Search found 127 matches

by Chelonia
Fri Feb 03, 2012 3:35 am
Forum: Futures Markets
Topic: US Residents Can't Trade Foreign Futures?!!
Replies: 21
Views: 9418

Who wants to deal through IB anyway :roll:
by Chelonia
Tue Jan 17, 2012 4:26 am
Forum: Data Providers and other non testing software
Topic: Gold Hourly Data
Replies: 14
Views: 9079

Here´s what I could find. 2001 until dec 2010. Will look for missing data.

http://www.mediafire.com/?ml54arm0sn4v02q

http://www.mediafire.com/?t5vpv29us79dejc
by Chelonia
Tue Jan 17, 2012 4:16 am
Forum: Data Providers and other non testing software
Topic: Gold Hourly Data
Replies: 14
Views: 9079

Going HF Chris :lol:
by Chelonia
Wed Jan 04, 2012 2:56 am
Forum: Market Psychology
Topic: Is now the time to take a trading holiday?
Replies: 12
Views: 8248

Every time I see a Ron Paul supporter, I think what trouble we're really in.
RON PAUL SUCKS, IN 20-YUCK!
by Chelonia
Tue Jan 03, 2012 2:33 pm
Forum: Market Psychology
Topic: Is now the time to take a trading holiday?
Replies: 12
Views: 8248

You missed your holiday year (2011). I think it´s time to get back in...
by Chelonia
Sat Nov 19, 2011 4:21 am
Forum: Money Management
Topic: Will Notional Funding Now Become the New Standard?
Replies: 10
Views: 8807

Never did it any other way for a fund or MA. Not sure what order types are being used by you guys but when using GTC stop entries these also eat margin, and when your on margin call and/or are not able to take a new position you can just cancel far out entry stops releasing margin at the same time. ...
by Chelonia
Wed Sep 28, 2011 3:08 am
Forum: Money Management
Topic: When To Start Your System?
Replies: 28
Views: 17533

This time it may be different :roll:
by Chelonia
Fri Sep 16, 2011 3:45 pm
Forum: Trader Psychology
Topic: THE ONLY AIM IN TRADING FOR TRADER IS GAIN
Replies: 1
Views: 3203

Beware. Malicious URL
by Chelonia
Tue Aug 02, 2011 3:02 am
Forum: Testing and Simulation
Topic: My research says: the markets haven't changed in 31 years
Replies: 14
Views: 6564

close the garage door and watch the account grow, but there is reality and then there is fantasy
Good to hear I´m not the only one working out the garage :wink:
by Chelonia
Mon Aug 01, 2011 9:26 am
Forum: Testing and Simulation
Topic: My research says: the markets haven't changed in 31 years
Replies: 14
Views: 6564

That being the case I would ask for track record 1 being the system(s), and track record 2 being the discretionary trader + combined. Another way of measuring this so called alpha would be to come up with the tracking error between system output and real world results. Anyone? Overall I think invest...
by Chelonia
Tue Jul 05, 2011 2:24 am
Forum: Testing and Simulation
Topic: Profit Target exits improve this system's performance
Replies: 63
Views: 35615

I think that´s true if volatility remains more or less the same, if however volatility increases substantially the impact of that will neutralize the (dis)advantage you thought you had on x% against your higher equity.
by Chelonia
Sun Jul 03, 2011 3:08 pm
Forum: Testing and Simulation
Topic: Profit Target exits improve this system's performance
Replies: 63
Views: 35615

Depending on how much contracts your unit exists of trading futures.
by Chelonia
Thu May 12, 2011 4:25 am
Forum: Futures Markets
Topic: Dutch fund among hardest hit by commodities rout
Replies: 13
Views: 5667

Dutch fund among hardest hit by commodities rout

By David Sheppard LONDON | Tue May 10, 2011 5:35am EDT LONDON (Reuters) - Dutch Transtrend, a trend-following hedge fund owned by Rabobank NV, was one of the biggest losers in last week's commodities slide, losing more than $500 million (305 million pounds), an investor in the fund told Reuters on M...
by Chelonia
Thu May 05, 2011 4:53 pm
Forum: Money Management
Topic: Estimating Future Risk…
Replies: 29
Views: 18508

Who made money today?

After today´s sell-off our equity was unchanged at close of business compared to yesterday´s closing equity.
by Chelonia
Sat Apr 09, 2011 3:46 am
Forum: Futures Markets
Topic: Things are correlated until they are not
Replies: 5
Views: 4058

The correlation was very persistent over the past decades and also very real in my opinion until it was not. However, I think one should not make the mistake to NOT include both contracts into a portfolio because of the strong correlation or to assign a high correlation ratio which could result in h...
by Chelonia
Tue Apr 05, 2011 2:40 am
Forum: Futures Markets
Topic: Things are correlated until they are not
Replies: 5
Views: 4058

Things are correlated until they are not

Things are correlated until they are not
by Chelonia
Thu Mar 31, 2011 8:30 am
Forum: Data Providers and other non testing software
Topic: Problem with CSI Gold data
Replies: 3
Views: 2606

Yes, that was corrected last monday for all COMEX. Sorry, i should have mentioned that.

Cheers mate
by Chelonia
Sat Mar 26, 2011 5:40 am
Forum: Data Providers and other non testing software
Topic: Problem with CSI Gold data
Replies: 3
Views: 2606

Problem with CSI Gold data

CSI is reporting incorrect Gold (GC2) data as of last nights run (only reports 1427.60 as the low and (closing) price. Anyone else having the same problem? Low was 1422.00

CSI version: 2.10.7.117

20110325,1433.40000000,1439.50000000,1432.10000000,1427.60000000, 254691, 504731,201106,1427.60000000
by Chelonia
Fri Mar 18, 2011 12:15 pm
Forum: Testing and Simulation
Topic: Black swan
Replies: 43
Views: 14487

Ok, yeah so are we, but then we only carry 2 yen per 10 million

:?
by Chelonia
Fri Mar 18, 2011 2:58 am
Forum: Testing and Simulation
Topic: Black swan
Replies: 43
Views: 14487

These markets are ideal for stresstesting your system(s).....and the people operating it!

Anyone still long Yen at 12220? It´s a bitch

Looks like stops are sitting around the 12000 level