Search found 203 matches

by rhc
Sun Aug 14, 2011 9:13 am
Forum: Testing and Simulation
Topic: Pairs trading of futures
Replies: 2
Views: 1699

Re: Pairs trading of futures

I'm looking for a system which would provide low or negative correlation to my trend following system in order to tame down the drawdowns . . . . Perhaps you might get some ideas from these 2 interesting posts; http://www.tradingblox.com/forum/viewtopic.php?t=8789&highlight=blend+system and http://...
by rhc
Tue Aug 09, 2011 4:34 pm
Forum: Data Providers and other non testing software
Topic: CSI has no SGX futures data 8/8/2011 2PM EDT, here's backup
Replies: 3
Views: 2935

I had a look at what was downloaded yesterday and it appears that SSG data for Monday 8th was included in that download. I should mention that I'm not using CSI, but that shouldn't matter since all data services get their figures from the same source . . . . CSI delayed perhaps? Anyway here is what ...
by rhc
Mon Aug 08, 2011 11:12 pm
Forum: Data Providers and other non testing software
Topic: CSI has no SGX futures data 8/8/2011 2PM EDT, here's backup
Replies: 3
Views: 2935

It’s now a few hours after the Singapore open (9th Aug.2011) & I have just downloaded yesterday’s data and can confirm that I have SGX data for the 8th Aug. 2011 Perhaps it was delayed due to the mayhem experienced on world markets yesterday. Who can know ? Of course this doesn’t help you sinc...
by rhc
Mon Aug 08, 2011 5:35 pm
Forum: Data Providers and other non testing software
Topic: CSI Futures data comparison
Replies: 6
Views: 3903

Do you use that rule for all markets? For corn that rule rolls 3 weeks prior to expiry. From what I have read they say that one should not wait too close to expiry I don't think there are any hard and fast rules on this one. Some contracts roll quite close to the last minute & others weeks before e...
by rhc
Mon Aug 08, 2011 2:05 am
Forum: Data Providers and other non testing software
Topic: CSI Futures data comparison
Replies: 6
Views: 3903

That's a mighty busy screenshot!! Since I am not a CSI UA user, I'm not familiar with how CSI UA goes about its rolling business. Perhaps someone who does can offer some tips for you. One thing that I do notice is that you have the 'Roll trigger' radio button set to 'open Int' rather than 'date'. Co...
by rhc
Sun Aug 07, 2011 10:07 am
Forum: Data Providers and other non testing software
Topic: CSI Futures data comparison
Replies: 6
Views: 3903

Re: CSI Futures data comparison

The price values for OPEN, HIGH, LOW, CLOSE are significantly different between the two files for the same date. . . . Something tells me that I do not understand the mathematics of Back Adjusting. . . . . Yes, the prices are different for the two files but the change (i.e. delta) from today’s Op...
by rhc
Thu Aug 04, 2011 9:52 am
Forum: Testing and Simulation
Topic: Newbie asks: How to trade futures with only $100K?
Replies: 48
Views: 16666

Oh, forgot to mention, here is a good bit of reading re: a practical guide to system trading ETF's
viewtopic.php?t=7065&postdays=0&postord ... ns&start=0

. . . . assuming you are interested of course.

Cheers,
by rhc
Thu Aug 04, 2011 9:43 am
Forum: Testing and Simulation
Topic: Newbie asks: How to trade futures with only $100K?
Replies: 48
Views: 16666

I was hoping to find mini or micro contracts for CATTLE, HOGS, COFFEE, SUGAR, etc. Unless I’m mistaken I don’t believe there are minis for the above-mentioned contracts. However all is not lost. From the ETF/ETN pdf summary sheet attached in an earlier post. (see above), we find that; The proxy...
by rhc
Wed Aug 03, 2011 10:03 am
Forum: Testing and Simulation
Topic: Newbie asks: How to trade futures with only $100K?
Replies: 48
Views: 16666

For the long term trend follower with a smallish account some of the full sized contacts might be out of reach due to the large risk associated with taking the trade. However, there’s nothing to stop you from trading the more affordable smaller/mini-sized contracts such as the NY energy minis, the...
by rhc
Sun Jul 31, 2011 8:35 pm
Forum: Futures Markets
Topic: miNY futures
Replies: 4
Views: 1970

Thanks for the tip Shane.
by rhc
Sun Jul 31, 2011 11:39 am
Forum: Futures Markets
Topic: miNY futures
Replies: 4
Views: 1970

miNY futures

I am finding that my trading strategy is often unable to take futures positions in the energy complex (i.e Crude, Nat Gas, Gasoline etc) because the risk to stop is too large for my account to handle. Trading the miNY energy contracts may offer a solution for me. So the question is; Do any forum mem...
by rhc
Sun Jul 31, 2011 11:03 am
Forum: Forex
Topic: What Economic data is considered during trading Forex?
Replies: 3
Views: 3675

A google search with the search phrase "which website contains the most economic data for trading forex" yields 468,000 results.
Top of the list was this link below;
http://www.forex.com/forex_economic_indicators.html

Good luck with the other 467,999 results
by rhc
Sun Jul 31, 2011 10:26 am
Forum: Forex
Topic: What Economic data is considered during trading Forex?
Replies: 3
Views: 3675

A google search with the search phrase "what Economic data should be considered during trading Forex" yields 3,870,000 results.
Top of the list was this link below;
http://www.forexfloor.com/economic-indicators.html

Good luck with the other 3,869,999 results
by rhc
Tue Jul 26, 2011 6:06 pm
Forum: Testing and Simulation
Topic: Traders, learning to write computer programs
Replies: 20
Views: 7717

I agree with Chris in that although desirable, sometimes it can be very difficult to allocate the time needed to become proficient in programming. This is especially true if you are afflicted with that debilitating condition known as 9-to-5 employment and you have other hobbies, family commitments, ...
by rhc
Mon Jul 25, 2011 9:51 pm
Forum: Futures Markets
Topic: London Sugar and London Coffee (Robusta)
Replies: 11
Views: 4497

. . . . so I decided to use the posted images as clues and Google as a detective . Wow!!, nice work Sherlock Holmes, eat yourt heart out!! This reminds me of a particular unsolicited email I once received for a particular stock pick that was touted as a 'for sure' 10 bagger. "For only $100, you can...
by rhc
Mon Jul 25, 2011 5:50 pm
Forum: Futures Markets
Topic: London Sugar and London Coffee (Robusta)
Replies: 11
Views: 4497

I don't trade these markets and I don't use CSI, but this is what I see when I open my roll editor for the 2 markets in question.
by rhc
Mon Jul 25, 2011 5:39 pm
Forum: Testing and Simulation
Topic: Teach me about trading spreads (futures)
Replies: 26
Views: 9921

sluggo wrote:I wonder whether any bloggers will be desperate enough for "new content" that they republish these ideas -- time will tell. . . . +SLUGGO+
Imitation is the sincerest form of flattery . . . . apparently
by rhc
Mon Jul 25, 2011 9:14 am
Forum: Testing and Simulation
Topic: Teach me about trading spreads (futures)
Replies: 26
Views: 9921

Chris, ‘Spread’ just means the difference between one item and another & when measured over time it’s an indication of how much something is underperforming or outperforming something else. Using the Hogs example from above; If, today, Aug. Hogs move to a new contract high and Oct. Hogs do not...
by rhc
Mon Jul 25, 2011 5:03 am
Forum: Testing and Simulation
Topic: Teach me about trading spreads (futures)
Replies: 26
Views: 9921

Chris, I have edited my post above as follows; From: For example, I took the Aug 2011 Lean Hogs contract and subtracted from it the Oct 2011 Lean hogs contract. To: For example, I took the CLOSING Prices from the Aug 2011 Lean Hogs contract and subtracted from them the CLOSING prices from the Oct 20...
by rhc
Sat Jul 23, 2011 7:02 pm
Forum: Testing and Simulation
Topic: Teach me about trading spreads (futures)
Replies: 26
Views: 9921

. . . there is no CSI price data to backtest for these . . . . You have to make your own Spread price series by subtracting one delivery month with another. I believe CSI supplies you with the individual contracts such that you can make your own back adjusted continuous futures charts. So you would...