Search found 11 matches
- Thu Jul 10, 2008 6:36 pm
- Forum: Data Providers and other non testing software
- Topic: CSI Portfolio Editing
- Replies: 4
- Views: 5166
Just to provide an update. I received this message from one of the CSI software developers: The only other way I can think of would be to open the ua\archives\portfile.adm in notepad, while UA is not up, and set up a Replace search on 'GenerateForward' Edit - Find/Replace ... from '0 GenerateForward...
- Thu Jul 10, 2008 1:29 pm
- Forum: Testing and Simulation
- Topic: Measuring most active contract months
- Replies: 7
- Views: 8111
That sounds like a summary of the data, rather than a conclusion: I ran one test, of one system, on crude oil only. I found that the four options Even6, Odd6, All12, EvenOddBlend gave approximately the same raw profit. I would have supposed that a conclusion would be a final choice and the rational...
- Thu Jul 10, 2008 2:15 am
- Forum: Testing and Simulation
- Topic: Measuring most active contract months
- Replies: 7
- Views: 8111
- Thu Jul 10, 2008 2:02 am
- Forum: Testing and Simulation
- Topic: Measuring most active contract months
- Replies: 7
- Views: 8111
- Wed Jul 09, 2008 11:38 pm
- Forum: Testing and Simulation
- Topic: Measuring most active contract months
- Replies: 7
- Views: 8111
- Wed Jul 09, 2008 9:58 pm
- Forum: Testing and Simulation
- Topic: Measuring most active contract months
- Replies: 7
- Views: 8111
Measuring most active contract months
I thought it would be best to query members of the forum first before I head off on another time consuming endeavor. I use fix roll days as opposed to using OI and/or Volume. I don't want to roll into a new contract every month for futures (e.g., CL, RB, PN, etc.) which have monthly contracts (FGHJK...
- Wed May 28, 2008 7:56 pm
- Forum: Data Providers and other non testing software
- Topic: CSI Portfolio Editing
- Replies: 4
- Views: 5166
- Wed May 28, 2008 6:17 pm
- Forum: Data Providers and other non testing software
- Topic: CSI Portfolio Editing
- Replies: 4
- Views: 5166
CSI Portfolio Editing
I have multiple roll triggers being used for commodities within a single portfolio using CSI UA 2.10.6. I would like to change the representative pricing and "generate forward" check box across the entire portfolio (these parameters would be the same across the portfolio) without impacting...
- Mon Oct 16, 2006 2:28 pm
- Forum: Market Psychology
- Topic: Increased money flow into commodities
- Replies: 7
- Views: 15170
Right. This is my concern. A lot of whipsawing is not good (for trend followers) and is generally what makes the stock market a pretty lousy market to follow trends. Commodities, for the most part, have not (until recently) been wholly subjected to this phenomenon. So, it gives me some pause to thin...
- Sun Oct 15, 2006 2:54 pm
- Forum: Market Psychology
- Topic: Increased money flow into commodities
- Replies: 7
- Views: 15170
Increased money flow into commodities
I just read this article the other day and I'm curious what others feel regarding the transformation of the commodities market over the past 3-4 years. It seems that over the past few years there has been much more visibility of commodities amongst the general public causing an influx in both “inf...
- Wed Sep 03, 2003 7:50 pm
- Forum: Testing and Simulation
- Topic: CSI Back Adjuster
- Replies: 2
- Views: 3588
CSI Back Adjuster
For those of you who use CSI Unfair Advantage and their back adjuster, I am curious as to how you set up your preferences for back adjusting. I am also curious as to why you chose these particular preferences. I've read over CSI's help files for the back adjuster. Unfortunately, there is very little...