Search found 392 matches
- Mon Jul 19, 2010 8:55 pm
- Forum: Futures Markets
- Topic: CSI running l a t e
- Replies: 25
- Views: 16711
- Wed Jul 14, 2010 2:50 pm
- Forum: Futures Markets
- Topic: CSI running l a t e
- Replies: 25
- Views: 16711
Stevo: Do you have wait for everything in UA itself? If I remember correctly you must have it set via UA for it to impact EZ... If a few markets are missing, could impact equity and sizing for other markets new orders. And lately, its been most all futures data, not just the 800 set and revisions. ...
- Wed Jul 14, 2010 2:42 pm
- Forum: Futures Markets
- Topic: CSI running l a t e
- Replies: 25
- Views: 16711
Upon enquiring last night about yet another late issuance of yesterday's data, the friendly and helpful folks at CSI provided the following response. That's a pretty good answer I think and one I can work with. Thanks for the answer from our horses mouth.. oooooo I suddenly imagine Mr Ed answering ...
- Tue Jul 13, 2010 2:59 pm
- Forum: Futures Markets
- Topic: CSI running l a t e
- Replies: 25
- Views: 16711
Move to the Pacific timezone and finish all your downloading + system trading activities before dinnertime. And feel free to enjoy a glass of locally made wine with your meal, without worrying that it may interfere with your after-dinner trading activities. BTW there's no state income tax (and no g...
- Mon Jul 12, 2010 8:51 pm
- Forum: Futures Markets
- Topic: CSI running l a t e
- Replies: 25
- Views: 16711
CSI running l a t e
Anyone else notice the 45-60 min delay on the 8:00 est release over the last week of two? Hope this isn't a new trend...
there 8:51 and now downloading tonight.
there 8:51 and now downloading tonight.
- Sun Jun 20, 2010 1:04 pm
- Forum: Futures Markets
- Topic: Report casts doubts on new commodity futures rules
- Replies: 1
- Views: 2405
Report casts doubts on new commodity futures rules
Report casts doubts on new commodity futures rules By Gregory Meyer Published: June 17 2010 11:53 | Last updated: June 17 2010 22:31 There is no evidence that passive investors affect commodities prices, according to a study published by the Organisation for Economic Co-operation and Development, ca...
- Wed Jun 16, 2010 1:27 pm
- Forum: Brokers
- Topic: What brokerage company do you use?
- Replies: 10
- Views: 12169
Re: Interactive Brokers and FX
Hi, Ive only toyed with forex so cant comment first hand in a meaningful way. I'd suggest taking a demo account and try turning the knobs... The IB API is quite strong, I enter about a hundred orders daily without issues... I believe LeviF on the forum and others specialize in forex and hopefully wi...
- Fri May 14, 2010 2:02 am
- Forum: Brokers
- Topic: What brokerage company do you use?
- Replies: 10
- Views: 12169
IB still isn't much loved for Customer Service but is solid for everything else (most wouldn't consider their charting to be an important part of their offering and use Ninja, Sierra Chart, or another charting program with TWS). In looking back 10 years I can say that IB has offered superb support ...
- Mon May 03, 2010 10:37 pm
- Forum: Testing and Simulation
- Topic: Editing CSI files
- Replies: 5
- Views: 3978
- Fri Apr 23, 2010 12:28 am
- Forum: Forex
- Topic: Where does money go?
- Replies: 5
- Views: 7185
At this current moment, money goes nowhere, not going to stock market, not going to currency market, not going to CRB market, not going to Bond market, Is CASH the king at this moment? Does anyone have any suggestions? Thanks in advance for any suggestions Eric It goes to washington in higher taxes...
- Wed Apr 21, 2010 12:17 pm
- Forum: Testing and Simulation
- Topic: MOC order in E futures. Backtesting vs reality...
- Replies: 13
- Views: 6673
- Sun Apr 18, 2010 1:21 pm
- Forum: Testing and Simulation
- Topic: MOC order in E futures. Backtesting vs reality...
- Replies: 13
- Views: 6673
One thought I had was to harvest the B/A from some point (a few seconds?) before the technical close. Adding this info as extra fields in my csi output files. And then use this info to price what my actual fill would have been at the 'close'. In some markets such as Lumber, the spread can be fairly ...
- Sun Apr 18, 2010 12:47 pm
- Forum: Testing and Simulation
- Topic: MOC order in E futures. Backtesting vs reality...
- Replies: 13
- Views: 6673
Ah Redrock - I remember those old Pit days too .. I did too, was it called 'kerb trading' (you could close your trades after the bell) ??? best regards, as ever kianti, I do seem to remember some process for making a resolution trade just after the close at the agreed settlement price. This was don...
- Sun Apr 18, 2010 12:45 pm
- Forum: Testing and Simulation
- Topic: MOC order in E futures. Backtesting vs reality...
- Replies: 13
- Views: 6673
Ahh RedRock - I remember those old Pit days too - how we miss those good old days huh? The closes, and the opens, were such fun. I remember cocoa, for example, with their rotational openings. They would open each month for about 5 minutes each until they had put some trades through on each month. B...
- Sun Apr 18, 2010 12:30 pm
- Forum: Testing and Simulation
- Topic: MOC order in E futures. Backtesting vs reality...
- Replies: 13
- Views: 6673
- Sat Apr 17, 2010 6:00 am
- Forum: Testing and Simulation
- Topic: MOC order in E futures. Backtesting vs reality...
- Replies: 13
- Views: 6673
MOC order in E futures. Backtesting vs reality...
While using the MOC as an entry or exit point in backtesting is great, issues arise when taking a system live. In the pit days, when markets actually closed and humans slept at night... there was a liquidity surge and a clear closing range. The pit broker would usually, in my experience, deliver a f...
- Wed Apr 14, 2010 10:29 am
- Forum: Futures Markets
- Topic: CME launches www for tracking market CHANGE and REGULATION
- Replies: 0
- Views: 2671
- Sat Apr 03, 2010 11:44 pm
- Forum: Testing and Simulation
- Topic: Number of Parameters
- Replies: 16
- Views: 9411
What is the basis for this prediction? I neither agree nor disagree, just curious.Algonquin wrote:I would note that other systems, such as the Donchian and Bollinger Band systems, have been showing similar performance degradation over the past decade, and may have a very difficult time in the coming years.
- Wed Mar 24, 2010 1:54 pm
- Forum: Testing and Simulation
- Topic: Number of Parameters
- Replies: 16
- Views: 9411
- Wed Mar 24, 2010 1:40 pm
- Forum: Brokers
- Topic: MF Global Taps Corzine as CEO
- Replies: 0
- Views: 5180