Traders' Roundtable

JGB10, I re-read and saw that you wrote "mainly" for the Cheapest, and "partly" for Y2K. So I conclude that Y2K was not the big issue.

Sluggo, JGB10, thanks for your answers. Sluggo, on you chart, the quality of the data in mid september doesn t seem very good. On my side, prices are constant through november. For both of us it must have to do with the issue described by JGB10. You roll on the 4th day, and I roll on the 2nd day, wh...

Sorry.
I meant JB = Japanese 10y Govt Bond Future (Exchange Tokyo).

Alexandre

Hi, I check the JB closing price data from several sources. It seems that the data are not very clean in 1999, particularly at the end of the year. For example prices are constant from the end of sept until the end of nov 1999. Did you experience the same? Like to have clean data before testing!!! A...

Hi,

any feedback on this previous post?

Alexandre

Thanks Sluggo.

Hi, I downloaded some future prices. My problem is that the history of some of these futures is not long enough. For example the dax future start at the end of 1990, but I need a start somewhere in the 80's. Is there a way to calculate synthetic future prices from the index for the period when the f...

Hi,

MACD-Line=EMA(12)-EMA(26)
Signal-Line=EMA(MACD-Line,9)
Normally the crossover of the MACD-Line and the Signal-Line make a good trading rule. It is the standard system. See Elder, Trading for a Living and Elder, Come into my trading room.

ADMP

Hi, do some of you, when you perform an out-sample test, have a preference toward the walk forward vs. the cross validation? If yes why (other that the relative longer out-sample period with the cross validation)? To be sure that we talk about the same thing, I take an example. We have 15 years data...