Search found 254 matches
- Fri May 11, 2007 3:44 pm
- Forum: Data Providers and other non testing software
- Topic: Databull/Yahoo Finance EOD Historical Data
- Replies: 1
- Views: 3985
- Mon Oct 24, 2005 7:55 am
- Forum: Stocks
- Topic: Short SPYders or the SP 500 futures?
- Replies: 4
- Views: 7638
The only reason I could think of to use SPY rather than ES would be if your account was too small to do what you wanted. 50k might be a bit light if this is EOD with big stops. ES is liquid, has good tax treatment and good leverage. SPY is little and can be traded in a stocks only account. You could...
- Sun Jun 05, 2005 6:17 pm
- Forum: Data Providers and other non testing software
- Topic: Propane from CSI
- Replies: 11
- Views: 12111
- Sun Jun 05, 2005 1:35 am
- Forum: Data Providers and other non testing software
- Topic: Propane from CSI
- Replies: 11
- Views: 12111
- Sat May 21, 2005 2:08 am
- Forum: Forex
- Topic: Forex Time Frame
- Replies: 6
- Views: 10031
I have looked at camarillo, floor, opening price, and DeMark pivots on forex and found them to be less useful than on stocks and indexes. I think that the reason for this is that there is no consensus as to the open and close times for forex sessions. I played with US day, Globex, EST, and London ti...
- Sun May 15, 2005 8:13 am
- Forum: Trader Psychology
- Topic: trading myths.
- Replies: 18
- Views: 24824
- Wed Mar 09, 2005 2:58 am
- Forum: Trader Psychology
- Topic: Are You Suited to Trend Following
- Replies: 42
- Views: 85341
No I'm not. It seems that making a nice living is more important to me than optimal betting so my bet size is a tiny fraction of my account. I do achieve the other statistics most days - and the days where I don't normally reflect poor discipline. Ultimately you would also get size effects that coul...
- Fri Dec 31, 2004 12:06 am
- Forum: Brokers
- Topic: Stop Order Acceptance
- Replies: 17
- Views: 19079
Or get a broker who understands that the instruction: and if filled then Sell 5 Contracts at 45.0 Stop means that a number from 1-5 contracts (depending on how many were filled) should be exited if the price trades below 45.0 If you look for my recommendations of brokers you will find two who will p...
- Thu Dec 16, 2004 3:01 am
- Forum: Data Providers and other non testing software
- Topic: Real Time charts, any advice?
- Replies: 9
- Views: 10823
Barli, Yes I use Ninja Trader for order entry. Seamless ... hmm ... with mytrack you use it for backfill and real time so yes. With IB + Sierramagic ... almost. You only use sierramagic if you havent got all the IB data (maybe your machine was off) so when you start you fill with scmagic and then co...
- Mon Dec 13, 2004 4:30 am
- Forum: Testing and Simulation
- Topic: Cointegration vs correlation
- Replies: 4
- Views: 6883
Do a google on cointegration and financial.
A definition can be found at http://economics.about.com/library/glos ... ration.htm and I would reproduce it if I understood it.
A definition can be found at http://economics.about.com/library/glos ... ration.htm and I would reproduce it if I understood it.
- Sat Dec 11, 2004 9:53 pm
- Forum: Data Providers and other non testing software
- Topic: Real Time charts, any advice?
- Replies: 9
- Views: 10823
www.sierrachart.com
www.interactivebrokers.com
For pit futures you will need data. Try mytrack
http://www.mytrack.com/
www.ensignsoftware.com
www.interactivebrokers.com
For pit futures you will need data. Try mytrack
http://www.mytrack.com/
www.ensignsoftware.com
- Sat Dec 11, 2004 1:27 am
- Forum: Data Providers and other non testing software
- Topic: Real Time charts, any advice?
- Replies: 9
- Views: 10823
Best deals in the world (imho) for electronic exchanges: Interactive Brokers (free US if u do $30 commissions) with SierraChart ($8 per month). This doesnt have backfill so use SCMagic if you need backfill (about $10E per month). Interactive Brokers with Ensign (backfill) for $40 per month (better c...
- Mon Nov 01, 2004 5:14 pm
- Forum: Forex
- Topic: FOREX vrs. Stocks
- Replies: 13
- Views: 21158
- Sat Oct 30, 2004 11:01 pm
- Forum: Trader Psychology
- Topic: Are You Suited to Trend Following
- Replies: 42
- Views: 85341
George, Yes, agreed, any issues will be magnified by the short time frame of day trading. Decisions are much hotter and more emotional ... hence the opportunity to work on oneself. I just like to defend day trading from time to time because it has great potential as well as great difficulties. To il...
- Fri Oct 29, 2004 6:46 pm
- Forum: Trader Psychology
- Topic: Are You Suited to Trend Following
- Replies: 42
- Views: 85341
- Fri Oct 29, 2004 10:54 am
- Forum: Trader Psychology
- Topic: Are You Suited to Trend Following
- Replies: 42
- Views: 85341
George is far closer to the truth in my opinion Tom. Note his statement about liquidity and the lack of any assumption about compounding forever. Optimal F and such like very rarely enter into the effective day traders thinking and usually only enter a system traders thinking a little while before t...
- Thu Oct 28, 2004 6:54 pm
- Forum: Trader Psychology
- Topic: Are You Suited to Trend Following
- Replies: 42
- Views: 85341
George, I am responding because I think you are maligning day traders by comparing us with gunslingers. I will have you know that I never bet more than 4.5% on any position 8) More seriously. How would you like to be able to make 2% of your equity most days and almost never have a losing day. With b...
- Tue Oct 26, 2004 5:59 pm
- Forum: Futures Markets
- Topic: A swan strikes
- Replies: 15
- Views: 14968
I particularly like c.f.'s and Leonardo's replies. On a discretionary basis I trade news events buying retracements in the news with tight stops on a very short timeframe so I see much value in c.f.'s stop and seek best exit strategy. I buy as he exits and sell not to long afterwards. Whether c.f.'s...
- Sun Oct 17, 2004 6:39 pm
- Forum: Testing and Simulation
- Topic: add counter-trend part to a trend following system?
- Replies: 4
- Views: 5587
My own belief is that your development questions might look like this: - what moves does a countertrend system have to catch to smooth your equity? - having such a system will stand on its own two feet (be profitable)? - look at a non-curvefit combined equity curve. Only if a system could do both th...
- Sat Oct 02, 2004 10:57 pm
- Forum: Data Providers and other non testing software
- Topic: John Hill and backadjusting
- Replies: 7
- Views: 8087
The proportional approach (multiplicative) was promoted by Stridsmann in his book because it does two good things. 1st, as vegas pointed out, it prevents the data from going negative (look at crude oil with conventional back adjusting) and 2nd it keeps the proportions correct. What I mean by that is...