Search found 392 matches
- Fri Apr 07, 2006 9:51 pm
- Forum: Forex
- Topic: Forex Trading With API
- Replies: 17
- Views: 20849
- Fri Apr 07, 2006 5:06 am
- Forum: Testing Software
- Topic: Position Management Systems
- Replies: 2
- Views: 5053
- Tue Apr 04, 2006 12:01 am
- Forum: Brokers
- Topic: Looking for a good broker
- Replies: 1
- Views: 4852
you might investigate http://www.interactivebrokers.com
- Wed Mar 08, 2006 1:08 pm
- Forum: Futures Markets
- Topic: RA , NE - South African Rand, New Zealand Dollar
- Replies: 10
- Views: 9823
I’m dealing with this same “little Market” issue also. I switched from a LONG term hold till the cows march home system, to a shorter method filtered with the longer trend. Fine and good. But I’m doing some tests and am thinking the smaller (more slippage less liquid typically) will be better matche...
- Wed Feb 22, 2006 3:23 pm
- Forum: Testing and Simulation
- Topic: Recent Trend-following system performance
- Replies: 11
- Views: 12264
Very close stops can not be tested accurately on daily data as many times on entry day the tight stop would have been hit intraday. Yet the bar may close in the direction of the position and the software has no way to know what happened intraday. One simple solution that allows one to test systems ...
- Wed Feb 22, 2006 1:33 pm
- Forum: Testing and Simulation
- Topic: Recent Trend-following system performance
- Replies: 11
- Views: 12264
Very close stops can not be tested accurately on daily data as many times on entry day the tight stop would have been hit intraday. Yet the bar may close in the direction of the position and the software has no way to know what happened intraday. After endless runs on Trading Blox it became obvious ...
- Fri Feb 17, 2006 9:42 pm
- Forum: Data Providers and other non testing software
- Topic: CSI 2.9.1 roll/delist reporting BUG
- Replies: 0
- Views: 3663
CSI 2.9.1 roll/delist reporting BUG
Perhaps you have this issue.. Where csi Unfair Advantage has stopped displaying the roll/delist report after distribution. I contacted support on this and it is a known bug. Hope they get it fixed quickly. That roll report has become part of my nightly checklist. Their reply: Good afternoon, Unfortu...
- Thu Feb 09, 2006 8:41 pm
- Forum: Testing and Simulation
- Topic: forex data files
- Replies: 6
- Views: 6132
Thanks Tim. I know there are many layers to understanding the solution of fx conversion for 'foreign' currency denominated instruments. What is a seemingly 'simple' problem can quickly become multi dimensional when dealing with different quote providers, different uses of the data, and various 'conv...
- Thu Feb 09, 2006 7:09 pm
- Forum: Testing and Simulation
- Topic: forex data files
- Replies: 6
- Views: 6132
Ok, In simple terms... {Im simple, but have moments of complexity, or something like that..} I have csi creating forex files in ascii which DO match the suppled sample forex data exactly. I do NOT trade FOREX at this time. My account is in US$. I trade futures based in other currencies Like bund, li...
- Fri Feb 03, 2006 1:01 am
- Forum: Testing Software
- Topic: Update on backtesting platform please
- Replies: 21
- Views: 21390
- Thu Feb 02, 2006 9:32 pm
- Forum: Testing Software
- Topic: Update on backtesting platform please
- Replies: 21
- Views: 21390
Re: TBB
Yes.AFJ Garner wrote:TBB is stunning, no other word for it. Best money I have spent on my trading odyssey.
- Wed Jan 25, 2006 1:16 am
- Forum: Brokers
- Topic: I can recommend OpenEcry.
- Replies: 9
- Views: 16330
- Tue Jan 24, 2006 8:57 pm
- Forum: Brokers
- Topic: I can recommend OpenEcry.
- Replies: 9
- Views: 16330
Rand was started by Monroe Trout of Market Wizzards fame. Mainly, the rumer went, to clear his own business. Ecry sounds like a nice outfit, but wont do it all for me. Technically, they are an IB for Rand, which is the FCM. See this. http://invest-faq.com/articles/trade-intro-broker.html Best wishes...
- Tue Jan 24, 2006 6:57 pm
- Forum: Brokers
- Topic: I can recommend OpenEcry.
- Replies: 9
- Views: 16330
I'm presuming (there I go again) they are an IB. So who really is executing the trades and sending the statements? Man? cargil? etc etc? Do they allow LME trading? How about on SOFFEX swiss bond? I think man definitely could stand a better order entry platform with time features for the hours you wa...
- Mon Jan 23, 2006 3:54 pm
- Forum: Brokers
- Topic: Client Protection
- Replies: 6
- Views: 8049
AFJ, Is Man dissolving Refco? Just curious why you would change unless its mandatory. That is certainly an interesting tidbit you unearthed. I had always presumed that segregated funds meant just that. Out of the reach of the broker for any other purpose but your own business. This is troubling… How...
- Mon Jan 23, 2006 2:03 pm
- Forum: Trend Indicators and Signals
- Topic: Excel Formulas
- Replies: 2
- Views: 6353
If you have a column of values, say closing price. say it has 100 rows so far. You want the average, min, max whatever of the most recent group of 10 days. You need to make a formula in a new column which is 10 rows down from the top. You need the top ten for 'priming'. so in cel B10 ..... =max(A1:A...
- Wed Jan 18, 2006 10:39 pm
- Forum: Futures Markets
- Topic: London Metals Exchange
- Replies: 23
- Views: 29517
I create a perpetual contract that uses the spot and the 3 month forward to create a futures like contract. Not perfrect but better than looking only at say 3month data as you miss the carrying charge. Been trading it for 10 years or more. Its a bit messy but some great trends. Increase your expect...
- Thu Jan 12, 2006 2:31 pm
- Forum: Testing and Simulation
- Topic: Are EXIT POINTS more important than ENTRY POINTS ?
- Replies: 14
- Views: 10218
Re: Are EXIT POINTS more important than ENTRY POINTS ?
Are EXIT POINTS more important than ENTRY POINTS ? Eckhardt once said in New York that "If you initiate purely randomly, you do surprisingly well with a good liquidation criterion." I didn't believe him at first until I did the testings on my own. I found that a fixed duration strategy is...
- Thu Jan 12, 2006 2:26 pm
- Forum: Testing and Simulation
- Topic: Are EXIT POINTS more important than ENTRY POINTS ?
- Replies: 14
- Views: 10218
- Sat Dec 31, 2005 1:27 pm
- Forum: Brokers
- Topic: Brokers and the Patriot Act
- Replies: 9
- Views: 10379