Search found 203 matches
- Sun Aug 14, 2011 9:13 am
- Forum: Testing and Simulation
- Topic: Pairs trading of futures
- Replies: 2
- Views: 2669
Re: Pairs trading of futures
I'm looking for a system which would provide low or negative correlation to my trend following system in order to tame down the drawdowns . . . . Perhaps you might get some ideas from these 2 interesting posts; http://www.tradingblox.com/forum/viewtopic.php?t=8789&highlight=blend+system and htt...
- Tue Aug 09, 2011 4:34 pm
- Forum: Data Providers and other non testing software
- Topic: CSI has no SGX futures data 8/8/2011 2PM EDT, here's backup
- Replies: 3
- Views: 4189
I had a look at what was downloaded yesterday and it appears that SSG data for Monday 8th was included in that download. I should mention that I'm not using CSI, but that shouldn't matter since all data services get their figures from the same source . . . . CSI delayed perhaps? Anyway here is what ...
- Mon Aug 08, 2011 11:12 pm
- Forum: Data Providers and other non testing software
- Topic: CSI has no SGX futures data 8/8/2011 2PM EDT, here's backup
- Replies: 3
- Views: 4189
- Mon Aug 08, 2011 5:35 pm
- Forum: Data Providers and other non testing software
- Topic: CSI Futures data comparison
- Replies: 6
- Views: 5599
- Mon Aug 08, 2011 2:05 am
- Forum: Data Providers and other non testing software
- Topic: CSI Futures data comparison
- Replies: 6
- Views: 5599
That's a mighty busy screenshot!! Since I am not a CSI UA user, I'm not familiar with how CSI UA goes about its rolling business. Perhaps someone who does can offer some tips for you. One thing that I do notice is that you have the 'Roll trigger' radio button set to 'open Int' rather than 'date'. Co...
- Sun Aug 07, 2011 10:07 am
- Forum: Data Providers and other non testing software
- Topic: CSI Futures data comparison
- Replies: 6
- Views: 5599
Re: CSI Futures data comparison
The price values for OPEN, HIGH, LOW, CLOSE are significantly different between the two files for the same date. . . . Something tells me that I do not understand the mathematics of Back Adjusting. . . . . Yes, the prices are different for the two files but the change (i.e. delta) from today’s Op...
- Thu Aug 04, 2011 9:52 am
- Forum: Testing and Simulation
- Topic: Newbie asks: How to trade futures with only $100K?
- Replies: 48
- Views: 27417
Oh, forgot to mention, here is a good bit of reading re: a practical guide to system trading ETF's
viewtopic.php?t=7065&postdays=0&postord ... ns&start=0
. . . . assuming you are interested of course.
Cheers,
viewtopic.php?t=7065&postdays=0&postord ... ns&start=0
. . . . assuming you are interested of course.
Cheers,
- Thu Aug 04, 2011 9:43 am
- Forum: Testing and Simulation
- Topic: Newbie asks: How to trade futures with only $100K?
- Replies: 48
- Views: 27417
I was hoping to find mini or micro contracts for CATTLE, HOGS, COFFEE, SUGAR, etc. Unless I’m mistaken I don’t believe there are minis for the above-mentioned contracts. However all is not lost. From the ETF/ETN pdf summary sheet attached in an earlier post. (see above), we find that; The proxy...
- Wed Aug 03, 2011 10:03 am
- Forum: Testing and Simulation
- Topic: Newbie asks: How to trade futures with only $100K?
- Replies: 48
- Views: 27417
For the long term trend follower with a smallish account some of the full sized contacts might be out of reach due to the large risk associated with taking the trade. However, there’s nothing to stop you from trading the more affordable smaller/mini-sized contracts such as the NY energy minis, the...
- Sun Jul 31, 2011 8:35 pm
- Forum: Futures Markets
- Topic: miNY futures
- Replies: 4
- Views: 3521
- Sun Jul 31, 2011 11:39 am
- Forum: Futures Markets
- Topic: miNY futures
- Replies: 4
- Views: 3521
miNY futures
I am finding that my trading strategy is often unable to take futures positions in the energy complex (i.e Crude, Nat Gas, Gasoline etc) because the risk to stop is too large for my account to handle. Trading the miNY energy contracts may offer a solution for me. So the question is; Do any forum mem...
- Sun Jul 31, 2011 11:03 am
- Forum: Forex
- Topic: What Economic data is considered during trading Forex?
- Replies: 3
- Views: 7595
A google search with the search phrase "which website contains the most economic data for trading forex" yields 468,000 results.
Top of the list was this link below;
http://www.forex.com/forex_economic_indicators.html
Good luck with the other 467,999 results
Top of the list was this link below;
http://www.forex.com/forex_economic_indicators.html
Good luck with the other 467,999 results
- Sun Jul 31, 2011 10:26 am
- Forum: Forex
- Topic: What Economic data is considered during trading Forex?
- Replies: 3
- Views: 7595
A google search with the search phrase "what Economic data should be considered during trading Forex" yields 3,870,000 results.
Top of the list was this link below;
http://www.forexfloor.com/economic-indicators.html
Good luck with the other 3,869,999 results
Top of the list was this link below;
http://www.forexfloor.com/economic-indicators.html
Good luck with the other 3,869,999 results
- Tue Jul 26, 2011 6:06 pm
- Forum: Testing and Simulation
- Topic: Traders, learning to write computer programs
- Replies: 20
- Views: 13237
I agree with Chris in that although desirable, sometimes it can be very difficult to allocate the time needed to become proficient in programming. This is especially true if you are afflicted with that debilitating condition known as 9-to-5 employment and you have other hobbies, family commitments, ...
- Mon Jul 25, 2011 9:51 pm
- Forum: Futures Markets
- Topic: London Sugar and London Coffee (Robusta)
- Replies: 11
- Views: 7387
- Mon Jul 25, 2011 5:50 pm
- Forum: Futures Markets
- Topic: London Sugar and London Coffee (Robusta)
- Replies: 11
- Views: 7387
- Mon Jul 25, 2011 5:39 pm
- Forum: Testing and Simulation
- Topic: Teach me about trading spreads (futures)
- Replies: 26
- Views: 18007
- Mon Jul 25, 2011 9:14 am
- Forum: Testing and Simulation
- Topic: Teach me about trading spreads (futures)
- Replies: 26
- Views: 18007
- Mon Jul 25, 2011 5:03 am
- Forum: Testing and Simulation
- Topic: Teach me about trading spreads (futures)
- Replies: 26
- Views: 18007
Chris, I have edited my post above as follows; From: For example, I took the Aug 2011 Lean Hogs contract and subtracted from it the Oct 2011 Lean hogs contract. To: For example, I took the CLOSING Prices from the Aug 2011 Lean Hogs contract and subtracted from them the CLOSING prices from the Oct 20...
- Sat Jul 23, 2011 7:02 pm
- Forum: Testing and Simulation
- Topic: Teach me about trading spreads (futures)
- Replies: 26
- Views: 18007
. . . there is no CSI price data to backtest for these . . . . You have to make your own Spread price series by subtracting one delivery month with another. I believe CSI supplies you with the individual contracts such that you can make your own back adjusted continuous futures charts. So you would...