Traders' Roundtable

I vote for a site www.beenfuckedinemarktes.com to organize a lawsuit

We to got screwed by the exchange on e-bean oil. Been long for a few days with a stop at 4105. Low in E bean oil was 4104, while the low in floor bean oil was 42.08?? Saw a nice profit turning into a loss. How can they get away with this? Why not bust all trades in e bo below the low in floor bo? Ba...

Ever tryed to exit 2000 Orange Juice futures when your stop gets triggered, or initiating a new position with 1500 Coffee futures? If you do so you probably appear on National Television later that day!!! Did you take liquidity into account. I see many markets in your test that won't allow for relat...

Ending Modified Annual Max Total Longest Test Balance CAGR% MAR Sharpe Sharpe Equity DD DD (mo) # Trades ................................................................................. 1 $0.00 191.2% 4.27 2.32 1.89 44.8% 7.3 11,771

Hi Jens,

Do me a favor and test your ATR stop between 0.1 and 2 and then show me the results. You be suprised!

It's from Pinnacle. I'm testing these and other settings on the various products in the portfolio now, altough i'm already confident with the open interest trigger. I like the simplified explanation of the roll over settings (1,2,3,4) as set out by Mr. Garner, but i'm looking into markets that go fr...

Here's a list with very workable roll days. DM = Delivery Month, MPDM = Month Prior to DM STARTING DATES AND ROLL OVER DAYS COMMODITY START DATE ROLL DAY Australian $$, Day Session 1988 8th Day of DM Australian $$, Composite Session 1990 8th Day of DM British Pound, Day Session 1976 8th Day of DM Br...

I can tell you that testing is alot faster on a Q6700 Quadcore/64bit Vista machine, but then i'm only testing futures so for me the difference in speed is not that important, but gaming is a blast while waiting between new orders!!!

In back testing the Dual Moving average system with the following parameters in EC (Euro currency) 24 long MA 8 short term MA Use and hold ATR FALSE Risk 1% I have noticed there is a problem with the rolls for example run the data from 2007-01-01 to 2007-05-01. When you generate orders you will noti...