Consider reading about the CRB: Thomson Reuters/Jefferies CRB Index
Enter the CRB into a Google search and you'll discover the CRB also provides other index results.
CSI's UA Market Catalog for the CRB is shown in the image below.
Search found 157 matches
- Sat May 04, 2013 11:49 am
- Forum: Futures Markets
- Topic: Which symbol of data is for
- Replies: 6
- Views: 7264
- Thu Jan 03, 2013 12:18 pm
- Forum: Money Management
- Topic: What position sizing should be used?
- Replies: 7
- Views: 7747
- Thu Jul 19, 2012 4:09 pm
- Forum: Testing and Simulation
- Topic: When do you roll over ?
- Replies: 5
- Views: 4282
Re: CSIs "Advanced Backadjuster" and rollover thou
As I understand it, CSIs "Advanced Backadjuster" actually creates a Forward adjusted contract. [SNIP] This is true, but system traders quickly learn to not select that method. Instead, select the Back-Adjust option and enable for the "Enable Forward" option so the roll method be...
- Thu Jun 28, 2012 11:54 pm
- Forum: Money Management
- Topic: Novice Question
- Replies: 16
- Views: 15244
- Sun Jun 24, 2012 2:31 pm
- Forum: Money Management
- Topic: Novice Question
- Replies: 16
- Views: 15244
Consider using a position count limiter to limit the number of positions, which will limit the max account loading when using market orders, and something less with Stop and Limit execution orders. With fixed rate sizing, and with a max account loading rate goal you won't want to exceed, you can eas...
- Fri Jun 15, 2012 6:08 pm
- Forum: Data Providers and other non testing software
- Topic: CSI Beta 120
- Replies: 11
- Views: 12522
... If someone smarter can translate it for simple minds that would be much appreciated. Hello Tomaso, I edited the CSI detail shown, so I have to take some responsibility for the limited explaination. Old Close = Closing price of the current contract that will be closed out. New Close = Closing pr...
- Wed Jun 06, 2012 9:40 pm
- Forum: Brokers
- Topic: Man Group/MF Global
- Replies: 14
- Views: 16689
[SNIP] I believe the reason I can't find it is that that sub-board is now customers only. Recent MF Global activity might have been better placed in the Brokers section where you posted, but with the outrage most of us were feeling at the time, the need to vent the about the theft was stronger than...
- Wed Jun 06, 2012 11:46 am
- Forum: Brokers
- Topic: Man Group/MF Global
- Replies: 14
- Views: 16689
I suspect this is what you were looking for: MF Global (<- Link)stopsareforwimps wrote:Can't see the old thread
MFG update:
http://www.nakedcapitalism.com/2012/06/ ... ortem.html
- Tue Apr 24, 2012 12:19 pm
- Forum: Data Providers and other non testing software
- Topic: CSI Beta 120
- Replies: 11
- Views: 12522
Re: Have this affected your simulations..
...[SNIP] I build my trading files using my own software, so I never tested the differences in the way you asked your question. I am actually wondering if there is a market for a back-adjusting software (independent from data vendor source). Is it something that you considered at the time of writin...
- Mon Apr 23, 2012 10:29 am
- Forum: Data Providers and other non testing software
- Topic: CSI Beta 120
- Replies: 11
- Views: 12522
Data changes most often will affect simulation results, and some orders. I build my trading files using my own software, so I never tested the differences in the way you asked your question. I can say the process CSI's UA offers in this release is very close to what I've been doing by other means. W...
- Thu Apr 19, 2012 11:08 am
- Forum: Data Providers and other non testing software
- Topic: CSI Beta 120
- Replies: 11
- Views: 12522
An important aspect to being successful with UA is to use the Generate Forward option. This option is needed to ensure the contracts are stitched together in the manner in which data was broadcast by the markets. In this last version is a restriction that will prevent the contracts that were rolled ...
- Sat Apr 14, 2012 10:46 am
- Forum: Testing and Simulation
- Topic: Is there a spread cost to rolls
- Replies: 1
- Views: 2025
- Thu Mar 22, 2012 6:55 pm
- Forum: Testing and Simulation
- Topic: Test results: 4 different entries + Random Exits
- Replies: 21
- Views: 36972
Sluggo's calculation is a estimating approach that attempts to provide some reasonable risk estimation that isn't too far from what would happen had the order been generated with a protective price. With an example point of 0.50 as the MyATR value, that puts the protective price very close to the pr...
- Thu Mar 22, 2012 6:11 pm
- Forum: Testing and Simulation
- Topic: Test results: 4 different entries + Random Exits
- Replies: 21
- Views: 36972
Let's take all of the equation for others who might want more: ' ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ ' Original algorithm Order.SetQuantity ( (RiskPct * Test.TotalEquity) _ / (2.0 * MyATR * Instrument.BigPointValue) ) ' ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~...
- Wed Feb 08, 2012 4:08 pm
- Forum: Trend Indicators and Signals
- Topic: Transtrend way of measuring market "trendiness": T
- Replies: 8
- Views: 12621
Because it doesn't actually tell you anything really? Maybe it tells us more than is obvious at first glance, if we can assume that Ideas and an active imagination are the seeds to new methods. When Jez published his module of the TrendPot idea, I found it interesting because the measurement of Tre...
- Mon Oct 31, 2011 11:46 am
- Forum: Testing and Simulation
- Topic: Test results: 4 different entries + Random Exits
- Replies: 21
- Views: 36972
- Tue Apr 26, 2011 11:14 am
- Forum: Testing and Simulation
- Topic: importing lists of trades into TB
- Replies: 5
- Views: 4454
Before performing this comparative platform approach, consider making some trade settings changes in both platforms before you capture the trade detail to compare in Trading Blox. One of the first changes to make is not use any slippage in TradeStation and to disable it as well in Trading Blox when ...
- Thu Feb 24, 2011 7:34 pm
- Forum: Testing and Simulation
- Topic: Signals from perpetual contracts translated to real trading
- Replies: 14
- Views: 8645
When you load a file onto a carrier file, or a portfolio instrument file using LoadSymbol, there must be a date in the carrier file that can accept a date record from the parasitic, or attaching file, to keep TB from complaining. This also includes dates that are earlier than the start date with yea...
- Wed Feb 23, 2011 9:44 am
- Forum: Testing and Simulation
- Topic: Signals from perpetual contracts translated to real trading
- Replies: 14
- Views: 8645
- Tue Feb 22, 2011 12:33 pm
- Forum: Testing and Simulation
- Topic: Signals from perpetual contracts translated to real trading
- Replies: 14
- Views: 8645
Trading Blox has a process that gives it the ability to align external data from another file to the dates of the primary instrument file. For example, if you use Sluggo's suggestion to generate Back-Adjusted contracts, and you also create Perpetual contracts for the same symbols, you will have file...