Search found 166 matches
- Fri Aug 06, 2010 4:15 am
- Forum: Testing and Simulation
- Topic: Trading LME
- Replies: 3
- Views: 3247
Trading LME
I'm new to LME and quite confused. So far I've learned that (please correct me if I got it wrong): For futures variation margin is a cost/revenue. For LME forwards variation margin is a credit/debit For futures you have an expiry date that is fixed for every contract. For LME you have a prompt date ...
- Fri Aug 06, 2010 3:49 am
- Forum: Testing and Simulation
- Topic: LME Lead prices
- Replies: 15
- Views: 12630
LME Lead prices
I've been watching CSI LME Lead prices for while. I had also the chance to compare CSI with CQG and noticed that prices are different. It looks like CSI is using a different opening hour (see pics below): CSI 8:00AM - 20:00PM GMT+1 CQG 2:00AM- 20:00PM GMT+1 Any help, advice and suggestion is very we...
- Sat Jul 24, 2010 2:56 am
- Forum: Futures Markets
- Topic: CSI running l a t e
- Replies: 25
- Views: 16766
- Sat Jul 10, 2010 1:38 pm
- Forum: Testing and Simulation
- Topic: OCO+GTC
- Replies: 7
- Views: 5415
Thanks for the kind offer.td80 wrote:Thank you for the offer. I would like to extend the same if you ever find yourself headed to California/USA
I'm testing CQG Trader and it does the job.
Best regards, as ever
- Thu Jul 08, 2010 3:57 am
- Forum: Testing and Simulation
- Topic: OCO+GTC
- Replies: 7
- Views: 5415
Thanks all for your kind replies, I was aware of Interactive Brokers supporting server side synthetic orders. I'll be testing Strategy Runner. Also CQG trading application seems to support the above orders. 'll be visiting Italy (getting married in Tuscany!) and France next spring, and I plan on tas...
- Tue Jul 06, 2010 12:15 pm
- Forum: Testing and Simulation
- Topic: OCO+GTC
- Replies: 7
- Views: 5415
OCO+GTC
I'm looking for a futures trading platform able to keep OCO orders on their server, i.e when I turn of my PC OCO will keep working.
Any idea or suggestion to solve the issue is very welcome.
Best regards as ever
Any idea or suggestion to solve the issue is very welcome.
Best regards as ever
- Thu May 27, 2010 11:59 am
- Forum: Testing and Simulation
- Topic: mini S&P rollover
- Replies: 1
- Views: 2434
mini S&P rollover
CSI Unfair Advantage software rolled the e-mini S&P 500 future from JUN10 to DEC10 (see pics below) and skipped SEP10
Thanks in advance for any help
and best regards, as ever
- Thu May 06, 2010 10:35 am
- Forum: Testing and Simulation
- Topic: Black swan
- Replies: 43
- Views: 21927
I was trading on 9/11 (in Italy) and I was long DAX futures before the event! I will never forget the event. I managed to get out without losses. At the time, I was quick and didn't waste time thinking in terms of undervalued and overvalued. At the time I didn't trade in terms of drawdown. When dail...
- Sat Apr 17, 2010 11:00 am
- Forum: Testing and Simulation
- Topic: MOC order in E futures. Backtesting vs reality...
- Replies: 13
- Views: 6675
- Tue Apr 13, 2010 9:24 am
- Forum: Money Management
- Topic: More questions about Ralph Vince's Optimal f
- Replies: 11
- Views: 11858
Re: Kianti wrote: That's what I did in the f.jpg.
Kianti, Referring to your f.jpg, What is the relationship between your Opt F of 23% and your "Bet Ratio" of 7.67% Once the highest f is found, it can readily be turned into a dollar amount by dividing the biggest loss by the negative optimal f. For example, if our biggest loss is $100 and...
- Mon Apr 12, 2010 6:03 pm
- Forum: Money Management
- Topic: More questions about Ralph Vince's Optimal f
- Replies: 11
- Views: 11858
- Mon Apr 12, 2010 5:53 pm
- Forum: Money Management
- Topic: More questions about Ralph Vince's Optimal f
- Replies: 11
- Views: 11858
Looking for more clarity on Optimal F .... I use Kelly for two reasons: a) I'm a discretionary trader and I use stop-losses+profit-targets. b) Kelly seems easier to calculate to me. Drawdowns: if you want less drawdown you can use a Kelly fraction for a less bumpy ride. I'm charting my Kelly and no...
- Mon Mar 29, 2010 6:49 am
- Forum: Data Providers and other non testing software
- Topic: CSI CL2 futures
- Replies: 2
- Views: 3222
thankssluggo wrote:Have you seen this section of the CSI Unfair Advantage manual? (ref)
- Mon Mar 22, 2010 11:21 am
- Forum: Data Providers and other non testing software
- Topic: CSI CL2 futures
- Replies: 2
- Views: 3222
CSI CL2 futures
I was importing CSI data in a software and I got many import errors like:
close>high or close<low -> see png below
Something wrong with the data I've got???
Is there some file setting to change?
close>high or close<low -> see png below
Something wrong with the data I've got???
Is there some file setting to change?
- Fri Mar 19, 2010 1:32 pm
- Forum: Money Management
- Topic: ASX 10 Year Treasury Bond Futures calculation
- Replies: 4
- Views: 6535
Cheers mate enjoysluggo wrote:Since you ask: today I am in California, just a few feet above sea level.
Meanwhile I found a nice Excel sheet:SFE Futures and Options Calculator
- Fri Mar 19, 2010 1:30 pm
- Forum: Money Management
- Topic: ASX 10 Year Treasury Bond Futures calculation
- Replies: 4
- Views: 6535
- Fri Mar 19, 2010 1:28 pm
- Forum: Money Management
- Topic: ASX 10 Year Treasury Bond Futures calculation
- Replies: 4
- Views: 6535
Cheers matesluggo wrote:Since you ask: today I am in California, just a few feet above sea level.
got the answer on a nice Excel sheet
=http://www.asx.com.au/.../calculatorss ... Calculator
- Fri Mar 19, 2010 12:41 pm
- Forum: Money Management
- Topic: ASX 10 Year Treasury Bond Futures calculation
- Replies: 4
- Views: 6535
ASX 10 Year Treasury Bond Futures calculation
I was checking the following trade: sell 1 Australian 10 years bond at 94.370 buy 1 Australian 10 years bond at 94.330 variation margin = + 307,35 AUD and then I got more confused,I read on the SFE contract specs the following: Prices are quoted in yield per cent per annum in multiples of 0.005 per ...
- Wed Jan 13, 2010 3:31 am
- Forum: Testing and Simulation
- Topic: Platform to Trade Foreign Markets
- Replies: 11
- Views: 7289
....execute your orders through LME Select - not the fixed time ring sessions. LME rules are different from all the other futures markets and back-office could be a nigthmare. Let's take variation margin for instance: for futures is a profit/loss, for metals is a credit/debit. Not to mention the in...
- Tue Dec 29, 2009 4:35 am
- Forum: Futures Markets
- Topic: Korean Won
- Replies: 3
- Views: 6513
....Buy 1 contract of February Burmese Artichokes at market on the open ... Apparently, artichoke was domesticated in Roman times, possibly in Sicily, and spread by the Arabs during early Middle Ages.The first certain records of artichoke commerce refer to Filippo Strozzi trading artichokes from Si...