Search found 141 matches

by marriot
Thu Dec 19, 2013 11:30 am
Forum: Data Providers and other non testing software
Topic: CSI has now added a forward roll schedule report.
Replies: 5
Views: 5588

Ahaaah,
my rolls date are somewhat early!
Even if results charts look better then roll on open interest.
Thank you Roger.
by marriot
Thu Dec 19, 2013 6:17 am
Forum: Data Providers and other non testing software
Topic: CSI has now added a forward roll schedule report.
Replies: 5
Views: 5588

Does anyone have this false rollover advice from Csi Rollover Schedule Report?
Today, 19 Dec, some Tokyo futures have to roll on 2th December, which seem to be tomorrow.
by marriot
Wed Nov 27, 2013 3:24 pm
Forum: Trader Psychology
Topic: Any trader getting lower blood pressure on monitoring market
Replies: 4
Views: 4306

Higher blood pressure strains the hearth.
I am not a doc, but a lower blood pressure will make your hearth works for a longer time.
So be happy : )

A beautiful woman , owner and manager of an African Lodge, told me that
Champagne can help when you feel down.
by marriot
Tue Nov 12, 2013 2:05 pm
Forum: Testing and Simulation
Topic: Robust
Replies: 6
Views: 5381

Hi Ghost,
are you speaking about a test on all 500 S&P stocks or a test against the futures?
by marriot
Tue Nov 12, 2013 12:12 am
Forum: Testing and Simulation
Topic: Slippage
Replies: 2
Views: 3238

These are related to Futures trading. http://www.tradingblox.com/forum/viewtopic.php?t=3688&highlight=slippage http://www.tradingblox.com/forum/viewtopic.php?t=226&highlight=slippage+skid http://www.tradingblox.com/forum/viewtopic.php?t=226&highlight=slippage+skid I like Tim Arnold. He does not writ...
by marriot
Wed Oct 16, 2013 5:03 pm
Forum: Futures Markets
Topic: Optimum rates contract to hold
Replies: 2
Views: 3023

He already solved this question hundreds of years ago.
Simplifying his suggestions, it is worth to reduce more the possible numbers of rollovers.
Why not? Less Fee, less slippage.
Doing this research, you will also find that not all active months are used by traders, especially in Grain Futures.
by marriot
Sat Oct 12, 2013 11:58 am
Forum: Data Providers and other non testing software
Topic: NE Today
Replies: 1
Views: 2750

NE Today

NE Today
by marriot
Fri Sep 27, 2013 4:42 pm
Forum: Futures Markets
Topic: Swap Interest 5Yr and 10Yr (NI IR)
Replies: 1
Views: 2219

Csi Answer:

Hello,

Thank you for your email regarding NI and IR.

CME delisted both of them after their

September contracts expired.

***************************

Look for F1U and N1U now.
by marriot
Fri Sep 27, 2013 2:59 am
Forum: Futures Markets
Topic: Swap Interest 5Yr and 10Yr (NI IR)
Replies: 1
Views: 2219

Swap Interest 5Yr and 10Yr (NI IR)

CSI does not update these Futures from 16 Sept.
I can't find any info at Cbot or Csi.
Do you know what is happen?

Thank you
by marriot
Thu Sep 26, 2013 5:28 pm
Forum: Testing and Simulation
Topic: Trend Following: Profitable Reality or an Illusion doomed to
Replies: 28
Views: 23481

Hi Roger,
your simulation looks really good.
Would you like to say something about used portfolio ?

Hi Anthony,
keep allocation low, leverage low is boring : )
by marriot
Wed Sep 25, 2013 4:20 pm
Forum: Testing and Simulation
Topic: Trend Following: Profitable Reality or an Illusion doomed to
Replies: 28
Views: 23481

Currencies are the worst performing from Jan 2011.
What you see is a Long /Short Triple moving Average trading only Currency Futures.
by marriot
Wed Sep 18, 2013 2:30 pm
Forum: Brokers
Topic: Wisdom & Interactive Brokers
Replies: 1
Views: 2981

Shane Wisdom is an Introducing Broker. He does everything he can to support you. Through Shane you can open accounts with different Brokerage Houses. Given the high number of broker bankruptcy seen in the last years, i / we suggest you to use more then one brokerage houses. I have an account with Wi...
by marriot
Sun Jun 16, 2013 2:17 pm
Forum: Testing and Simulation
Topic: Seasonality
Replies: 4
Views: 3498

seasonality.

Here are results from Triple, Dual, Rsi, Donchian, Bollinger, Atr Systems, Long and Short on a 150 futures portfolio. Parameters as they come with TB.
But you can also optimize, results do not change.

For your convenience i sum and write down results of all June and all Dec results.
June sucks : )
by marriot
Sat Jun 15, 2013 4:18 pm
Forum: Testing and Simulation
Topic: Seasonality
Replies: 4
Views: 3498

Seasonality

June sucks ! :roll:
by marriot
Sat Apr 06, 2013 3:59 am
Forum: Data Providers and other non testing software
Topic: Csi changed file extension.
Replies: 0
Views: 11176

Csi changed file extension.

It seem that csi changed file extension for those who want to link contracts
using "close new close old same day".
by marriot
Thu Jan 17, 2013 2:30 am
Forum: Data Providers and other non testing software
Topic: Linking historical DM spot to current Euro spot now possible
Replies: 14
Views: 10485

link symbols

Have you linked your simbols for a better test?
Double check that Trading Blox is reading them, because till you save, chart, rewrite, rerfresh and make a prayer, could it be that csi chart is linked, but trading blox is still reading the old file.
by marriot
Mon Oct 08, 2012 3:13 am
Forum: Testing and Simulation
Topic: Curve Fitting or appropriate market selection
Replies: 15
Views: 8832

What if today is 30 dec 2010.
Are your best parameters 45 /150?
If not, look at results on the last 24 month with new parameters.
You are testing with one million as starting equity.
Try also 500.0000 and 1.500.000.

regards
by marriot
Sat Aug 11, 2012 7:59 am
Forum: Money Management
Topic: Two, three brokers ok, but...
Replies: 2
Views: 3252

Two, three brokers ok, but...

Criminal acts on Mfglobal finally persuaded even me to use more then one broker. I can be wrong but my tests suggest that is better trade a big account that two halves. There are also differences in futures allowed to trade between brokers. So , if you want trade more symbols once again it's better ...
by marriot
Fri Aug 03, 2012 3:47 am
Forum: Futures Markets
Topic: Suspicious data
Replies: 51
Views: 31553

Positions changed with the last download

With the last download, Equity curve has changed and with that, lot of positions do not match.
I can't find any wrong price.
I am alone?

Thank you
by marriot
Thu Jul 26, 2012 3:04 am
Forum: Testing and Simulation
Topic: Any ideas how to improve this system?
Replies: 9
Views: 4205

First i suggest to check "real world". I suppose you have optimized for best parameters and maybe you have choose also markets to test. Do all again, using as ending date 2010-12-31. Use as starting equity some real number. See what would happen trading till today. Don't be discouraged, this is goin...