Search found 139 matches

by marriot
Fri Feb 18, 2011 10:17 am
Forum: Futures Markets
Topic: Cotton Lock Limit Day
Replies: 9
Views: 3662

My typo, it was 7%.
by marriot
Thu Feb 17, 2011 2:03 pm
Forum: Futures Markets
Topic: Cotton Lock Limit Day
Replies: 9
Views: 3662

I am a stupid chicken, i have never stopped to think on the purpose of a lock limit day.
Seem obiuovs that i can sell on a lock limit up.
by marriot
Thu Feb 17, 2011 11:39 am
Forum: Futures Markets
Topic: Cotton Lock Limit Day
Replies: 9
Views: 3662

Cotton Lock Limit Day

Et voila', first Lock Limit Day of my life on Cotton.
Broker: " Cotton is locked at 17% more then yesterday price, you can't sell at more than that price"....
So, my question:Is it always possible to trade on LLD or today is it just a special day?
Thank you
by marriot
Wed Feb 16, 2011 11:55 am
Forum: Testing and Simulation
Topic: Blending noncorrelated (or anti-correlated) equity curves
Replies: 50
Views: 30050

A lot of bad things can happen, but i would like to have this kind of "know how".
Almost sure it can help to find a more efficent blend of systems.

I hate Sluggo !

:lol:
by marriot
Tue Feb 15, 2011 3:30 am
Forum: Testing and Simulation
Topic: Don't know what to do when account < $40 million
Replies: 4
Views: 2556

Thank you Stan, really my point was discussed long time ago and lead to this: http://www.tradingblox.com/forum/viewtopic.php?t=2663&highlight=live+fast+die+young. Maybe after six years can we add differents point of view? This test has a starting account of 1.5 millions. In the first graph,whith a t...
by marriot
Mon Feb 14, 2011 1:50 pm
Forum: Testing and Simulation
Topic: Don't know what to do when account < $40 million
Replies: 4
Views: 2556

After months (years?) of tests I finally created the perfect suite. A great mix of different systems that work on a portfolio of hundreds futures. It is a long time that i gave up on find the best MAR, R3 or R Sharp, since these carry DD to unacceptable levels. The percentage of risk is now very low...
by marriot
Wed Feb 09, 2011 2:52 am
Forum: Data Providers and other non testing software
Topic: More CSI problems
Replies: 12
Views: 4044

Hi Chris,
csi version 2.10.7.111
Tokio Palladium & Tokio Platinum, rolling on open interest, generate forward, roll on second trigger are today on Dec 2011
by marriot
Sun Feb 06, 2011 9:27 am
Forum: Money Management
Topic: Estimating Future Risk…
Replies: 29
Views: 16226

Have you set Margins one by one in the futures dictionary?
by marriot
Sun Jan 23, 2011 9:21 am
Forum: Brokers
Topic: Fed Fund Point Value
Replies: 2
Views: 3064

Yes, i am surprised :o

Thank you.
by marriot
Sun Jan 23, 2011 6:44 am
Forum: Brokers
Topic: Fed Fund Point Value
Replies: 2
Views: 3064

Fed Fund Point Value

In the last statement i find 4168 usd to be the point value for FF.
Thanks
by marriot
Wed Sep 22, 2010 4:31 am
Forum: Brokers
Topic: MF Global
Replies: 6
Views: 9784

On my Mfglobal account in london i pay interest on currencies where i am down, but i get nothing on credits.
Is it the same for you?

Thank you
by marriot
Wed Sep 08, 2010 12:10 pm
Forum: Data Providers and other non testing software
Topic: csi today
Replies: 1
Views: 1703

csi today

Anybody else is getting this code error today?
I get this in the morning for yesterday files and now in the afternoon.
Thank you
by marriot
Sat Jul 24, 2010 3:12 am
Forum: Futures Markets
Topic: CSI running l a t e
Replies: 25
Views: 10295

Me too,
Last time it get working just after Mr Sluggo breakfast

Let us see. :D
by marriot
Thu Jul 01, 2010 3:06 am
Forum: Data Providers and other non testing software
Topic: cannot download Csidata this morning
Replies: 8
Views: 3822

cannot download Csidata this morning

I get ErrorCmp Daily Message.
Anyone else
by marriot
Tue Jun 08, 2010 10:54 am
Forum: Futures Markets
Topic: FTSE-ASE-20 Greece
Replies: 3
Views: 2397

Mf Global London let me trade it.
by marriot
Thu May 27, 2010 12:42 pm
Forum: Testing and Simulation
Topic: mini S&P rollover
Replies: 1
Views: 1659

Roll on second trigger will solve the problem.
by marriot
Sat May 22, 2010 4:46 am
Forum: Data Providers and other non testing software
Topic: Csidata Point values mistakes
Replies: 1
Views: 1707

Csidata Point values mistakes

Maybe is usefull write here all csidata errors. Use as a warning, i can be wrong. This is what i find till now: BFX, csi point value 20, correct value 10. BL2, csi point value 1250, correct value 50. DJE, csi report trading all months, correct months HMUZ. KFX, csi point value 10.000, correct value ...
by marriot
Sun May 16, 2010 1:40 am
Forum: Testing and Simulation
Topic: Compute risk when not holding stops
Replies: 2
Views: 1778

Compute risk when not holding stops

Someone would like to share some idea on how to track total heat in systems like "Average Crossover" if you dont want to hold/use stops?

thank you
by marriot
Sat May 15, 2010 2:45 am
Forum: Brokers
Topic: What brokerage company do you use?
Replies: 10
Views: 6896

I tried more and more time, until realized that i can't have the choice to trade from home.
If i have it, i trade too much.
Now i am happy with Mfglobal and the old stlyle telephone trading , once per day.
You know: i pay more in commissions, but i have saved more anyway.
by marriot
Fri May 14, 2010 3:10 am
Forum: Brokers
Topic: What brokerage company do you use?
Replies: 10
Views: 6896

I had wipeout 2 times small IB Brokers accounts.
Maybe it is another of my silly/begginner issue, but i liked the automatic "You are out of margin, we will close positions in few minutes".
It feel me that my account is safer,