Search found 83 matches
- Thu Jul 29, 2010 10:53 am
- Forum: Futures Markets
- Topic: Rough Rice and Interactive Brokers
- Replies: 5
- Views: 4563
IB actually has decent service lately, try the chat or message center. but a better way is to use the cme's website to adjust your futures dictionary, then test the orders with IB's paper trading thing. which kind of sounds like what you are doing. cme says the tick size is 1/2 cent, so my previous ...
- Thu Jul 29, 2010 8:59 am
- Forum: Futures Markets
- Topic: Rough Rice and Interactive Brokers
- Replies: 5
- Views: 4563
- Fri Jun 25, 2010 8:47 am
- Forum: Futures Markets
- Topic: CSI Mini Dow Error
- Replies: 2
- Views: 3167
- Fri Jun 04, 2010 9:55 am
- Forum: Testing and Simulation
- Topic: CURVE FIT OR GENIUS?
- Replies: 15
- Views: 10277
some people refer to what techtrader89 has written as the 'wrong way' as data burning. a very serious issue for a one person trading operation. once you've tested out of sample its tough to go back to testing in sample with out knowing what happened out of sample and adjusting your testing. in fact ...
- Tue Jun 01, 2010 10:00 am
- Forum: Testing and Simulation
- Topic: CURVE FIT OR GENIUS?
- Replies: 15
- Views: 10277
I can think of at least 2 dozen extremely curve fit parameter sets for a trading system that I've used and people I know still use for trading different markets. the sets are curve fit to specific markets, time periods, price, volume, season.... the big issue is directly related to sluggo's post of ...
- Fri May 14, 2010 10:20 am
- Forum: Brokers
- Topic: What brokerage company do you use?
- Replies: 10
- Views: 11859
IB has improved dramatically. 2 years ago if you made a mistake and traded a contract that expired shortly or was too close to first notice day for IB's taste your position would be liquidated and you would be informed the next day. currently a window pops up before you confirm the order letting you...
- Mon Apr 26, 2010 9:27 am
- Forum: Testing and Simulation
- Topic: How did you go about picking rollover timing triggers?
- Replies: 40
- Views: 31715
- Sat Apr 24, 2010 3:46 pm
- Forum: Stocks
- Topic: Stocks with necklines.
- Replies: 3
- Views: 7280
- Wed Apr 14, 2010 10:11 am
- Forum: Stocks
- Topic: Do I need to pay capital gains tax?
- Replies: 4
- Views: 6517
are there individual investors that aren't income tax sensitive? anyway, important topic and worth paying a tax lawyer to explain the issues to you. for stocks, you can claim mark to market status with the irs and pay taxes on your monthly statement gains and losses. or you can leave it as is and pa...
- Mon Mar 29, 2010 2:57 pm
- Forum: Data Providers and other non testing software
- Topic: Rougth Rice Roll
- Replies: 5
- Views: 4387
- Tue Mar 02, 2010 1:08 pm
- Forum: Futures Markets
- Topic: CSI symbols MW, MW1, MW2 confusion
- Replies: 3
- Views: 3456
for the benefit of customers csi has broken up the data into the mw, mw1 and mw2. this way you could compare electronic vs pit trading data. but red winter wheat futures are all electronic now as are lots of other markets. so while there is no difference for mar10, there would be a difference for pa...
- Sun Feb 21, 2010 8:59 pm
- Forum: Futures Markets
- Topic: How to get the Futures interest rate on different month?
- Replies: 3
- Views: 3094
my guess(on how they know the probability) is that the nov fed funds is trading one interest rate hike higher than say march fed funds.
http://www.cmegroup.com/trading/interes ... -fund.html
http://www.cmegroup.com/trading/interes ... -fund.html
- Sat Feb 20, 2010 3:05 pm
- Forum: Futures Markets
- Topic: How to get the Futures interest rate on different month?
- Replies: 3
- Views: 3094
if you are asking about using different interest rates to calculate option values for different expiration months, you don't need to use that particular month's interest rate, but set up more of a term structure for the lengths of the option expirations. if you buy a 6 month out dated option, you wo...
- Fri Feb 12, 2010 6:15 pm
- Forum: Data Providers and other non testing software
- Topic: ICE Food & Fiber futures
- Replies: 3
- Views: 3602
the globex data reflects the (old)NYMEX contracts, which are non liquid contracts from the days when NYMEX and NYBOT were trying to merge. the ICE data, which is listed as NYCE, is the old CSCE and NYCE which merged to form NYBOT and then became NYCE which ICE bought. anyway, sort the markets by nam...
- Wed Feb 10, 2010 7:47 pm
- Forum: Testing and Simulation
- Topic: Warning: Potential CSI Data Problem - March Corn Low
- Replies: 5
- Views: 3861
when checking for correct prices as reported by the CME keep in mind that the daily bulletin is reporting regular trading hours only, so compare the daily bulletin against Corn C or Corn #9, floor only. when you select a commodity, corn, then settlements on CME's webpage it is supposed to reflect a ...
- Thu Jan 14, 2010 12:10 pm
- Forum: Testing and Simulation
- Topic: Platform to Trade Foreign Markets
- Replies: 11
- Views: 7278
thanks AFJ Garner. kianti's post is possibly the reason IB won't let customers acces LME, IB does not seem to like complications. I reposted the 1996 CFTC letter to IB and ask them to have another look. in 1996 the CFTC posted a list of futures markets they approved of, all equity index contracts, b...
- Tue Jan 12, 2010 10:42 am
- Forum: Testing and Simulation
- Topic: Platform to Trade Foreign Markets
- Replies: 11
- Views: 7278
so no answers on the MATIF contracts? ages ago when I cleared Man Int they told me they would trade any contracts for me, even physicals, acting as a sort of bucket shop if an actual futures market didn't exist. AFJ Garner, it would be interesting if you could ask MF if they would let you trade the ...
- Mon Jan 11, 2010 2:50 pm
- Forum: Testing and Simulation
- Topic: Platform to Trade Foreign Markets
- Replies: 11
- Views: 7278
the reason IB won't let you trade those markets is because the CFTC hasn't approved them for US residents. you can get a list of approved non-US markets at the bottom of the IB product listings page. I've tried for years to get a straight answer from the CFTC about how to trade those markets. nobody...
- Thu Dec 10, 2009 12:02 pm
- Forum: Data Providers and other non testing software
- Topic: Comparing price data between CSI, Pinnacle and TradeStation
- Replies: 3
- Views: 4041
interesting. here's eurex data for the 25th, http://www.eurexchange.com/market/statistics/market_statistics/online.html check out volume and OI, pinnacle seems to know a day in advance, TS knows day of, and csi knows volume day of and OI day before. TS looks like it rolled to MAR on the 7th but repo...
- Tue Nov 10, 2009 1:22 pm
- Forum: Testing and Simulation
- Topic: CSI and number of markets
- Replies: 5
- Views: 4043
CSI new price package
I was on CSI's pricing page(am going to try out their correlation studies) and saw a new to me subscription. the deluxe world futures package, about $300 more to upgrade, not only increases the number of markets to 150 from the standard 69 but gives you access to the full history of the database for...