Traders' Roundtable

I download daily, sometimes twice. No problems, nothing noteworthy within the last days.

My version is 2.10.6.54, however.

Hi Roscoe,

nice curves indeed. Surely you did inquire into the nature of those two bumps at 70 an 85, didn't you? Can you relate any possible findings? Maybe additional markets being accessible?

Regards,
Asamat

Hi Steve, welcome to the club. From what you write it seems you are one a good way and have come to the right place. My comment to your first question: What you write sounds OK to me (the splicing and the shifting to avoid negative prices). Be aware, when using shifted and spliced data, you need to ...

Thanks for sharing your experience.
Asamat

Good idea, I'll contact them as well. I agree totally.

Thanks for your answers, I got the picture. This is indeed really as CSI describes on its site; I just didn't believe it.

Thanks again,
Asamat

Hi roundtable members, so far I used a rather arbitrary portfolio of about 50 markets, and am currently in the process of systematically expanding it. I stumbled across the strange 69 cap of CSI. I'd be interested in your experience with CSIs "number of market in parallel use" cap at 69 fo...

Hi levijean, this is a frightning demonstration (if indeed not curve fitted). Thanks for showing us. My 2 cent: a) Actually you are still within the parameters of your backtest. You wrote: "Monte Carlo 95% DD of 15%", so the current 20% don't seem incompatible with that. Of course look and...

Hi, I stumbled across the investigation mentioned above (Indicator: Trend StdDev) and could not understand the following point of the calculation. Does anybody have an explanation? The formula calculates 10 relative price changes between today and 10 bars a number of days ago. "A number of days...

its not done yet... I agree, more is to come. ... it seems that we are in the final stages of this decline ... What makes you think that? Usually, as long as people believe or hope it'll soon get better, it's not over. It only get's better, when none are left with optimism. Then they ring the bell ...

I have two thoughts to add: Do you consider exchange rate fluctuations when making trading decisions? a) It depends on the idea behind a trading method. The idea behind a price breakout ... say rubber breaks out. ... is you want to see a price movement of the instrument so strong, that you may take ...

My UA version 2.9.3 Build 6 shows exactly the behaviour LeapFrog describes. It runs on XP; UA has its own folder, not in the program directory. After sluggo's finding what remains missing is the trigger why UA sometimes saves/overwrites the PortfolioPanel settings and sometimes not. Despite playing ...

On the third hand, it is valuable to have a cause as assurance that the coincidence will not simply cease to make money.

Hi Dallas, > Wondering if anyone can explain apparently wide fluctuations in test results ... > ... know the win/loss ratios ... It's not a simple ratio, independent of anything, but rather a distribution in a high-dimensional parameter space. You mention some of the parameters yourself in the rest ...

Hi Jokerman, your indication in the end about relative vola was what I thought during reading: I would normalize each market to itself before comparing across markets. For example, get the short term vola distribution for each day in the last n years, derive a standard deviation from that, and expre...

The reason a logarithm appears in many of the more theoretically motivated trading related formulas is: that way you automatically deal with relative price changes (percentage changes) instead of absolute price changes. Let's make an example: Imagine a price going from 10 to 11. Several years later ...

I think it is Ed Seykota who is fond of pointing out the advantages of having invested $1 at a compound rate of interest at the birth date of Christ over 2000 years ago. Even though it's clear that this is a mental picture to show the power of compound interest and therefore practical problems are ...

Indeed interesting.
Thanks for sharing your analysis.

Regards,
Robert

Sluggo, thanks for your answer and I bow deep to you and your nose smelling correctly my mistake. It turned our there are two of the futures I'm looking for (CSI# 529 and 530), and unfortunately in the UA software as well as in their factsheet the descriptions are not very helpful: 529 Index-DJ STOX...

Hi PaulZ,

thanks for the answer. I already looked at that, however. Everything is unchecked in both places.

Regards,
Robert