Traders' Roundtable

Mike, [img]http://us.a1.yahoofs.com/users/41b2019fz89fe290/2eab/__sr_/d7c7.jpg?pho1PKEBbKGHaRFH what do you have under root symbol for Hang Seng ? Also, is the reset box supposed to be checked ? [/img] http://us.a1.yahoofs.com/users/41b2019fz89fe290/2eab/__sr_/2470.jpg?pho1PKEBgX6O2HuT many thanks.....

I don't trade H share future, so I never bother to find out - there is virtually no documentation I received. However, I was involved in their set up for providing Tradestation 2000i compatibility when they launch this service because they are not very familiar with TS2000i at that time. Price seem...

Has anyone successfully connected TS2Ki with DDE + Metaserver ?


Has anyone worked with DDE based datafeed with TS2Ki before ?


thanks a lot.......

mike168 wrote:Yes. It's generating real time signal. I am in Australia.

Mike168,

Was the setup process complicated in Global Server ? Also, does your datafeed include both Hang Seng and the "H share futures" ?

Now they are asking for HK $7.000 / year.

I have been using their HSI real time data for 2-3 years with TS2000i. Their sales service is ABSOLUTELY poor. But their price is reasonable and the only time I need technical support is when their feed is down, which is quite rare. Is your TS2000i generating real-time signals ? Are you based in Ho...

mike168 wrote:As Angelo pointed out, there is no back-fill for MetaServer. If you are looking for HSI real time, try www.tq.net

I've spoken the tq.net guys. They have zero technical support.

Hi PTCM, I've been using Metaserver RT 2.0 Pro DDE (but with an Italian data source, I've never used IB data) to feed TS2000i in real time and have no problems with it. But to compare apples with apples, be aware that esignal has backfill functions, while Metaserver has not. Maybe you could check i...

Has anyone tried "MetaServer RT" with IB data on TS2000i ?

The 3.2version is only US $162.

eSignal costs US $144 / month.


Has anyone tried both ? which one performs better real-time ?

Are there any new software available with "replay capability" like Neoticker ?

The software should be able to accept 3rd party historical tick data and reproduce intraday trading environment at different speed.


Has anyone here tried this kind of stuff ?

The problem with back-testing equities is that the environment is not very reocurrring unlike futures. The reversion to mean in terms of volatility in equities is not as strong. You might find a good looking equity curve, and it fails completely when you forward test it. The best candidates should b...

Hello everyone,


I am working on a strategy to take advantage of reversion to mean on Equity Curve.

I am looking for a studies done by Tom Demark a few years ago. The topic was something like "strategies on Buying CTAs' drawdown."

Has anyone seen it ? many thanks.....

BARLI, That Equty Curve looks pretty good. what kind of slippage did you incur in the simulation? I have recently shfited my research to focus on EXIT POINTS instead of ENTRY POINTS. Most of my Ph.Ds friends don't belive this concept. In fact, one guy from Goldman told me this is the wrong way to ap...

Are EXIT POINTS more important than ENTRY POINTS ? Eckhardt once said in New York that "If you initiate purely randomly, you do surprisingly well with a good liquidation criterion." I didn't believe him at first until I did the testings on my own. I found that a fixed duration strategy is ...

A good set of "myths" and some interesting responses. ). It is also very evident in the HSI futures. What Kiwi said about HSI futures is very true. That's exactly how systematic traders pulled millions from HSI every month. When someone's size is big enough(some guys here are even bigger ...

There were some good discussions on that old board. To save you the search hassle: http://traderclub.com/discus/messages/18/348.html?ThursdayJuly1120021151am And to enjoy another good discussion on the topic, with a funny ending: http://www.traders2traders.com/papers/Ryan.Jones.MM.htm damian, thank...

Did anyone try it in TradeStation 2000i ? "Eddie: In Fixed Ratio Trading my understanding is that position size increases as a function of profit and loss. Can you walk us through the formula that you use to calculate that relationship? Ryan: The formula that I use is to look at the largest exp...

How do you overcome your fear when you increase your position size ? Dr. Steenbarger experienced this psychological deficiency in his early trading career. His solved it by doing this.... http://www.brettsteenbarger.com/Overcoming%20Market%20Panic.doc A floor trader on www.trading-naked.com solved t...

thanks TK,

I did a google search on "bootstrapping." I found this, but I don't fully understand it and more importantly how Eckhardt used it in his back-testings.....

Anyone ????

http://www.icp.ucl.ac.be/~opperd/private/bootstrap.html

http://www.iasg.com/SnapshotPT.asp?ID=114


What is he doing ? How can he possibly be so good ????

There is a function, "positionprofit" in TradeStation that tracks the mark- to-market P/L, you could use that to dertermine whether you want to increase your positions. ie, when that number is +, you add more, if - ,you stay with your existing positions or remove the initial positions. Fro...