Search found 59 matches
- Sun Jun 14, 2009 8:47 am
- Forum: Testing Software
- Topic: Benefits of custom software vs. Trading Blox
- Replies: 18
- Views: 14835
This is a fine thread. I am very happy to be apart of it. Thanks kingami and Roger for your insights. They certainly help me clarify my decision process. I would like to minimize the level of programming for basic features and it seems that that's what Trading Blox offers. According to Roger, it als...
- Sat Jun 13, 2009 6:56 pm
- Forum: Testing Software
- Topic: Benefits of custom software vs. Trading Blox
- Replies: 18
- Views: 14835
- Sat Jun 13, 2009 3:51 pm
- Forum: Testing Software
- Topic: Benefits of custom software vs. Trading Blox
- Replies: 18
- Views: 14835
- Sat Jun 13, 2009 12:31 pm
- Forum: Testing Software
- Topic: Benefits of custom software vs. Trading Blox
- Replies: 18
- Views: 14835
What is listed here is from my experience, and it has shaped a belief you ask yourself the question of whether you want to be a software developer who is playing a low volume competitive catch-up game, or be a systems trader who is discovering and applying winning solutions, of which you have yet t...
- Sat Jun 13, 2009 10:23 am
- Forum: Testing Software
- Topic: Benefits of custom software vs. Trading Blox
- Replies: 18
- Views: 14835
Asamat and Sluggo, thank you so much for your responses! I have found answers to a few of my questions within other conversations. For example, Trading Blox can reference the equity curve in generating new Blox. Also, a thread on Designing Your Dream Software from 2004 lists many wish-list features,...
- Fri Jun 12, 2009 9:13 pm
- Forum: Testing Software
- Topic: Benefits of custom software vs. Trading Blox
- Replies: 18
- Views: 14835
Benefits of custom software vs. Trading Blox
Hi everyone, I have been working very diligently on developing a custom simulation engine in C# language and it is taking a very long time. I estimate that to program software with as many features as Blox Builder--and one that I would feel is accurate--might take me another 8 months to a year. Thus...
- Thu Jun 11, 2009 10:58 am
- Forum: Futures Markets
- Topic: Maintenance margin in foreign markets?
- Replies: 4
- Views: 4478
wow, this is perfect. Thanks!7432 wrote:here is IB's list of initial and maintenance margin and the currency required.
http://www.interactivebrokers.com/en/p. ... entity=llc
- Wed Jun 10, 2009 8:45 am
- Forum: Futures Markets
- Topic: Maintenance margin in foreign markets?
- Replies: 4
- Views: 4478
Maintenance margin in foreign markets?
I have found information regarding initial margin for foreign-market futures however none for maintenance margin. Is margin handled similarly outside the U.S.? Also, I have also seen maintenance margin listed to be the same amount as the initial margin for both U.S. and non-U.S.-based contracts. Not...
- Wed Jun 10, 2009 8:04 am
- Forum: Futures Markets
- Topic: For those who trade foreign futures...
- Replies: 12
- Views: 9162
- Tue Jun 09, 2009 12:24 pm
- Forum: Futures Markets
- Topic: For those who trade foreign futures...
- Replies: 12
- Views: 9162
Re: For those who trade foreign futures...
If a US investor wants to trade a non USD investment not quoted or traded in USD, he might consider creating a USD price series from the local price series and see how this would affect his signals and his P&L. AFJ, Do you happen to know if Trading Blox performs a similar conversion on the data...
- Tue Jun 09, 2009 11:06 am
- Forum: Testing and Simulation
- Topic: Point-adjusted vs. Percentage-adjusted Continuous Data
- Replies: 2
- Views: 2681
- Tue Jun 09, 2009 10:21 am
- Forum: Testing and Simulation
- Topic: Point-adjusted vs. Percentage-adjusted Continuous Data
- Replies: 2
- Views: 2681
Point-adjusted vs. Percentage-adjusted Continuous Data
I just purchased data from Pinnacle who provides software to form both point-adjusted (i.e. backward-adjusted) as well as percentage-adjusted continuous contracts. I want to confirm that *point-adjustment does not retain accurate day-to-day percentage changes (nor volatility in terms of percentage) ...
- Mon Jun 08, 2009 8:42 pm
- Forum: Data Providers and other non testing software
- Topic: NORGATE data
- Replies: 21
- Views: 17834
- Mon Jun 08, 2009 8:39 pm
- Forum: Testing and Simulation
- Topic: RAR%
- Replies: 17
- Views: 10582
Calculating RAR% using the exponential regression equation
Now you need to figure out how to incorporate the fact that there are an average of 365.25 days per year (over a thirty year backtest which will include some leap-years), in order to calculate "RAR" - the Robust Annual Return. First, you start with the coefficient of the exponent in the d...
- Mon Jun 08, 2009 3:38 pm
- Forum: Testing and Simulation
- Topic: RAR%
- Replies: 17
- Views: 10582
- Mon Jun 08, 2009 10:00 am
- Forum: Data Providers and other non testing software
- Topic: NORGATE data
- Replies: 21
- Views: 17834
Dymas, glad to hear that you have solved the issue by yourself. Their data service is very straightforward indeed and I haven't encountered any serious problem so far. Hi Trendscatcher, I am wondering if you still are satisfied with Norgate's product? I am looking into buying their historical data ...
- Mon Jun 08, 2009 8:57 am
- Forum: Testing and Simulation
- Topic: RAR%
- Replies: 17
- Views: 10582
- Sun Jun 07, 2009 9:35 pm
- Forum: Testing and Simulation
- Topic: RAR%
- Replies: 17
- Views: 10582
I have often contemplated the void and was doing so only an hour ago when I drifted off in the middle of the Magnificat. I find the concept of an infinitely fertile emptiness much easier to swallow than that of an anthropomorphic creator. Much as I enjoy my native Anglo Catholicism and the rich lit...
- Sun Jun 07, 2009 1:56 pm
- Forum: Testing and Simulation
- Topic: RAR%
- Replies: 17
- Views: 10582
Hi everyone, As a compromise, in my calculation of RAR% I use the portfolio's starting equity as the start date value and the regressed end date equity value as the end date value. I did this because I found that the regressed start date value can be negative if the equity curve's slope is steep eno...