Search found 56 matches

by TrendMonkey
Thu Feb 07, 2008 8:05 am
Forum: Money Management
Topic: Just thought I would show my face again...
Replies: 4
Views: 6392

Are you going to post when you have a negative seven figure year, too?
by TrendMonkey
Tue Nov 06, 2007 12:38 pm
Forum: Testing and Simulation
Topic: Benchmarking
Replies: 9
Views: 9938

Hopefully for you YTD began yesterday?
by TrendMonkey
Mon May 28, 2007 1:51 pm
Forum: Stocks
Topic: ilYzyPKPwhICaq
Replies: 88
Views: 124500

By the way, lperepol - ecritt posted an extremely interesting paper on this web site a year or so ago about LTTF and stocks. It's one of the best things I ever got off this site. If you haven't read it, you should track it down. (Sorry, I am too lazy to find it myself). Cheers.
by TrendMonkey
Mon May 28, 2007 1:49 pm
Forum: Stocks
Topic: ilYzyPKPwhICaq
Replies: 88
Views: 124500

It's not just dividends either - most data providers do not account for the situation such as last January when Alcan spun Novelis off into its own company. Alcan shares dropped many dollars that day, but of course nobody actually lost any money. I think accurate price history data for stocks is pre...
by TrendMonkey
Fri Apr 20, 2007 1:14 pm
Forum: Trend Indicators and Signals
Topic: How Did Richard Dennis Originally Trade?
Replies: 8
Views: 15233

High Frequency ???
by TrendMonkey
Mon Nov 06, 2006 10:07 am
Forum: Brokers
Topic: Interactive Brokers
Replies: 20
Views: 46623

I trade stocks through IB and they are certainly extremely cheap and their system seems stable and functional enough. They scare me a bit, though. I have a feeling one day I might have a problem, and I will get nowhere trying to resolve it. I feel this because of their ultra "curt" (as som...
by TrendMonkey
Mon Oct 02, 2006 1:35 am
Forum: Testing and Simulation
Topic: When To Stop Trading
Replies: 43
Views: 49571

Since virtually every word of trading wisdom implores one again and again to maintain discipline and stick with the system, this seems to me to be just about the most important question of all. Unfortunately I don't have a better answer than Barli's.
by TrendMonkey
Tue Jul 04, 2006 2:46 pm
Forum: Custom C++ or Java Platforms
Topic: building "intraday trading session replay" functio
Replies: 2
Views: 8458

If you can figure out how to run the simulations accurately, surely playing a .WAV file (or whatever) is no big deal? May I ask where you get your pricing data from? Is it just for the HK market? My limited observation was that per-tick pricing data (in my case for North American equities) is expens...
by TrendMonkey
Wed May 10, 2006 2:33 pm
Forum: Futures Markets
Topic: Futures Market Data Pitfalls - Newbies Beware
Replies: 18
Views: 15667

Speaking of CSI, I see they are now in the trading systems vendor business directly. In the newsletter I just got they are flogging their 'Sierra Hotel' system for $995. It looks like it is completely undisclosed, but I just quickly skimmed it. The only thing that piqued my interest a little was the...
by TrendMonkey
Tue Apr 25, 2006 5:19 pm
Forum: Futures Markets
Topic: S&P CNX Nifty CSI#742 "NFI"
Replies: 4
Views: 5242

That is an increase of a whopping 84.8%. And yet only yields a profit of USD 2,475
For those of us unfamiliar with the details of this contract, and out of curiosity, can you put these in the same context? I mean, if 84.8% equals $2,500 USD then the rollover cost looks pretty good...
by TrendMonkey
Tue Mar 07, 2006 2:09 pm
Forum: Brokers
Topic: ;-)
Replies: 4
Views: 6960

I received an Email too (from IB Canada) asking about W8 forms. Now that you mention it, none of the other three (Canadian) brokers I deal with ever send me emails about anything, nor did any of them ask for W8 information. Hmmmmm.
by TrendMonkey
Tue Feb 28, 2006 8:12 pm
Forum: Brokers
Topic: Client Protection
Replies: 6
Views: 8628

Bemac, I know Refco (and IB) are both IDA/CIPF members in Canada so I think that might protect you (us). I am not certain though, it's possible the IDA only covers the securities side of their business. It seems Refco in particular has a huge dividing line between stocks and futures.
by TrendMonkey
Tue Feb 14, 2006 5:11 pm
Forum: Data Providers and other non testing software
Topic: Where to get accurate historical tick data?
Replies: 16
Views: 18412

When I checked into it, the cost of TickData was way out of the reach of an individual trader, even one who (like me) pays thousands of $$ per year in commission. So if you find one I'd sure be interested ;)
by TrendMonkey
Fri Jan 27, 2006 7:24 pm
Forum: Trader Psychology
Topic: Is Discretionary Trading Undervalued?
Replies: 6
Views: 10264

That book you linked to above (Schwager's Managed Trading) is truly wonderful. I picked it up recently on another forum member's recommendation. One of my favorite five of all the trading books I own!
by TrendMonkey
Mon Dec 19, 2005 11:54 am
Forum: Testing Software
Topic: OmniTrader
Replies: 8
Views: 10454

In case its unclear I agree pretty much 100% with what Turtle40 said - he said it a lot better than I did. I can't comment on who talks about what and why but my observation (about the systems in TBB) on the markets I am interested in (large-cap US and Canadian stocks) is that the most obviously &qu...
by TrendMonkey
Sun Dec 18, 2005 10:24 pm
Forum: Testing Software
Topic: OmniTrader
Replies: 8
Views: 10454

OT

Funny you ask this today - I bought OT a month ago and my trial just expired. I agree with what you said. Fascinating but I don't have any faith in its signals. I think its whole premise is flawed - it seems to me it takes curve-fitting to a whole different level. For what it is though I consider it...
by TrendMonkey
Fri Dec 16, 2005 11:20 am
Forum: Data Providers and other non testing software
Topic: ;-)
Replies: 4
Views: 6685

I use DataLink (Reuters) for stocks because CSI was very iffy about their support for my market of choice (Toronto). (They basically said "we cover most stocks" but refused to quantify "most"). However Reuters does NOT keep defunct stocks in their otherwise complete (AFAIK) histo...
by TrendMonkey
Fri Dec 16, 2005 1:38 am
Forum: Testing and Simulation
Topic: ;-)
Replies: 3
Views: 4226

Just guessing but perhaps the prices are adjusted for the value of the dividend, so had you actually been trading it on November 11, it would have been trading at $3.04, not $1. ??
by TrendMonkey
Mon Nov 07, 2005 4:15 pm
Forum: Testing Software
Topic: MarketDelta
Replies: 0
Views: 3918

MarketDelta

Does anyone have any experience or opinions that they wish to share concerning this product?

http://www.marketdelta.com