Traders' Roundtable

Sluggo wrote:it provides a nice "edge" that other traders don't have

Getting an "edge" in trading is something all the traders I know want, but almost none of them are willing to make the effort required to achieve the “edgeâ€

Hello Ross, I have some core process code (not API) in Power BASIC that looks a lot like TB BASIC that I can share. Converting the code to C++ wouldn't be much of an issue and I could help if necessary. Code available is what makes the Continuous Contract Building program sent last year function. He...

I use CSI as my end-of-day data vendor and like the quality of their data. I also like that they provide the actual volume and open interest for each market. They also allow their UA software to provide total volume and open interest, but I've not found that useful for my methods. A friend who is al...

Hello Eventhorizon, I've played with a similar concept of using volatility to adjust "n" for while now and haven't found the sweet spot I think is available. While my approach wasn't as complex as what you show, I don't see anything in your outline that can't be handled in Trading Blox. If...

I'm running a Win XP PRO SP-2 with two 3.2 Ghz XEON CPUs that have Hyper-Threading enabled on this ASUS machine. During a recent test with the Windows Task Manager's Performance tab showing the computer's CPU usage graphics, version 2.2.1 isn't loading all the available CPU capability of this machin...

Back-adjusted contracts have been my primary data type for testing and trading for a long time and I can say that the system signals and their real-time performance results vary so little that I don’t see any need to change how we trade or test. In looking at our daily results as compared to what ...

That is correct, this is not an issue with Trading Blox. Particularly in the upcoming 2.2 version the automatic weekly OHLC data is synchronized to the daily data correctly, so when you place orders for Monday it will use the daily and weekly data from Thursday or Friday depending on the holiday si...

Hello Tim, I haven’t finished getting through the Trading Blox documentation because of the new system work that has been distracting me, but I’ll get through it right after this fire is brought under control. As for my comments above and your note about building weekly bars, I’ll add a little...

For the last 15+ years TradeStation has been my primary system development tool because of its simple programming syntax and ability to easily accept DLLs for special approaches when Easy Language couldn’t make it happen. TradeStation has also been a good tool for developing successful portfolios ...

My experience indicates not all Time & Sales information is the same. For example, the information broadcast by a data service may include everything the data feed received. This may not be what you want or need because if there is missing prices, or erroneous prices, it would be best if you cou...

Sluggo, Why dont those multibillion dollar traders simply purchase Trading Blox? Seems as though they could double or triple their performance ratios! :roll: Seeing a small size portfolio test that looks tremendous isn't unusual. As to why large-scale traders don't show similar performance in many ...

yoyo2000, You should be getting an email telling you where you can download the current release of the software. If you don't get it, let me know and we can see how else we might make access possible. As for the Wealth-Lab discussion, I've been talking directly with some of the discussion leaders ab...

I've noticed this option in several Monte Carlo tools. I presume it is a very similar problem to solve, except for dates and not trades. I've e-mailed you an example. Your screen image of the MathLab Options selection arrived and it was interesting to see what they make available. After seeing your...

Roger, Great job on the software. I've been reading charts for 20 years and I cannot visually tell the difference between your synthetic data and the original time series. Thank you for the kind words. 1. I wonder if you have given any thought to some method of retaining the short term serial corre...

Here is an update on my experience with the Chande method of creating synthetic data. [SNIP] I created a bit over 60 "years" of synthetic data for each of the fifty markets. I then tested the system over the last 20 "years" of this data (the length of the system's actual histori...

Jake, I found your ideas real interesting. Here are some thoughts on what I'm finding in my synthetic contract testing. Forum Mgmnt, I agree with your idea of using synthetic data as a confirmation check for system robustness. Another way to approach the situation is to develop a system entirely on ...

Hello Robert, For testing a system you can't have enough data. So the longer the contracts you have, the more likely you'll get a sense of how the system will trade those markets over that period of time. To generate signals, this depends upon the type of system you are using and how much data it wa...

If you've asked for a copy of the synthetic data building software you should have received an email instructing where it can be downloaded. If you didn't get an email, either we didn't get the request or our download instructions were lost in the mail. In either case just send another message and w...

We have been using CSI data for a long time and think they are the best daily download service we have ever used in almost 20-years of trading. If you are going to get into long term trading you'll find their Unfair Advantage Software to be very handy at keeping your back-adjusted long term contract...

I've been surprised at how well this project is working and will post some results here later. Okay on the testing. Send me an email and I'll send you the next release. I'm hoping to release the next update sometime on Monday, but I won't have much information in the HELP file by then, but you can a...