Search found 25 matches
- Fri Jul 27, 2012 8:48 am
- Forum: Futures Markets
- Topic: Does Anybody Feel Safe?
- Replies: 34
- Views: 25400
Re: Does Anybody Feel Safe?
In a word - NO. I escaped MFG just prior to their problem. Went with PFG and who knows how much I'll get back or when. It appears to be the Wild West out there. Ratings, etc. are irrelevant if there is no meaningful effective regulation or insurance of accounts. I'm seriously considering exiting fut...
- Tue Jan 04, 2011 12:31 pm
- Forum: Testing Software
- Topic: Hard Disk Backups
- Replies: 5
- Views: 7367
Hard Disk Backups
For many years I have been a happy user of System Guardian, by DuoCor. The product backs up all changed files and can restore files and folders on demand. I back up files to a second internal hard drive. A couple days ago I tried to restore a file and found that some files and folders have not been ...
- Fri Mar 05, 2010 2:16 pm
- Forum: Market Psychology
- Topic: Why isnt "Turtle System One" (1984) profitable?
- Replies: 10
- Views: 33376
Unable to Import AGTune
I put the .tbz file in my Import folder but when I start TB I still don't see the system show up in the list. I am running Builder 2.2.12. Is that the problem?
- Wed Jul 16, 2008 8:54 am
- Forum: Futures Markets
- Topic: Mexican Peso - Huge Move
- Replies: 9
- Views: 7687
- Tue Jul 15, 2008 11:47 am
- Forum: Futures Markets
- Topic: Mexican Peso - Huge Move
- Replies: 9
- Views: 7687
- Tue Jul 15, 2008 9:11 am
- Forum: Futures Markets
- Topic: Mexican Peso - Huge Move
- Replies: 9
- Views: 7687
Mexican Peso - Huge Move
The September 2008 MP had a huge move to the downside (approximately to its 3 month low) followed, within 3 minutes, by a huge move back up to its recent trading range. Anybody have any idea what happened? Perhaps liquidity dried up briefly? I haven't been trading all that much but this move seems u...
- Tue Jul 17, 2007 7:43 am
- Forum: Testing and Simulation
- Topic: What is an "Edge"?
- Replies: 32
- Views: 38951
My view is that there may be value to testing each entry method with a fixed/random exit and each exit method with a fixed/random entry. When trying to see how useful particular entries and exits are, in isolation, testing the 6 entries plus 6 exits may be useful. However, if we narrow down a bunch ...
- Sun Apr 22, 2007 7:57 am
- Forum: Testing and Simulation
- Topic: Very Long Term Trend Following: The Data Implications
- Replies: 37
- Views: 45252
- Wed Apr 18, 2007 11:16 am
- Forum: Testing and Simulation
- Topic: Very Long Term Trend Following: The Data Implications
- Replies: 37
- Views: 45252
Thanks, Jake. I am able to replicate the charts you showed, and I agree with your interpretation. The closer the rollover date gets to the last trade date, the less exaggerated is the drop in OI in the new contract. Do you have any thoughts about using OI, Vol or both to determine rollover rather th...
- Wed Apr 18, 2007 8:20 am
- Forum: Testing and Simulation
- Topic: Very Long Term Trend Following: The Data Implications
- Replies: 37
- Views: 45252
OI Drop at Rollover to Next Contract
I found Jake's post very interesting so I charted a few different rollover dates in CSI's Unfair Advantage application. The OI dropped for every rollover date I tried. I then looked at Total OI, which should be independent of rollover date. At least for SF, the Total OI drops substantially ahead of ...
- Mon Dec 25, 2006 12:12 pm
- Forum: Futures Markets
- Topic: Does a weak dollar lead to rising commodity prices?
- Replies: 3
- Views: 4450
Influence of Dollar on Commodities Prices
It seems to me that commodities for hard assets such as metals, energies, etc. ought to go up/down when the dollar goes down/up for markets denominated in dollars.
- Mon Nov 20, 2006 1:08 pm
- Forum: Testing and Simulation
- Topic: Testing With RTH Data vs Composite Data
- Replies: 3
- Views: 4160
Thanks
for your views, LeapFrog. Fribbet!
- Mon Nov 20, 2006 8:06 am
- Forum: Testing and Simulation
- Topic: Testing With RTH Data vs Composite Data
- Replies: 3
- Views: 4160
Testing With RTH Data vs Composite Data
I had been doing all my system testing using RTH (open outcry, regular trading hours) data. However, I recently started trading using electronic trading. When I switched my data test files from RTH to composite, I reran a 20 year test and found substantially different results using composite data co...
- Fri Nov 17, 2006 11:03 am
- Forum: Testing and Simulation
- Topic: My performance is ? no idea
- Replies: 18
- Views: 13016
Equity Capital and Testing
Starting capital is very important in testing for a number of reasons: 1. smaller starting capital means smaller position sizes and fewer trades. For example, if you risk 2% of your equity on a trade, many trades will be ineligible due to their initial risk exceeding the 2% cosntraint. 2. using larg...
- Tue Nov 07, 2006 4:21 pm
- Forum: Testing and Simulation
- Topic: New All-Time Record Volume
- Replies: 3
- Views: 4191
Record High Volume
The poll's choices aren't enough. For example, if you believe that demand greatly exceeding supply could lead to record high volume, shouldn't you also believe that supply greatly exceeding demand should also lead to record high volume, although the expected direction of movement is down rather than...
- Tue Nov 07, 2006 4:15 pm
- Forum: Data Providers and other non testing software
- Topic: Question about CSI data resp. UA software usage
- Replies: 4
- Views: 6791
Raw Data in UA
Have you checked the portfolio preferences? Look at the Back Adjusting and Historical Adjustments tabs and make sure you have nothing selected that might mess with the raw data.
- Wed Mar 29, 2006 9:54 am
- Forum: Data Providers and other non testing software
- Topic: CSI Data Corrections
- Replies: 21
- Views: 25537
Re: CSI Data Corrections
I've been a CSI customer for years (I have no other affiliation). I've occasionally found missing or incorrect data in my historical testing. Communication with CSI has always led to corrections in the historical data. Every daily update has data corrections, some are historical (such as the ones I ...
- Thu Jan 05, 2006 12:01 pm
- Forum: Money Management
- Topic: Ryan Jones on his Fixed Fractional strategy.......
- Replies: 12
- Views: 19662
Re: Fixed Ratio and Equalizing Risk
If you use fixed ratio position sizing on a portfolio, how do you make an explosive move in oats pay for the losses on the yen or orange juice? In other words, If you`re trading a portfolio, then you must have a way to make all markets "equal". This is a much underestimated part of the be...
- Sat Dec 10, 2005 11:19 am
- Forum: Futures Markets
- Topic: E-Minis Pros and Cons
- Replies: 5
- Views: 6720
Mini Contract Pros and Cons
I recall reading somewhere that mini contracts at times have greater volatility than the corresponding big contracts. The implication was that big traders can jerk around the mini markets to the disadvantage of small traders. But I haven't been able to track down a concrete reference that backs up m...
Transferring from Refco
I'm in the process of switching to Man Financial. There were some positive comments in the forum. I didn't do much due diligence as I was in a hurry to start moving. I can always switch again later with more time to consider the issues. I FAXed cash wiring instructions to Refco on Monday morning and...