Ahaaah,
my rolls date are somewhat early!
Even if results charts look better then roll on open interest.
Thank you Roger.
Search found 141 matches
- Thu Dec 19, 2013 11:30 am
- Forum: Data Providers and other non testing software
- Topic: CSI has now added a forward roll schedule report.
- Replies: 5
- Views: 9942
- Thu Dec 19, 2013 6:17 am
- Forum: Data Providers and other non testing software
- Topic: CSI has now added a forward roll schedule report.
- Replies: 5
- Views: 9942
- Wed Nov 27, 2013 3:24 pm
- Forum: Trader Psychology
- Topic: Any trader getting lower blood pressure on monitoring market
- Replies: 4
- Views: 7883
- Tue Nov 12, 2013 2:05 pm
- Forum: Testing and Simulation
- Topic: Robust
- Replies: 6
- Views: 7236
- Tue Nov 12, 2013 12:12 am
- Forum: Testing and Simulation
- Topic: Slippage
- Replies: 2
- Views: 4141
- Wed Oct 16, 2013 5:03 pm
- Forum: Futures Markets
- Topic: Optimum rates contract to hold
- Replies: 2
- Views: 6013
- Sat Oct 12, 2013 11:58 am
- Forum: Data Providers and other non testing software
- Topic: NE Today
- Replies: 1
- Views: 5159
NE Today
NE Today
- Fri Sep 27, 2013 4:42 pm
- Forum: Futures Markets
- Topic: Swap Interest 5Yr and 10Yr (NI IR)
- Replies: 1
- Views: 4624
- Fri Sep 27, 2013 2:59 am
- Forum: Futures Markets
- Topic: Swap Interest 5Yr and 10Yr (NI IR)
- Replies: 1
- Views: 4624
Swap Interest 5Yr and 10Yr (NI IR)
CSI does not update these Futures from 16 Sept.
I can't find any info at Cbot or Csi.
Do you know what is happen?
Thank you
I can't find any info at Cbot or Csi.
Do you know what is happen?
Thank you
- Thu Sep 26, 2013 5:28 pm
- Forum: Testing and Simulation
- Topic: Trend Following: Profitable Reality or an Illusion doomed to
- Replies: 28
- Views: 33680
- Wed Sep 25, 2013 4:20 pm
- Forum: Testing and Simulation
- Topic: Trend Following: Profitable Reality or an Illusion doomed to
- Replies: 28
- Views: 33680
- Wed Sep 18, 2013 2:30 pm
- Forum: Brokers
- Topic: Wisdom & Interactive Brokers
- Replies: 1
- Views: 5581
Shane Wisdom is an Introducing Broker. He does everything he can to support you. Through Shane you can open accounts with different Brokerage Houses. Given the high number of broker bankruptcy seen in the last years, i / we suggest you to use more then one brokerage houses. I have an account with Wi...
- Sun Jun 16, 2013 2:17 pm
- Forum: Testing and Simulation
- Topic: Seasonality
- Replies: 4
- Views: 5174
seasonality.
Here are results from Triple, Dual, Rsi, Donchian, Bollinger, Atr Systems, Long and Short on a 150 futures portfolio. Parameters as they come with TB.
But you can also optimize, results do not change.
For your convenience i sum and write down results of all June and all Dec results.
June sucks : )
But you can also optimize, results do not change.
For your convenience i sum and write down results of all June and all Dec results.
June sucks : )
- Sat Jun 15, 2013 4:18 pm
- Forum: Testing and Simulation
- Topic: Seasonality
- Replies: 4
- Views: 5174
Seasonality
June sucks !
- Sat Apr 06, 2013 3:59 am
- Forum: Data Providers and other non testing software
- Topic: Csi changed file extension.
- Replies: 0
- Views: 13475
Csi changed file extension.
It seem that csi changed file extension for those who want to link contracts
using "close new close old same day".
using "close new close old same day".
- Thu Jan 17, 2013 2:30 am
- Forum: Data Providers and other non testing software
- Topic: Linking historical DM spot to current Euro spot now possible
- Replies: 14
- Views: 17423
link symbols
Have you linked your simbols for a better test?
Double check that Trading Blox is reading them, because till you save, chart, rewrite, rerfresh and make a prayer, could it be that csi chart is linked, but trading blox is still reading the old file.
Double check that Trading Blox is reading them, because till you save, chart, rewrite, rerfresh and make a prayer, could it be that csi chart is linked, but trading blox is still reading the old file.
- Mon Oct 08, 2012 3:13 am
- Forum: Testing and Simulation
- Topic: Curve Fitting or appropriate market selection
- Replies: 15
- Views: 14207
- Sat Aug 11, 2012 7:59 am
- Forum: Money Management
- Topic: Two, three brokers ok, but...
- Replies: 2
- Views: 6221
Two, three brokers ok, but...
Criminal acts on Mfglobal finally persuaded even me to use more then one broker. I can be wrong but my tests suggest that is better trade a big account that two halves. There are also differences in futures allowed to trade between brokers. So , if you want trade more symbols once again it's better ...
- Fri Aug 03, 2012 3:47 am
- Forum: Futures Markets
- Topic: Suspicious data
- Replies: 51
- Views: 51619
Positions changed with the last download
With the last download, Equity curve has changed and with that, lot of positions do not match.
I can't find any wrong price.
I am alone?
Thank you
I can't find any wrong price.
I am alone?
Thank you
- Thu Jul 26, 2012 3:04 am
- Forum: Testing and Simulation
- Topic: Any ideas how to improve this system?
- Replies: 9
- Views: 6320