Traders' Roundtable

I know a lot of people were caught off guard by these changes.

CSI reported there will be a new feature in Unfair Advantage that will open the browser to the CSI News page when symbol changes happen. It isn't ready yet, but the developer said it will be in the next release.

Unfair Advantage changed a lot of symbols.

Their news page reports which symbols were changed showing before and after symbol identifiers.
CSI FUTURES SYMBOL CHANGES

A few years back, the following Blox was added to Blox Marketplace section: Kaufman's Adaptive Moving Average It contains the Perry Kaufman's KAMA Indicator. At the heart of his indicator is a noise calculation he uses to make his KAMA indicator adjust the period length of his average calculation. H...

Trading Blox will inform of contract rolls. It uses the Delivery-Month feature in CSI's Unfair Advantage to track when the contract is going to roll. Unfair Advantage also has a feature that will allow you to generate a roll report for the period ahead. Feature allows roll timing for one or more Fut...

Where the "Delisted" problem becomes more than a small issue is when the symbol disappears from a historical performance after a Stock Dictionary update, or on the next day after it has been Delisted and the dictionary is updated. Symbols not in the Stock Dictionary are hidden from Trading...

Here are some additional detail sent by Josh Reed, CSI's UA developer. Symbol's Active and Delisted coding isn't visible in the UA Catalog, but it is present in the SDBFacts.adm file. Below are two record examples showing a delisted and active symbol. Notice that the Active/Delisted designation is i...

I didn't check the API documentation to check which DLL call would retrieve the "I" active property, but this setting in the UA Catalog might be a way of figuring out in bulk terms if a symbol is delisted and how many there are in the Catalog. At a minimum, the Last Data date is alternate ...

Recent versions of Unfair Advantage provide an option to append an apostrophe/single quote (ASCII Dec#: 39) [ ' ] to Delisted instruments. I've not tested this option to see if it would work with Mutual Funds, but I do know Mutual Funds are viewed as Stock-Type instruments that can be adjusted for d...

This might change. A discussion internal to CSI about getting access to dividends on Euronext has been started. I'll post into this thread any news CSI reports.

If your CSI subscription enables Euronext symbols, I would expect it to also provide dividends for those symbols as well. Consider the image below to see if your version of UA shows Euronext symbols are enabled. If they are enabled consider asking CSI Support why you aren't getting the dividends for...

Your example shows that the contracts you are scheduled to roll into do not yet exist and are not yet trading. When you find this kind of roll forward detail consider looking at the first available trade dates in the individual Futures contract listing. This view will give you a sense of when the ne...

There have been many improvements made to Unfair Advantage in the new current version. Two are especially helpful for Futures trading: Continuous Contract Roll Schedule Report has been enhanced, and is now exportable to Excel. Continuous Contracts can now use generic ASCII file names instead of meth...

MACD was designed as a directional indicator and it is implemented as an oscillation to improve its readability and reduce the lag that smoothed indicators suffer. When trying to understand the state of an indicator sometimes it is often helpful to look at that indicator across a distributions of ho...

If instrument.position = LONG AND instrument.high >= targetPrice THEN ' Leave Broker object Function calls as a stand-alone statement broker.ExitUnitAtLimit (1, targetPrice) ENDIF Code above is a complete quantity termination of the position. Once you use the IF statement to discover your crossing ...

A Target price is a price created through a process of taking the fill-price, and making an estimate of how many points will be possible to capture a reliable gain. With a point projection estimate and a base price put the two values together to obtain the target price level at which you plan on rem...

Your need to reach a predefined gain, exit 1-contract, and adjust the protective price is easily accomplished with a Target Price exit that also includes the script to setup the protective price to the position's fill-price. It would also require this code to be placed in a module that is named so t...

Hi Roger, your simolation looks really good. Would you like to say something about used portfolio ? Portfolio is a mixture of a 101 World Futures comprised of these groups: 1: Currency Instrument Count:17, 2: Index Instrument Count:24, 3: Energy Instrument Count:10, 4: Soft Instrument Count:8, 5: F...

I haven't subscribed to the idea that Trend Following isn't a viable method any longer because I often see performance results that indicate other wise. This Linear Chart w/ Draw-down% indicates the opportunity isn't behind us, at least not yet. However, the flat period we've been going through for ...

LME is a forward contract exchange where a position's max duration cannot exceed 90-days. LME uses the term "Prompt-date" to inform the trade when they must create a "roll-type" transaction. A position can be opened, closed by or before the prompt-date, and then opened again to c...

Is your subscription to CSI's Unfair Advantage limited to only the markets in the portfolio listing you show? If so, and you find you can't add more symbols from CSI's Market Catalog that appears when you add a symbol to a portfolio, or when look for it using the Market Specification catalog, then y...