Search found 63 matches

by Asamat
Sat Mar 07, 2009 9:19 am
Forum: Data Providers and other non testing software
Topic: CSI Download Problems UA 2.9.3
Replies: 18
Views: 8271

I download daily, sometimes twice. No problems, nothing noteworthy within the last days.

My version is 2.10.6.54, however.
by Asamat
Mon Feb 16, 2009 7:39 am
Forum: Money Management
Topic: Drawdown Reduction Threshold:
Replies: 18
Views: 10476

Hi Roscoe,

nice curves indeed. Surely you did inquire into the nature of those two bumps at 70 an 85, didn't you? Can you relate any possible findings? Maybe additional markets being accessible?

Regards,
Asamat
by Asamat
Mon Feb 16, 2009 5:49 am
Forum: Testing and Simulation
Topic: Expanding data set & counter-trend
Replies: 3
Views: 1884

Hi Steve, welcome to the club. From what you write it seems you are one a good way and have come to the right place. My comment to your first question: What you write sounds OK to me (the splicing and the shifting to avoid negative prices). Be aware, when using shifted and spliced data, you need to ...
by Asamat
Wed Feb 11, 2009 3:30 pm
Forum: Futures Markets
Topic: Not quite liquid enough: NI , VX
Replies: 8
Views: 5646

Thanks for sharing your experience.
Asamat
by Asamat
Mon Jan 26, 2009 3:54 pm
Forum: Futures Markets
Topic: CSI - update Exchanges
Replies: 1
Views: 2014

Good idea, I'll contact them as well. I agree totally.
by Asamat
Mon Jan 19, 2009 9:00 am
Forum: Testing and Simulation
Topic: CSI and number of markets
Replies: 5
Views: 2642

Thanks for your answers, I got the picture. This is indeed really as CSI describes on its site; I just didn't believe it.

Thanks again,
Asamat
by Asamat
Sun Jan 18, 2009 7:45 am
Forum: Testing and Simulation
Topic: CSI and number of markets
Replies: 5
Views: 2642

CSI and number of markets

Hi roundtable members, so far I used a rather arbitrary portfolio of about 50 markets, and am currently in the process of systematically expanding it. I stumbled across the strange 69 cap of CSI. I'd be interested in your experience with CSIs "number of market in parallel use" cap at 69 for private ...
by Asamat
Sat Dec 13, 2008 11:52 am
Forum: Testing and Simulation
Topic: Interesting Equity Curve
Replies: 9
Views: 5132

Hi levijean, this is a frightning demonstration (if indeed not curve fitted). Thanks for showing us. My 2 cent: a) Actually you are still within the parameters of your backtest. You wrote: "Monte Carlo 95% DD of 15%", so the current 20% don't seem incompatible with that. Of course look and feel of t...
by Asamat
Tue Dec 09, 2008 2:07 pm
Forum: Trend Indicators and Signals
Topic: Trend Strength
Replies: 9
Views: 16890

Hi, I stumbled across the investigation mentioned above (Indicator: Trend StdDev) and could not understand the following point of the calculation. Does anybody have an explanation? The formula calculates 10 relative price changes between today and 10 bars a number of days ago. "A number of days" is ...
by Asamat
Sun Oct 05, 2008 7:47 am
Forum: Futures Markets
Topic: too much bad news no 87 scenario yet
Replies: 26
Views: 15108

its not done yet... I agree, more is to come. ... it seems that we are in the final stages of this decline ... What makes you think that? Usually, as long as people believe or hope it'll soon get better, it's not over. It only get's better, when none are left with optimism. Then they ring the bell ...
by Asamat
Thu Aug 21, 2008 4:30 pm
Forum: Futures Markets
Topic: For those who trade foreign futures...
Replies: 12
Views: 6426

Re: For those who trade foreign futures...

I have two thoughts to add: Do you consider exchange rate fluctuations when making trading decisions? a) It depends on the idea behind a trading method. The idea behind a price breakout ... say rubber breaks out. ... is you want to see a price movement of the instrument so strong, that you may take ...
by Asamat
Sat Aug 16, 2008 12:40 pm
Forum: Data Providers and other non testing software
Topic: CSI Default screen?
Replies: 11
Views: 6748

My UA version 2.9.3 Build 6 shows exactly the behaviour LeapFrog describes. It runs on XP; UA has its own folder, not in the program directory. After sluggo's finding what remains missing is the trigger why UA sometimes saves/overwrites the PortfolioPanel settings and sometimes not. Despite playing ...
by Asamat
Thu May 22, 2008 12:12 pm
Forum: Trader Psychology
Topic: Trusting your system
Replies: 24
Views: 23152

On the third hand, it is valuable to have a cause as assurance that the coincidence will not simply cease to make money.
by Asamat
Tue May 20, 2008 2:47 pm
Forum: Testing and Simulation
Topic: Conceptualizing ideal bet size
Replies: 4
Views: 3435

Hi Dallas, > Wondering if anyone can explain apparently wide fluctuations in test results ... > ... know the win/loss ratios ... It's not a simple ratio, independent of anything, but rather a distribution in a high-dimensional parameter space. You mention some of the parameters yourself in the rest ...
by Asamat
Tue May 20, 2008 1:52 pm
Forum: Testing and Simulation
Topic: Classification by trend and volatility
Replies: 2
Views: 2739

Hi Jokerman, your indication in the end about relative vola was what I thought during reading: I would normalize each market to itself before comparing across markets. For example, get the short term vola distribution for each day in the last n years, derive a standard deviation from that, and expre...
by Asamat
Fri Apr 18, 2008 6:25 am
Forum: Testing and Simulation
Topic: Correlation vs. Correlationlog
Replies: 7
Views: 4284

The reason a logarithm appears in many of the more theoretically motivated trading related formulas is: that way you automatically deal with relative price changes (percentage changes) instead of absolute price changes. Let's make an example: Imagine a price going from 10 to 11. Several years later ...
by Asamat
Sun Feb 17, 2008 6:54 am
Forum: Money Management
Topic: An example of compound growth (Exponential)
Replies: 4
Views: 6195

I think it is Ed Seykota who is fond of pointing out the advantages of having invested $1 at a compound rate of interest at the birth date of Christ over 2000 years ago. Even though it's clear that this is a mental picture to show the power of compound interest and therefore practical problems are ...
by Asamat
Sun Jun 24, 2007 6:32 am
Forum: Data Providers and other non testing software
Topic: CSI data issues with bund, schatz and bobl
Replies: 5
Views: 5353

Indeed interesting.
Thanks for sharing your analysis.

Regards,
Robert
by Asamat
Sat Nov 25, 2006 5:43 pm
Forum: Data Providers and other non testing software
Topic: Question about CSI data resp. UA software usage
Replies: 4
Views: 5286

Sluggo, thanks for your answer and I bow deep to you and your nose smelling correctly my mistake. It turned our there are two of the futures I'm looking for (CSI# 529 and 530), and unfortunately in the UA software as well as in their factsheet the descriptions are not very helpful: 529 Index-DJ STOX...
by Asamat
Thu Nov 09, 2006 3:07 pm
Forum: Data Providers and other non testing software
Topic: Question about CSI data resp. UA software usage
Replies: 4
Views: 5286

Hi PaulZ,

thanks for the answer. I already looked at that, however. Everything is unchecked in both places.

Regards,
Robert