Search found 203 matches

by rhc
Sat Apr 24, 2010 1:06 am
Forum: Stocks
Topic: Stocks with necklines.
Replies: 3
Views: 6905

How about these;
(Note that GLD's suposed H&S is very well advertised. It seems every man & his dog knows about this one . . . we at least my mutt & I know)
by rhc
Tue Feb 09, 2010 9:02 pm
Forum: Testing and Simulation
Topic: Warning: Potential CSI Data Problem - March Corn Low
Replies: 5
Views: 3837

I use Premium data rather than CSI but I can confirm that for Monday 8th Feb 2010 I have the following;

Corn C (Floor only) - Low = 354 3/4
Corn C2 (Floor & Electronic) - Low = 347 1/4

(basically as per Sluggo's CSI data above)
by rhc
Mon Nov 23, 2009 7:21 pm
Forum: Trader Psychology
Topic: It's boring to trade a system; how do you use your time?
Replies: 13
Views: 16320

Yes, the point of it all is that there are lots & lots & lots of things one can do.
As the old saying goes “Life is too short to be boredâ€
by rhc
Mon Nov 23, 2009 1:15 am
Forum: Trader Psychology
Topic: It's boring to trade a system; how do you use your time?
Replies: 13
Views: 16320

You could work on your Jazz chords . . . practice makes perfect you know.
by rhc
Mon Nov 09, 2009 8:13 pm
Forum: Testing and Simulation
Topic: Looking for a thread from the olden days
Replies: 2
Views: 2128

Sluggo,

I found exactly what i was looking for.

“Di-lem-maâ€
by rhc
Mon Nov 09, 2009 5:32 pm
Forum: Testing and Simulation
Topic: Looking for a thread from the olden days
Replies: 2
Views: 2128

Looking for a thread from the olden days

Greetings all, I’m hoping that someone may be able to help me out with the following; I want to find a particular thread that I recall reading about 6-12 (?) months ago. It was posted by a user who had stated that he/she had developed his/her systems and ‘all’ they needed was a large sum of mo...
by rhc
Sun Jun 14, 2009 12:41 am
Forum: Testing and Simulation
Topic: Question for Trading Blox users
Replies: 14
Views: 10604

Question for Trading Blox users

I am not, as yet, a Trading Blox customer, so I will post this question here rather than at the customer support forum. (which of course I’m unable to access) o.k. here goes; With Blox, I can back test a given portfolio with a given system parameter set over a given time frame (say 1985-2005) and ...
by rhc
Fri Apr 03, 2009 9:51 pm
Forum: Stocks
Topic: Thoughts on Century Aluminum Company (CENX)
Replies: 5
Views: 8198

I see lower highs and lower lows. This sequence has been in effect since May 2008 & has not yet been broken, even taking onto account yesterdays 24% upside move on huge volume By definition, the Trend is still down. - Trendfollowers would keep away (from the long side) - Bottom Pickers & 'ba...
by rhc
Wed Mar 25, 2009 8:23 am
Forum: Brokers
Topic: non-US markets
Replies: 9
Views: 10828

Kiwi, RedRock,

Thank you kindly for clarifying this matter for me.
Much appreciated.

Cheers
by rhc
Tue Mar 24, 2009 11:37 pm
Forum: Brokers
Topic: non-US markets
Replies: 9
Views: 10828

Hi Kiwi, From IB, some time back, i received the following message in response to a querry re: MOO orders for futures trading. IB apologizes for the length of time it took to respond to your inquiry on this trouble ticket. MOO are not supported for future contracts That, to me, seems strange that th...
by rhc
Thu Mar 12, 2009 5:52 pm
Forum: Testing and Simulation
Topic: Shorter term mean reversion system for ETFs
Replies: 7
Views: 6621

Since, Mr Sleeman's study appeared on the Trading tribe site I would guess that he wrote it in the present tense to conform with the prefered TT requirement to 'speak' in the present tense. OR if you prefer, Since, Mr Sleeman's study appears on the Trading tribe site I will guess that he writes it i...
by rhc
Sat Feb 28, 2009 5:30 am
Forum: Testing and Simulation
Topic: Query to the System Design Community
Replies: 29
Views: 16540

From Sluggo; And for those who don't, think of the time and money and effort you conserved. Classic!! Insights, discoveries & success, more often than not, tend to accrue to those who are willing to put in the 'hard yards' Or as Thomas Edison might say; “Success is 10 percent inspiration and ...
by rhc
Fri Feb 27, 2009 7:43 am
Forum: Testing and Simulation
Topic: CME currency contracts versus cash FX market? Which one?
Replies: 6
Views: 4433

A google search for the phrase: "currency futures vs forex" yields over 2 million results. From a very quick scan of the results on page 1 & 2 , it seems that those online companies that specialise in Cash Forex trading all recommend . . . . <fanfare please> . . .Cash Forex Trading! Th...
by rhc
Fri Feb 20, 2009 10:52 pm
Forum: Testing and Simulation
Topic: Query to the System Design Community
Replies: 29
Views: 16540

Dallas,

Do you still have your old computer from ’69 . . . and Blox on punch-cards?? :wink:
http://computer.mng-mn.com/images/histo ... cpdp12.jpg
by rhc
Fri Feb 20, 2009 9:43 am
Forum: Testing and Simulation
Topic: Query to the System Design Community
Replies: 29
Views: 16540

How about introducing a longer term trend filter to this system? You could take long signals only if the the trend filter is in 'Long Mode' You could take short signals only if the the trend filter is in 'Short Mode' One of the pre-packed Blox systems does just that. From http://www.tradingblox.com/...
by rhc
Fri Feb 13, 2009 9:14 am
Forum: Futures Markets
Topic: Not quite liquid enough: NI , VX
Replies: 8
Views: 8005

My current belief system does indeed support the “Markowitz Free lunchâ€
by rhc
Thu Feb 12, 2009 1:03 am
Forum: Futures Markets
Topic: Not quite liquid enough: NI , VX
Replies: 8
Views: 8005

Hi Sluggo, From your experience, do you feel that these more ‘obscure’ (or perhaps, not as well known) markets make better candidates for systematic trading? I have not studied this (& I may be way wrong here) but I am thinking that due to mass public participation in markets such as S&P...
by rhc
Tue Jan 20, 2009 9:23 am
Forum: Trend Indicators and Signals
Topic: Jim Simons
Replies: 15
Views: 44862

Well said ‘adamant’ Your comments certainly provide food for thought about whether any edge that is currently being enjoyed will prove to be fleeting one or one with a long life or even subject to long up/down cycles. Does anyone really know? Can this be predicted or modelled? How does one know ...
by rhc
Sat Dec 27, 2008 10:22 pm
Forum: Data Providers and other non testing software
Topic: data vendor other than CSI
Replies: 7
Views: 6599

Hi Mike, If you checked out the link above re: Premium data futures market coverage you will have seen that Premium Data supplies British Pound data ONLY for the combined session (i.e. Electronic/Globex AND Floor) There is no provision for ‘Floor only’ for the Pound (or other CME markets) Contra...
by rhc
Sat Dec 27, 2008 2:33 am
Forum: Data Providers and other non testing software
Topic: data vendor other than CSI
Replies: 7
Views: 6599

Any good data vendor suggestions?
Hi Mike,

I’ve been using “Premium dataâ€