Search found 7 matches

by comewish
Wed Nov 16, 2011 9:24 pm
Forum: Data Providers and other non testing software
Topic: 2011/11/16 CSI BP Data is wrong
Replies: 1
Views: 3081

2011/11/16 CSI BP Data is wrong

I found BP Low is wrong. The Low price should be 1.57160 but CSI is 1.57250. Is anyone has same problem?
by comewish
Fri Feb 18, 2011 4:18 pm
Forum: Testing and Simulation
Topic: Measuring annual volatility?
Replies: 1
Views: 1815

Measuring annual volatility?

Thank you for the equity curve blending post (link), Sluggo. This must cost you a lot of time and hard work.
May I ask a question?
How do you mesure annual volatility?
by comewish
Thu Oct 21, 2010 6:10 pm
Forum: Futures Markets
Topic: Hang Seng and Taiwan Indexes
Replies: 5
Views: 5576

Thank you LeapFrog. You are so generous and helpful. :D
by comewish
Wed Oct 20, 2010 8:45 pm
Forum: Futures Markets
Topic: Hang Seng and Taiwan Indexes
Replies: 5
Views: 5576

May I ask some newbie question. If you add a new market to your trading portfilio. How do you adjust your trading suite or your positions? Do you add a position immediately if there is a open position in TB? Second question is : if you trade different time zone market. How do you setup your computer...
by comewish
Mon Oct 18, 2010 8:47 pm
Forum: Testing and Simulation
Topic: ODD Data in DX
Replies: 7
Views: 5061

This is CSI reply: it's not really an error, it's not only un back adjusted, it's un historically adjusted ( precision changes aren't factored in ) It probably isn't right to do it this way, and it's not what would be expected. Next version will just show un back adjusted unadjusted data only but hi...
by comewish
Mon Oct 18, 2010 3:11 pm
Forum: Testing and Simulation
Topic: ODD Data in DX
Replies: 7
Views: 5061

Thank you sluggo, you are helpful.
I have reported this to CSI.
So I think "count on contract rolls" in TB is not real value because it not use unadjust close.
by comewish
Fri Oct 15, 2010 11:25 pm
Forum: Testing and Simulation
Topic: ODD Data in DX
Replies: 7
Views: 5061

ODD Data in DX

I found some weird data in CSI #263 US Dollar Index.
Does it affect backtesting result?