Search found 143 matches

by Roscoe
Tue Nov 07, 2006 6:02 pm
Forum: Testing and Simulation
Topic: New All-Time Record Volume
Replies: 3
Views: 3010

I voted 4: It is most likely just an aberration that means nothing. Who gives a damn so long as there is an acceptable degree of liquidity over time?
by Roscoe
Wed Nov 01, 2006 7:11 pm
Forum: Custom C++ or Java Platforms
Topic: CQG & C++/VB
Replies: 2
Views: 4632

Hi AFJ. I am still looking for code that will allow me to do my own rollovers - my reasoning is that having my own software will mean that I can take contract data from any source and process it as I want.
by Roscoe
Sun Oct 08, 2006 12:55 am
Forum: Brokers
Topic: Synthesis Bank?
Replies: 5
Views: 7303

What are you trying to do? Calyon and Fimat have excellent coverage in Europe. IB has good coverage and dirt cheap executions. ec Hi ecritt . I'm trying to find a broker with the following: 1. An order platform that is intuitive to use and does not confuse the heck out of me (which IB's does) and w...
by Roscoe
Fri Oct 06, 2006 8:09 am
Forum: Brokers
Topic: Synthesis Bank?
Replies: 5
Views: 7303

Thanks for that Old European, they do have a sort of 'bucket shop' feel to them but I can't put my finger on it.

Is there anyone in Europe that you would care to recommend?
by Roscoe
Thu Oct 05, 2006 5:30 pm
Forum: Brokers
Topic: Synthesis Bank?
Replies: 5
Views: 7303

Synthesis Bank?

www.synthesisbank.com Does anyone here know anything about this broker? They have what looks like quite a decent trading platform and their fees are OK (~$6 round turn for futures). Perhaps some of our European members may know of them? Thanks in advance.
by Roscoe
Tue Oct 03, 2006 8:49 pm
Forum: Testing and Simulation
Topic: Historical Back Adjusted data vs Non Back Adjusted data
Replies: 2
Views: 2330

Visual inspection means less than nothing. Test both and you will have your answer.
by Roscoe
Tue Sep 12, 2006 6:34 pm
Forum: Data Providers and other non testing software
Topic: Data Manager Software?
Replies: 4
Views: 4887

Thanks wojo , I will dig into this and report back. Thanks ecritt , I would love to use their DataManager package but Dmaxx will not split it out of the suite and I understand that the cost is very high and the package is 'lease only'. MarketQA looks interesting though. Essentially I am looking for ...
by Roscoe
Sun Aug 27, 2006 4:18 am
Forum: Data Providers and other non testing software
Topic: CSI vs Pinnacle data ?
Replies: 26
Views: 20548

Hi BARLI, Pinnacle is straightforward to use, covers most markets, is very well priced and is very stable. Good support too. CSI has a zillion markets and an interface that would confuse your average genius plus it is somewhat more expensive. Can be less than ideal in the support stakes I hear. I ha...
by Roscoe
Sat Jul 22, 2006 4:31 am
Forum: Trader Psychology
Topic: Trusting your system
Replies: 24
Views: 23150

Re: Trusting your system

mathi wrote:It might have worked historically but nothing tells you it will work in the future...
Nothing (that I have found anyway) will tell you that anything will work in the future...
by Roscoe
Mon Jul 17, 2006 5:18 am
Forum: Testing Software
Topic: Trading Blox - does it handle "survivorship bias"?
Replies: 4
Views: 5291

These guys have done some serious work on the subject: http://www.blackstarfunds.com/files/Doe ... stocks.pdf - perhaps you will find their paper to be of interest.
by Roscoe
Tue May 09, 2006 8:55 pm
Forum: Futures Markets
Topic: Futures Market Data Pitfalls - Newbies Beware
Replies: 18
Views: 10225

AG I could not agree more with your sentiments – it is imperative that one understands every detail of each contract that one intends to use for testing and for trading. Anything less will simply not do. Just to add my $0.02 to c.f.’s post: I too have expended some not inconsiderable effort in r...
by Roscoe
Sun May 07, 2006 10:17 pm
Forum: Futures Markets
Topic: Futures Market Data Pitfalls - Newbies Beware
Replies: 18
Views: 10225

Hi AG. This leads me back to my hobby horse of wanting a stand-alone application that can handle rollovers and formatting with data from varying sources – has anyone seen anything in their travels? (Sorry to be going off-topic Mr G.)
by Roscoe
Wed Mar 22, 2006 9:40 pm
Forum: Data Providers and other non testing software
Topic: Google Data
Replies: 21
Views: 17508

Great idea Damian, and probably the ideal company to shake things up! I have played with the nightmare that CSI refer to as "software" (which looks like it was designed by a drunken dyslexic on a very bad day) and I am sure that Google could easily provide a far superior product given their reputati...
by Roscoe
Fri Feb 24, 2006 4:01 pm
Forum: Trend Indicators and Signals
Topic: Adaptive systems vs. curve fitting
Replies: 18
Views: 21044

Excellent point. In many cases curve fitting is taken to mean something like “making things better after the factâ€
by Roscoe
Sun Feb 19, 2006 12:20 am
Forum: Testing and Simulation
Topic: Trading Solutions Software
Replies: 24
Views: 13111

Hello again Marc. I get the very distinct impression that you have managed to read the many replies to your post that have all offered to ‘steer’ you in a sensible direction and completely ignore damn near everything that has been said. Despite your protestations to the contrary you are seeking ...
by Roscoe
Sat Feb 18, 2006 6:25 pm
Forum: Testing Software
Topic: Trading Blox
Replies: 2
Views: 4188

Re: Trading Blox

cliffg wrote:Dear Administrator,
Why does Trading Blox not have its own forum?
I think that if you buy a copy of TBB you get access to a separate TBB forum - Tim, is that the case?
by Roscoe
Sat Feb 18, 2006 6:23 pm
Forum: Testing and Simulation
Topic: Trading Solutions Software
Replies: 24
Views: 13111

Bravo Mr Garner, an excellent post! Getting to the stage of trusting your own systems always takes a lot longer than you ever thought it would.
by Roscoe
Tue Feb 07, 2006 5:58 am
Forum: Testing Software
Topic: TBB Code Verifier?
Replies: 5
Views: 5623

Thanks sluggo, but I think I will have to leave my friend on his own. I was hoping that I could write and compile like I do every day in C++ then just have him test the code but that is not to be it seems. I'm sure that the TBB user community will be able to answer his questions and help him along t...
by Roscoe
Sun Feb 05, 2006 10:53 pm
Forum: Testing Software
Topic: TBB Code Verifier?
Replies: 5
Views: 5623

Thanks Tim. So TBB is like TradeStation in that the code editor is wrapped inside the application to prevent external editing?
by Roscoe
Sun Feb 05, 2006 10:08 pm
Forum: Testing Software
Topic: TBB Code Verifier?
Replies: 5
Views: 5623

TBB Code Verifier?

I would like to help a friend write some code in TBB - is there some kind of a verfier package that would allow me to check for compile errors before sending the code to him for testing/use? (I don't use TBB myself). I am assuming that I can just use a text editor to actually write the code. TIA.