Traders' Roundtable

There have been some long decent trends in these markets but (assuming I have the contract details correct - not a given by any means!) these contracts seem too small to produce profits out of such trends. At least in my system. AB Contract Size 20 tonnes, Currency CAD, BPV 20 WW, Contract Size 20 t...

I am using CSI UA 2.8.0....clearly a different version to Jake's. I can't even display the index level on the chart - the switch between full contract value and price does not work. And I get no read out for cash on the crosshairs.

Sigh.

I seem to recall that one can alter the CSI factsheet to reflect the correct figures - I have not tried to do so. I have merely adjusted the BPV in my futuresinfo.txt file for use with TBB to reflect the correct situation: IE in my case in TBB I have SXX at Euro1 per index point and SXE as Euro 10.

I am seeing the following in CSI back adjusted prices for the close on 1st March: SXX CSI#529 34,910 SXE CSI#530 3812 After my e-mail to CSI, theY changed the point value on the contracts. They left the "price format " the same - as can be seen from my read outs above. They have still got ...

Thanks, it is the Stoxx 50 which interests me. I don't want to overweight on stock indices and the Stoxx 50 seems a useful way of covering Europe while leaving plenty of room for the US, Japan and a couple of exotic markets for good balance. My reasoning is that Stoxx 50 is broader - importantly it ...

Looks to me as though CSI have their price format wrong - which , er, slightly mucks things up if you are looking at contract size and volatility and which markets to trade. Today's index level is around 3465 not 34650. According to Eurex.

Makes quite a difference!

Christian's helpful table above may help to answer a question which always tends to puzzle those newer to this game. Which goes something as follows: how come when my tests show that you can turn $50,000 into $10zillion in 20 years, the records of all the CTAs I have looked at suck? With the aid of ...

pakua42 We are all "children" when we start out on any new venture. I am sorry you feel the way you do and I'm sure none of us intended any insult or unhelpfulness in our replies. If my posts came accross that way, I apologise - I meant to be helpful, not to cause upset. I am still a "...

Agreed but there are issues of size and granularity. The Dax is a huge contract and if you want to take advantage of profit taking on a retail as opposed to insitutional size portfolio in actual trading, you need to take a look at the smaller contracts. The mini Hang Seng for instance.

Sluggo reported above: "In this example, a profit target (run #2) increases CAGR, decreases drawdown, increases MAR ratio, and increases Sharpe ratio. " It varies from portfolio to portfolio as to whether a profit target mechanism improves all these measures at once over and against no pro...

TBB is stunning, no other word for it. Best money I have spent on my trading odyssey.

Those newer to systems and testing might like to note carefully Sluggo's choice of moving average period in his settings for the ATR breakout system he refers to above. Those just starting to learn to code might like to try adding a separate money management protective stop mechanism to the basic AT...

See also: Jack Schwager Managed Futures: Myths and Truths http://www.amazon.com/gp/product/0471020575/qid=1138099702/sr=1-8/ref=sr_1_8/104-0156690-0543106?s=books&v=glance&n=283155 He has much the same to say as Mr Serenity. Talking of trading equity curves in general, there is quite a disti...

Red Rock I really do not know what on earth Clause 8 is supposed to mean. Maybe it is harmless but it does not sound it! And actually, thinking about it, what is a "margin account"? Maybe a margin account is only a sub account for money you actually put up as margin and the main bulk of yo...

I currently have an account with Refco.........and may transfer it to Man Financial. What an absurdity - you need to open a different account and fill out all the forms again, even though Man owns the Refco futures division. But my objection is with Man's Client Agreement. Every single clause is dra...

Freeman I don't know what your state of knowledge is in terms of the construction of concatenated contracts, but CSI (which is, I guess kind of industry standard foe EOD traders) does it all for you. You need to make sure your free data comes with appropriate software to construct the necessary cont...

Fascinating, thank you. I will buy it. One problem I have found with reading anything by the Dalai Lama has been the quality of the translation into English. I suspect he has much to say which I would like to hear and I very much look forward to reading this.

The books above basically posit that we will become what we think. If we control and purify our thoughts and channel them along the rights lines, our internal character and external circumstances will alter accordingly. Although James Allen was more interested in inner peace achieved through moral r...

DMBAO I must say, I'm with you on this one. I too would draw the line on cost grounds as far as Mechanica is concerned. But who knows what I might be missing? I do know from his previous posts that Jake Carriker owns both products. I would feel comfortable with a comparison between the two products ...

A 2 std dev around an 80 day MA often equates to the same risk AT ENTRY as 1 std around a 300 day MA.

After that - we are into the territory of how you govern open trade risk.