Search found 77 matches
- Thu Jul 14, 2011 8:32 am
- Forum: Data Providers and other non testing software
- Topic: UA Roll Trigger Bug
- Replies: 7
- Views: 6274
- Thu Jul 14, 2011 6:10 am
- Forum: Data Providers and other non testing software
- Topic: UA Roll Trigger Bug
- Replies: 7
- Views: 6274
- Thu Jul 14, 2011 5:53 am
- Forum: Data Providers and other non testing software
- Topic: Milling Wheat (MATIF) CSI Symbol BL2 #517 Bug#1
- Replies: 2
- Views: 3464
Sluggo, Yes, Exchange could have reported bad data. All exchanges make erroneous reports. Data providers know that and have front end data edit programs to identify potential problems. CSI has a data validation department where the staff does catch and correct a lot of errors. In this case, the data...
- Wed Jul 13, 2011 7:00 pm
- Forum: Data Providers and other non testing software
- Topic: UA Roll Trigger Bug
- Replies: 7
- Views: 6274
UA Roll Trigger Bug
This is a general roll trigger bug. BL2 Milling Wheat is just an easy to follow example, but you can look for your own. Nature of bug: Contract Expiry override does not work consistently. Wheat settings: Roll Tigger=Open Int Confirmation=Roll on 1st Trigger Roll by Days Before Expiry=10 Contract Exp...
- Wed Jul 13, 2011 6:41 pm
- Forum: Data Providers and other non testing software
- Topic: Milling Wheat (MATIF) CSI Symbol BL2 #517 Bug#1
- Replies: 2
- Views: 3464
Milling Wheat (MATIF) CSI Symbol BL2 #517 Bug#1
Bad Open Interes data for Wheat (Milling) causes rolling problems. Using CSI UA 2.7.10.119 Beta On April 14, the 2004-May contract has Open Int=3,681 On April 15th, OpenInt=5,781 On April 16th, OpenInt=3,707 See below... The only trouble is that the day open interest INCREASED by 2,100 contract alth...
- Fri Jul 01, 2011 12:50 pm
- Forum: Testing and Simulation
- Topic: Profit Target exits improve this system's performance
- Replies: 63
- Views: 48954
- Sat Jun 25, 2011 12:54 pm
- Forum: Futures Markets
- Topic: Futures CNY based
- Replies: 9
- Views: 6927
- Sat Jun 25, 2011 11:13 am
- Forum: Futures Markets
- Topic: Futures CNY based
- Replies: 9
- Views: 6927
- Wed Jun 22, 2011 9:43 am
- Forum: Stocks
- Topic: On building a Platform for Very large test
- Replies: 13
- Views: 15710
Hm, One has to wonder what such models do... Any possibility of rethinking the trading heuristic so compute intensive parts could be implemented as pre-processes? Some traders have implemented speed critical Easy Language components with ADE (All Data Everywhere) and could show 1,000 for speed up fo...
- Fri Jun 03, 2011 7:25 pm
- Forum: Data Providers and other non testing software
- Topic: Possible bad data RTS Index CSI #1049
- Replies: 0
- Views: 2799
Possible bad data RTS Index CSI #1049
RTS index shows Contract Volume of 410,712 on 2008-05-28. On 2008-5-30, volume is 19 contracts. CSI Name = RIX CSI # = 1049 This is not just a bad roll, contract does not look right after May 28, 2008. See image. According to the Futures Industry Association, the RTS Index has experienced > 60% grow...
- Fri Jun 03, 2011 7:04 pm
- Forum: Data Providers and other non testing software
- Topic: Possible bad data in S&P CNX Nifty 50 price history
- Replies: 1
- Views: 2480
Possible bad data in S&P CNX Nifty 50 price history
Is anyone back testing or trading S&P CNX Nifty 50 Futures? Looking at CSI #742, NIF0@iob.txt wo bars seem suspect, 2004-09-20 2004-11-24 The Nov 24th bar Open is some 300 points from Close. Makes me wonder about data error... I am not suggesting that such price moves are not possible, but I cou...
- Fri Jun 03, 2011 9:03 am
- Forum: Futures Markets
- Topic: Anyone Trading FTSE/ASE 20 Athens Index at this time?
- Replies: 6
- Views: 4034
- Wed Jun 01, 2011 10:19 am
- Forum: Futures Markets
- Topic: Anyone Trading FTSE/ASE 20 Athens Index at this time?
- Replies: 6
- Views: 4034
Sluggo Thank you indeed. You are quite correct. In fact, I was going to delay the test trade 'till after I finish going through every desired market in the FuturesInfo file. Given you suggesting, a very useful one, I shall do just that. Data administration is such a dull task. It can tire one quickl...
- Wed Jun 01, 2011 2:23 am
- Forum: Futures Markets
- Topic: Anyone Trading FTSE/ASE 20 Athens Index at this time?
- Replies: 6
- Views: 4034
- Tue May 31, 2011 3:02 pm
- Forum: Futures Markets
- Topic: Anyone Trading FTSE/ASE 20 Athens Index at this time?
- Replies: 6
- Views: 4034
Anyone Trading FTSE/ASE 20 Athens Index at this time?
Has anyone made a trade FTSE/ASE 20 Athens Index with following FuturesInfo settings? CSI #659, Symbol "ATF" _Big Point Value=5 _Decimal=2 _Tick Unit=0.01 _Minimum Tick=25 Are these the correct settings? Does expected round turn profit (loss) match BROKER statement? The exchange fact sheet...
- Fri May 27, 2011 5:03 pm
- Forum: Data Providers and other non testing software
- Topic: check your CSI data for short interest rates, eg. EuroDollar
- Replies: 2
- Views: 2990
- Fri May 27, 2011 4:40 pm
- Forum: Data Providers and other non testing software
- Topic: check your CSI data for short interest rates, eg. EuroDollar
- Replies: 2
- Views: 2990
- Fri May 27, 2011 4:31 pm
- Forum: Data Providers and other non testing software
- Topic: check your CSI data for short interest rates, eg. EuroDollar
- Replies: 2
- Views: 2990
check your CSI data for short interest rates, eg. EuroDollar
Hi, Some of the short interest data looks very strange. My version of UA is 2.7.10.118 Problem: price data seems to have almost no Highs and Lows. Chart looks like dots. Occurrence: tonight, it is Eurodollar, ED, CSI #141. Two days ago: EBL, EBM, EBS, Euro German Bund, Bobl, Schatz. These are the mo...
- Fri May 27, 2011 2:32 pm
- Forum: Testing and Simulation
- Topic: Donchian or Modified Turtle System on Weekly Time Frame
- Replies: 4
- Views: 3536
- Fri May 27, 2011 12:51 pm
- Forum: Testing and Simulation
- Topic: Donchian or Modified Turtle System on Weekly Time Frame
- Replies: 4
- Views: 3536