Search found 392 matches

by RedRock
Fri Apr 07, 2006 9:51 pm
Forum: Forex
Topic: Forex Trading With API
Replies: 17
Views: 20855

:twisted: Have you explored the impact of lunar cycles on the world markets. http://www.billmeridian.com/articles-files/lunar.htm
by RedRock
Fri Apr 07, 2006 5:06 am
Forum: Testing Software
Topic: Position Management Systems
Replies: 2
Views: 5055

Microsoft Excel Spreadsheet. Anything is possible. almost.
by RedRock
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
by RedRock
Wed Mar 08, 2006 1:08 pm
Forum: Futures Markets
Topic: RA , NE - South African Rand, New Zealand Dollar
Replies: 10
Views: 9841

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...
by RedRock
Wed Feb 22, 2006 3:23 pm
Forum: Testing and Simulation
Topic: Recent Trend-following system performance
Replies: 11
Views: 12275

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 ...
by RedRock
Wed Feb 22, 2006 1:33 pm
Forum: Testing and Simulation
Topic: Recent Trend-following system performance
Replies: 11
Views: 12275

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 ...
by RedRock
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: 3667

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...
by RedRock
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...
by RedRock
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...
by RedRock
Fri Feb 03, 2006 1:01 am
Forum: Testing Software
Topic: Update on backtesting platform please
Replies: 21
Views: 21396

oops :wink:
by RedRock
Thu Feb 02, 2006 9:32 pm
Forum: Testing Software
Topic: Update on backtesting platform please
Replies: 21
Views: 21396

Re: TBB

AFJ Garner wrote:TBB is stunning, no other word for it. Best money I have spent on my trading odyssey.
Yes.
by RedRock
Wed Jan 25, 2006 1:16 am
Forum: Brokers
Topic: I can recommend OpenEcry.
Replies: 9
Views: 16397

Actually, technically, they are an FCM. Practically they deal with institutional and independent traders and use Rand as their clearing firm. Whatever. "Open E Cry, LLC was formed in January 2002 and is registered as a Futures Commission Merchant (FCM) with the National Futures Association (NF...
by RedRock
Tue Jan 24, 2006 8:57 pm
Forum: Brokers
Topic: I can recommend OpenEcry.
Replies: 9
Views: 16397

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...
by RedRock
Tue Jan 24, 2006 6:57 pm
Forum: Brokers
Topic: I can recommend OpenEcry.
Replies: 9
Views: 16397

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...
by RedRock
Mon Jan 23, 2006 3:54 pm
Forum: Brokers
Topic: Client Protection
Replies: 6
Views: 8051

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...
by RedRock
Mon Jan 23, 2006 2:03 pm
Forum: Trend Indicators and Signals
Topic: Excel Formulas
Replies: 2
Views: 6355

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...
by RedRock
Wed Jan 18, 2006 10:39 pm
Forum: Futures Markets
Topic: London Metals Exchange
Replies: 23
Views: 29696

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...
by RedRock
Thu Jan 12, 2006 2:31 pm
Forum: Testing and Simulation
Topic: Are EXIT POINTS more important than ENTRY POINTS ?
Replies: 14
Views: 10220

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...
by RedRock
Thu Jan 12, 2006 2:26 pm
Forum: Testing and Simulation
Topic: Are EXIT POINTS more important than ENTRY POINTS ?
Replies: 14
Views: 10220

It seems the point is the question. What is “better” for you. A system which takes relatively smaller risks and smaller profits, but which also stays with the “true” trend. OR, The system which has a massive initial risk, and sometimes takes a massive profit. Both have merits and limitations.
by RedRock
Sat Dec 31, 2005 1:27 pm
Forum: Brokers
Topic: Brokers and the Patriot Act
Replies: 9
Views: 10386

sluggo wrote:at; I did the same transaction last week in my Goldman Sachs account and Gold[/list]
Name dropper.... :-)

teasing.....


Good info.