Traders' Roundtable

Starting to become peeved::: no longer simply concerned... Good evening, It is 8:35 PM EST, and I am typing this note instead of processing my daily trades. There has been a disturbing trend recently in the timeliness of your futures data release. The 8PM "good to go" now seems to be comin...

Stevo: Do you have wait for everything in UA itself? If I remember correctly you must have it set via UA for it to impact EZ... If a few markets are missing, could impact equity and sizing for other markets new orders. And lately, its been most all futures data, not just the 800 set and revisions. ...

Upon enquiring last night about yet another late issuance of yesterday's data, the friendly and helpful folks at CSI provided the following response. That's a pretty good answer I think and one I can work with. Thanks for the answer from our horses mouth.. oooooo I suddenly imagine Mr Ed answering ...

Move to the Pacific timezone and finish all your downloading + system trading activities before dinnertime. And feel free to enjoy a glass of locally made wine with your meal, without worrying that it may interfere with your after-dinner trading activities. BTW there's no state income tax (and no g...

Anyone else notice the 45-60 min delay on the 8:00 est release over the last week of two? Hope this isn't a new trend...

there 8:51 and now downloading tonight.

Report casts doubts on new commodity futures rules By Gregory Meyer Published: June 17 2010 11:53 | Last updated: June 17 2010 22:31 There is no evidence that passive investors affect commodities prices, according to a study published by the Organisation for Economic Co-operation and Development, ca...

Hi, Ive only toyed with forex so cant comment first hand in a meaningful way. I'd suggest taking a demo account and try turning the knobs... The IB API is quite strong, I enter about a hundred orders daily without issues... I believe LeviF on the forum and others specialize in forex and hopefully wi...

IB still isn't much loved for Customer Service but is solid for everything else (most wouldn't consider their charting to be an important part of their offering and use Ninja, Sierra Chart, or another charting program with TWS). In looking back 10 years I can say that IB has offered superb support ...

HighSierraTrader wrote: After a few days of this, I develop a cut-and-paste approach to speed things up. Since CSI fixes the data I have no further problems.

Thanks for helping clean up the graffiti !

At this current moment, money goes nowhere, not going to stock market, not going to currency market, not going to CRB market, not going to Bond market, Is CASH the king at this moment? Does anyone have any suggestions? Thanks in advance for any suggestions Eric It goes to washington in higher taxes...

In moving the O&C around for best profitability, curve fitting dangers surly arise? I understand the desire to locate times of liquidity... If only to define a time to place an order with the best chance of coming close to that synthetic close via tight spreads. Although such times may be differ...

One thought I had was to harvest the B/A from some point (a few seconds?) before the technical close. Adding this info as extra fields in my csi output files. And then use this info to price what my actual fill would have been at the 'close'. In some markets such as Lumber, the spread can be fairly ...

Ah Redrock - I remember those old Pit days too .. I did too, was it called 'kerb trading' (you could close your trades after the bell) ??? best regards, as ever kianti, I do seem to remember some process for making a resolution trade just after the close at the agreed settlement price. This was don...

Ahh RedRock - I remember those old Pit days too - how we miss those good old days huh? The closes, and the opens, were such fun. I remember cocoa, for example, with their rotational openings. They would open each month for about 5 minutes each until they had put some trades through on each month. B...

Seems like a promising candidate for algorithmic trading -- assuming you're doing enough size to smear out your order into multiple little nibbles. Something like the time weighted average price of the 180 seconds before "The RedRock Close" (an arbitrary moment chosen by you and communica...

While using the MOC as an entry or exit point in backtesting is great, issues arise when taking a system live. In the pit days, when markets actually closed and humans slept at night... there was a liquidity surge and a clear closing range. The pit broker would usually, in my experience, deliver a f...

http://openmarkets.cmegroup.com/

Yessssss We Can - bankrupt America philosophically...

Algonquin wrote:I would note that other systems, such as the Donchian and Bollinger Band systems, have been showing similar performance degradation over the past decade, and may have a very difficult time in the coming years.

What is the basis for this prediction? I neither agree nor disagree, just curious.

TK wrote:
But walk-forward testing, if done properly, is a dream-shattering experience. Perhaps that's why so many (if only subconsciously) choose to eschew it.

I walk fwd and bkwd in early proof of concept testing. But use different periods for before beginning trading.