Search found 254 matches

by Kiwi
Fri May 11, 2007 3:44 pm
Forum: Data Providers and other non testing software
Topic: Databull/Yahoo Finance EOD Historical Data
Replies: 1
Views: 3092

Yahoo data is pretty reasonable ... I don't see why you shouldn't use it for strategy development and there are free yahoo downloaders on the net to get the data for you (google yahoo downloader).
by Kiwi
Mon Oct 24, 2005 7:55 am
Forum: Stocks
Topic: Short SPYders or the SP 500 futures?
Replies: 4
Views: 5906

The only reason I could think of to use SPY rather than ES would be if your account was too small to do what you wanted. 50k might be a bit light if this is EOD with big stops. ES is liquid, has good tax treatment and good leverage. SPY is little and can be traded in a stocks only account. You could...
by Kiwi
Sun Jun 05, 2005 6:17 pm
Forum: Data Providers and other non testing software
Topic: Propane from CSI
Replies: 11
Views: 9453

Corn,

Check the raw data on those two contracts ... what does it do around the roll over time ... perhaps u could share that with us.

Also, u might email Rudy at CSI ... with that file information from here. He used to be quite responsive to issues like this.
by Kiwi
Sun Jun 05, 2005 1:35 am
Forum: Data Providers and other non testing software
Topic: Propane from CSI
Replies: 11
Views: 9453

This isn't a roll over issue and unless they've changed the contract specs for Propane its not likely to be a "split." The price is in dollars and cents per gallon but it looks like CSI quotes cents. A halving of the price of propane would be surprising. To resolve the problem force CSI to reload th...
by Kiwi
Sat May 21, 2005 2:08 am
Forum: Forex
Topic: Forex Time Frame
Replies: 6
Views: 7975

I have looked at camarillo, floor, opening price, and DeMark pivots on forex and found them to be less useful than on stocks and indexes. I think that the reason for this is that there is no consensus as to the open and close times for forex sessions. I played with US day, Globex, EST, and London ti...
by Kiwi
Sun May 15, 2005 8:13 am
Forum: Trader Psychology
Topic: trading myths.
Replies: 18
Views: 19721

A good set of "myths" and some interesting responses. I would take partial exception to one "myth" and one comment. "staring at live charts during the day is productive or will help trading. monitoring the markets is important, If it serves a Well defined, specific purpose. But, i wonder. for the va...
by Kiwi
Wed Mar 09, 2005 2:58 am
Forum: Trader Psychology
Topic: Are You Suited to Trend Following
Replies: 42
Views: 54935

No I'm not. It seems that making a nice living is more important to me than optimal betting so my bet size is a tiny fraction of my account. I do achieve the other statistics most days - and the days where I don't normally reflect poor discipline. Ultimately you would also get size effects that coul...
by Kiwi
Fri Dec 31, 2004 12:06 am
Forum: Brokers
Topic: Stop Order Acceptance
Replies: 17
Views: 14702

Or get a broker who understands that the instruction: and if filled then Sell 5 Contracts at 45.0 Stop means that a number from 1-5 contracts (depending on how many were filled) should be exited if the price trades below 45.0 If you look for my recommendations of brokers you will find two who will p...
by Kiwi
Thu Dec 16, 2004 3:01 am
Forum: Data Providers and other non testing software
Topic: Real Time charts, any advice?
Replies: 9
Views: 7977

Barli, Yes I use Ninja Trader for order entry. Seamless ... hmm ... with mytrack you use it for backfill and real time so yes. With IB + Sierramagic ... almost. You only use sierramagic if you havent got all the IB data (maybe your machine was off) so when you start you fill with scmagic and then co...
by Kiwi
Mon Dec 13, 2004 4:30 am
Forum: Testing and Simulation
Topic: Cointegration vs correlation
Replies: 4
Views: 4591

Do a google on cointegration and financial.

A definition can be found at http://economics.about.com/library/glos ... ration.htm and I would reproduce it if I understood it. :lol:
by Kiwi
Sat Dec 11, 2004 1:27 am
Forum: Data Providers and other non testing software
Topic: Real Time charts, any advice?
Replies: 9
Views: 7977

Best deals in the world (imho) for electronic exchanges: Interactive Brokers (free US if u do $30 commissions) with SierraChart ($8 per month). This doesnt have backfill so use SCMagic if you need backfill (about $10E per month). Interactive Brokers with Ensign (backfill) for $40 per month (better c...
by Kiwi
Mon Nov 01, 2004 5:14 pm
Forum: Forex
Topic: FOREX vrs. Stocks
Replies: 13
Views: 17128

Intraday forex data comes from gft.
Intraday futures data comes from Interactive Brokers.

Futures are similar to Forex. Basically should be the same with allowance for the interest rate built into futures and a little more volatile because they are thinner so a thrust will push them harder.
by Kiwi
Sat Oct 30, 2004 11:01 pm
Forum: Trader Psychology
Topic: Are You Suited to Trend Following
Replies: 42
Views: 54935

George, Yes, agreed, any issues will be magnified by the short time frame of day trading. Decisions are much hotter and more emotional ... hence the opportunity to work on oneself. I just like to defend day trading from time to time because it has great potential as well as great difficulties. To il...
by Kiwi
Fri Oct 29, 2004 6:46 pm
Forum: Trader Psychology
Topic: Are You Suited to Trend Following
Replies: 42
Views: 54935

It is refreshing to challenge cherished opinions & beliefs and is why I enjoy reading and participating in this forum. Interestingly for years I had a bias for the long term. As I suspect did George. Some find reality and frequently in an unexpected place. On the incidence per unit time of interven...
by Kiwi
Fri Oct 29, 2004 10:54 am
Forum: Trader Psychology
Topic: Are You Suited to Trend Following
Replies: 42
Views: 54935

George is far closer to the truth in my opinion Tom. Note his statement about liquidity and the lack of any assumption about compounding forever. Optimal F and such like very rarely enter into the effective day traders thinking and usually only enter a system traders thinking a little while before t...
by Kiwi
Thu Oct 28, 2004 6:54 pm
Forum: Trader Psychology
Topic: Are You Suited to Trend Following
Replies: 42
Views: 54935

George, I am responding because I think you are maligning day traders by comparing us with gunslingers. I will have you know that I never bet more than 4.5% on any position 8) More seriously. How would you like to be able to make 2% of your equity most days and almost never have a losing day. With b...
by Kiwi
Tue Oct 26, 2004 5:59 pm
Forum: Futures Markets
Topic: A swan strikes
Replies: 15
Views: 10709

I particularly like c.f.'s and Leonardo's replies. On a discretionary basis I trade news events buying retracements in the news with tight stops on a very short timeframe so I see much value in c.f.'s stop and seek best exit strategy. I buy as he exits and sell not to long afterwards. Whether c.f.'s...
by Kiwi
Sun Oct 17, 2004 6:39 pm
Forum: Testing and Simulation
Topic: add counter-trend part to a trend following system?
Replies: 4
Views: 3971

My own belief is that your development questions might look like this: - what moves does a countertrend system have to catch to smooth your equity? - having such a system will stand on its own two feet (be profitable)? - look at a non-curvefit combined equity curve. Only if a system could do both th...
by Kiwi
Sat Oct 02, 2004 10:57 pm
Forum: Data Providers and other non testing software
Topic: John Hill and backadjusting
Replies: 7
Views: 5757

The proportional approach (multiplicative) was promoted by Stridsmann in his book because it does two good things. 1st, as vegas pointed out, it prevents the data from going negative (look at crude oil with conventional back adjusting) and 2nd it keeps the proportions correct. What I mean by that is...