Traders' Roundtable

Ahaaah,
my rolls date are somewhat early!
Even if results charts look better then roll on open interest.
Thank you Roger.

Does anyone have this false rollover advice from Csi Rollover Schedule Report?
Today, 19 Dec, some Tokyo futures have to roll on 2th December, which seem to be tomorrow.

Higher blood pressure strains the hearth.
I am not a doc, but a lower blood pressure will make your hearth works for a longer time.
So be happy : )

A beautiful woman , owner and manager of an African Lodge, told me that
Champagne can help when you feel down.

Hi Ghost,
are you speaking about a test on all 500 S&P stocks or a test against the futures?

These are related to Futures trading. http://www.tradingblox.com/forum/viewtopic.php?t=3688&highlight=slippage http://www.tradingblox.com/forum/viewtopic.php?t=226&highlight=slippage+skid http://www.tradingblox.com/forum/viewtopic.php?t=226&highlight=slippage+skid I like Tim Arnold. He d...

He already solved this question hundreds of years ago.
Simplifying his suggestions, it is worth to reduce more the possible numbers of rollovers.
Why not? Less Fee, less slippage.
Doing this research, you will also find that not all active months are used by traders, especially in Grain Futures.

NE Today

Csi Answer:

Hello,

Thank you for your email regarding NI and IR.

CME delisted both of them after their

September contracts expired.

***************************

Look for F1U and N1U now.

CSI does not update these Futures from 16 Sept.
I can't find any info at Cbot or Csi.
Do you know what is happen?

Thank you

Hi Roger,
your simulation looks really good.
Would you like to say something about used portfolio ?

Hi Anthony,
keep allocation low, leverage low is boring : )

Currencies are the worst performing from Jan 2011.
What you see is a Long /Short Triple moving Average trading only Currency Futures.

Shane Wisdom is an Introducing Broker. He does everything he can to support you. Through Shane you can open accounts with different Brokerage Houses. Given the high number of broker bankruptcy seen in the last years, i / we suggest you to use more then one brokerage houses. I have an account with Wi...

Here are results from Triple, Dual, Rsi, Donchian, Bollinger, Atr Systems, Long and Short on a 150 futures portfolio. Parameters as they come with TB.
But you can also optimize, results do not change.

For your convenience i sum and write down results of all June and all Dec results.
June sucks : )

June sucks !

It seem that csi changed file extension for those who want to link contracts
using "close new close old same day".

Have you linked your simbols for a better test?
Double check that Trading Blox is reading them, because till you save, chart, rewrite, rerfresh and make a prayer, could it be that csi chart is linked, but trading blox is still reading the old file.

What if today is 30 dec 2010.
Are your best parameters 45 /150?
If not, look at results on the last 24 month with new parameters.
You are testing with one million as starting equity.
Try also 500.0000 and 1.500.000.

regards

Criminal acts on Mfglobal finally persuaded even me to use more then one broker. I can be wrong but my tests suggest that is better trade a big account that two halves. There are also differences in futures allowed to trade between brokers. So , if you want trade more symbols once again it's better ...

With the last download, Equity curve has changed and with that, lot of positions do not match.
I can't find any wrong price.
I am alone?

Thank you

First i suggest to check "real world". I suppose you have optimized for best parameters and maybe you have choose also markets to test. Do all again, using as ending date 2010-12-31. Use as starting equity some real number. See what would happen trading till today. Don't be discouraged, th...