Traders' Roundtable

I'm working on the same problem. You can manually copy the file and portolio settings or use the portfile.adm file.

Roger.
you will find some charts(not very clear!?!) on:
http://www.jwh.com/Documents/MarketCommentary.pdf

best regards,as ever

Roger
Thanks again for sharing your advice.

I just read “JWH Monthly Commentary September 2004WH September Commentaryâ€

Roger Thanks again for the advice, an improvement to take account for the different rollover styles could be to make different portfolios with different rollover rules(i.e. bonds, energy, etc.) and save them in a single directory.I am using EOD data and it seems to me that you have to monitor market...

Roger,
thanks for the insights,as a beginner I'm using Volume as rollover trigger and back-adjusting.

I see the data problem is complex:
viewtopic.php?t=1780
viewtopic.php?t=1780&highlight=

best regards, as ever

I am learning CSI Unfair Advantage and I would like to know from other traders which are the best setting for: · Roll Trigger · Roll by Days Before Expiration Date · Generate Forward · Roll Timing · Representative Prices · Accumulation Method · Confirmation Signals · Post Processing I unders...

SysTrader wrote:... on the ratio adjusted data ...

What's the difference between back-adjusted and ratio-adjusted futures contracts data?

best regards, as ever

Maybe you are not aware that John Hill has discarded Excalibur and now uses Tradestation. He even writes books about how to use Tradestation Thanks for the feedback I have a custom proprietary backtesting engine…. I did find a big difference between actual and continuous contract, mainly in costs...

http://www.gummy-stuff.org/VaR.htm
Excel spreadsheet included.

Kianti, you are correct that buying/selling options makes you long/short vega and gamma but I am talking about just the delta or directional market exposure which i thought you were to since you mention futures. simply buying a put is getting you short the market. You're also correct but margin req...

From another forum: 9/28/2004 5:59 AM I am wondering if someone of you guys use wealthlab to trade futures with a system. nearly every dataprovider provide backadjusted futuresdata. but this is not the realsworld. I read the book ultimate trading guide by john hill. he tested every system with the a...

Buying a put gets you short and selling it gets you long. Buying a call gets you long and selling it gets you short. When you buy a put,call or future you're always long, when you sell a call,put or future you're always short. selling 10% out of the money calls and puts on the SPX. How best to posi...

Thanks Forum Mgmnt,

'cdbfacts.adm' is just what I needed.

best regards, as ever

I am using CSI's Unfair Advantage evaluation version.
Does anyone know if is possible to export the 'Factsheet' or the 'Portfolio' summary to a txt or csv file?

On Delta Neutral Options Strategy: http://www.allin.net/dn/pages/dnos.pdf Shorting options is a non-trendfollwing strategy, i.e. (limited profit = premium received) vs unlimited loss theoretically. Long options is a trend-following strategy, i.e (premium paid=stop-loss) vs (high reward = the trend !...

Working for the "Big Fish","Big Fat Tuna" or MAW from Chicago, loudest man on the LIFFE floor, was certainly a fun/horror experience.

[quote="Jake Carriker"]My query to the board is this: What do you do, and how does it work? Has anyone found that temporarily withholding orders at “announcementâ€

I tried Holosync a few times and I was not impressed; but this is just my personal experience. The best I experienced so far is a proper session of Yoga Nidra (Yogic Sleep) after one hour and half of Ashtanga Yoga. I feel that CDs for meditation are what Prozac or Viagra are for depression and sexua...

Drinking Alone Remembering to breathe between sips of my whisky sour (20 year old scotch) We all know that a few drinks too many can help deep relaxation or even Near Death Experiences; you may consider starting a discussion about drinking&trading in a new thread and I would be very happy to re...

I used to trade options long time ago and I also liked

Option Volatility & Pricing: Advanced Trading Strategies and Techniques-----by Sheldon Natenberg (

I also tried the demo of a quite interesting excel software called Optionstar
http://www.optionstar.com/


best regards, as ever