Search found 17 matches
- Sat May 03, 2014 8:57 pm
- Forum: Trend Indicators and Signals
- Topic: How many TA indicators do you look at for analysis?
- Replies: 5
- Views: 7451
Hi rajivm, I believe my reply was providing a useful source of information. That being said, I admit that it is highly tilted towards trend following. I do believe that trend following is currently facing a difficult environment, facts are facts, but I have yet to conclude that it stopped working al...
- Sat May 03, 2014 11:12 am
- Forum: Trend Indicators and Signals
- Topic: How many TA indicators do you look at for analysis?
- Replies: 5
- Views: 7451
Hi oem7110, This is the latest best source of ideas I've come across recently. Mr. Clenow offers a one month free trial to this gem of technical analysis for the futures markets. Clenow Futures Intelligence Mr. Clenow also has a great book on systematic trend following on futures. Enjoy the reading,...
- Wed Apr 23, 2014 3:53 pm
- Forum: Futures Markets
- Topic: SAFEX Spreads
- Replies: 0
- Views: 16953
SAFEX Spreads
Hi All, I have recently been confronted with a problem upon rolling my positions on JSE / SAFEX contracts. The broker I use no longer supports spread orders on these contracts which has left me with about 4 solutions: 1) Go with markets orders on each legs ahead of the open. 2) Go with limit orders ...
- Tue Oct 08, 2013 2:07 pm
- Forum: Testing and Simulation
- Topic: Trading Next Days Open
- Replies: 14
- Views: 13486
- Tue Oct 08, 2013 12:05 pm
- Forum: Testing and Simulation
- Topic: Trading Next Days Open
- Replies: 14
- Views: 13486
Hi Dwooten70, Here's my solution to this problem. My motivations for a solution revolved around not being too late into the electronic session and not extending my workday too late in the evening. I use day limit orders and participate in all trading sessions except in Asian markets where the timing...
- Thu Apr 25, 2013 7:53 am
- Forum: Futures Markets
- Topic: SAFEX Soybeans
- Replies: 1
- Views: 5203
- Thu Jan 31, 2013 11:23 pm
- Forum: Testing and Simulation
- Topic: Exporting simulation graph results
- Replies: 3
- Views: 3119
- Thu Feb 23, 2012 10:32 pm
- Forum: Data Providers and other non testing software
- Topic: CSI settle prices odd on Feb-23 for GLOBEX EURUSD CHFUSD?
- Replies: 1
- Views: 4002
Not so odd in the end
Hi CSI Users, This actually seems to be standard procedure as per the link below. It represents the VWAP from 13:59:30-14:00:00. A more representative settlement price than the globex close which sees less volume. http://www.cmegroup.com/market-data/files/CME_Group_Settlement_Procedures.pdf Still go...
- Thu Feb 23, 2012 9:42 pm
- Forum: Data Providers and other non testing software
- Topic: CSI settle prices odd on Feb-23 for GLOBEX EURUSD CHFUSD?
- Replies: 1
- Views: 4002
CSI settle prices odd on Feb-23 for GLOBEX EURUSD CHFUSD?
Hi CSI Users,
Looking at the charts on the CME website under the fx section, the settlement price on CHFUSD & EURUSD seem to spike down to pit close levels and resume back up to electronic close level on the next electronic open.
Any other user find this odd, normal, occasional?
Thanks,
Pierre
Looking at the charts on the CME website under the fx section, the settlement price on CHFUSD & EURUSD seem to spike down to pit close levels and resume back up to electronic close level on the next electronic open.
Any other user find this odd, normal, occasional?
Thanks,
Pierre
- Sat Nov 19, 2011 11:20 am
- Forum: Futures Markets
- Topic: Russian Ruble
- Replies: 3
- Views: 3174
Hi trader20, This document seems to provide a rather thorough explanation of the workings of EFPs. EFP Document I'm curious to know how many TB members use EFP for illiquid CME/FINEX cross-pairs. Also, I wonder if all the EFP activity is actually reflected in the reported volume numbers. I figure th...
- Tue Nov 30, 2010 10:40 pm
- Forum: Testing and Simulation
- Topic: Historical Stock Data
- Replies: 4
- Views: 4139
- Tue Nov 30, 2010 10:29 pm
- Forum: Data Providers and other non testing software
- Topic: CSI Data Delivery VS. Electronic Market Open Hour
- Replies: 0
- Views: 2781
CSI Data Delivery VS. Electronic Market Open Hour
Hello everyone, I was wondering how some of you handle CSI's combined electronic and pit traded markets. CSI completes its data update around 20:15PM at best but some electronic markets start trading earlier. Thus, the open for the combined contracts occur before we process the data and submit order...
- Mon Nov 15, 2010 10:44 am
- Forum: Futures Markets
- Topic: CSI running l a t e
- Replies: 25
- Views: 16800
Windows Automation
Hello LeapFrog, Maybe you could try this little piece of software to alleviate you frustrations. AutoIt It's a windows automation scripting language. The two ways that it could potentially help you is by: 1 - Create a script that launches CSI and sends the appropriate key strokes to CSI to mimic the...
- Sat Oct 09, 2010 10:04 pm
- Forum: Testing and Simulation
- Topic: Bloomberg Data
- Replies: 9
- Views: 6385
Bloomberg Data
Hi all, The best way to extract any significant amount of data from bloomberg has to be done through the API in C, C#, .NET or Java. I've done it in C and it works very well. You'll probably get around to learning one of these ways once you get tired of dabbling in EXCEL VBA to extract bloomberg dat...
- Sat Oct 09, 2010 10:12 am
- Forum: Testing and Simulation
- Topic: Profit Target exits improve this system's performance
- Replies: 63
- Views: 49514
TMA Blox with multiple profit targets
Hi all, I added 2 blox in the blox marketplace that builds on sluggo's TMA with Profit Target. I achieve similar results with a portfolio of 134 markets. These blox allow for many profit targets to be tested (maximum of 5 for now). They also incorporate a volume cap. Below are 2 samples. One without...
- Fri Mar 23, 2007 3:23 pm
- Forum: Testing and Simulation
- Topic: In your experience as a system trader... 80/40 or 40/40 ?
- Replies: 46
- Views: 50882
Good point, your example couldn't be any clearer and fresh to mind. Have you done such research on historical JOINT distribution of daily returns? I'm not sure how one would go about creating synthetic price series that could reflect both each market's daily return distribution and the correlation o...
- Fri Mar 23, 2007 2:05 pm
- Forum: Testing and Simulation
- Topic: In your experience as a system trader... 80/40 or 40/40 ?
- Replies: 46
- Views: 50882
How about creating synthetic price series of the markets
Hi everyone, I was wondering if anyone tried to create synthetic price series for the markets they trade based on the historical distribution of daily returns. I guess one could do so in a similar way to Monte Carlo simulations in Trading Blox where daily returns of historical simulations are shuffl...