brother Kianti? Or the venerable Brother RedRock? We will need a secret greeting, perhaps where we each lie down and roll over (rolling ever to the right of course)? No-one would...
by kianti
Fri Oct 15, 2010 2:20 am
Forum: Testing and Simulation
Topic: Continuous Data Building Software
Replies: 19
Views: 7821

.....I was hoping for something that doesn't require face paint and a trance state to operate..... No need to stay 70 years without eating :D :lol: :D But perhaps we can start a Roll-over Tribe on this forum; we have illuminated :idea: :idea: :idea: members and we can get some programming skills on...
by kianti
Fri Oct 08, 2010 4:04 pm
Forum: Testing and Simulation
Topic: Profit Target exits improve this system's performance
Replies: 63
Views: 30576

sluggo wrote: ...Eureka!
by kianti
Fri Oct 01, 2010 3:09 am
Forum: Futures Markets
Topic: Suspicious data
Replies: 51
Views: 27182

Also on CQG
by kianti
Tue Sep 14, 2010 5:12 pm
Forum: Testing and Simulation
Topic: Options Testing/Trading Software
Replies: 5
Views: 2189

7432 wrote: I think the back office guys get 2 ticks....
:shock: :shock: :shock: Who's in charge of the back office? Jerome Kerviel ??? :lol: :lol: :lol:

I am not familiar with NYMEX rules, but I have a feeling that is not the way futures market are regulated.

Best regards, as ever
by kianti
Tue Sep 14, 2010 10:44 am
Forum: Testing and Simulation
Topic: Options Testing/Trading Software
Replies: 5
Views: 2189

Re: Options Testing/Trading Software

Sandwalk3r wrote:Do any of you have recommendations on software that would help provide useful backtesting?....
I have the feeling that the problem is not the backtesting software but the data. Are you familiar with the concept of volatility 'skew'?

Best regards, as ever
by kianti
Tue Sep 14, 2010 10:38 am
Forum: Testing and Simulation
Topic: Options Testing/Trading Software
Replies: 5
Views: 2189

7432 wrote:that is a huge problem since all you can see is the market maker's electronic bid/ask. you might be willing to sell a spread at 34 while some customer is bidding 36
Are you sure about that??? :shock: :shock: :shock:

best regards, as ever
by kianti
Fri Aug 06, 2010 1:17 pm
Forum: Testing and Simulation
Topic: LME Lead prices
Replies: 15
Views: 6636

LME - Quote is for 3 month fwd, not for YOUR POSITION ...... I bought 1 lot of Lead on my dummy trading account, below there's what I see on my dummy account. I can't see anything wrong in using a future-style multiplier. I guess I'll have to wait tomorrow morning to see how the contract has been a...
by kianti
Fri Aug 06, 2010 1:07 pm
Forum: Testing and Simulation
Topic: LME Lead prices
Replies: 15
Views: 6636

Sluggo, thanks for your reply.... One way to think about mechanical systems trading the LME metals forward contracts, is to lump them in with other "weird" futures markets that are also very difficult to simulate precisely..... I did check the links, but this time your answer is a little bit too eso...
by kianti
Fri Aug 06, 2010 9:04 am
Forum: Testing and Simulation
Topic: LME Lead prices
Replies: 15
Views: 6636

by kianti
Fri Aug 06, 2010 8:54 am
Forum: Testing and Simulation
Topic: Trading LME
Replies: 3
Views: 2281

I'm scanning my PC and I've found a couple of things about LME.
Discount Factors for LME and an old Excel sheet I made with Aluminium prices.
by kianti
Fri Aug 06, 2010 8:36 am
Forum: Testing and Simulation
Topic: LME Lead prices
Replies: 15
Views: 6636

LeviF wrote:Search for some relatively recent posts about the LME from Eric Crittenden.
Thanks Eric, I'll serch again for LME posts ..... and hopefully the master S will come to rescue.
by kianti
Fri Aug 06, 2010 8:34 am
Forum: Testing and Simulation
Topic: Trading LME
Replies: 3
Views: 2281

Kianti It i smy understanding - and I may be wrong that if you did that you would have a position still running - 5 vrs 12 November - so when you close the position out you will need to close it against the 5th Novemeber It is also my understanding of why trading LME is a tough one because BLOX wil...