Search found 58 matches

by mike168
Fri Mar 03, 2006 12:42 am
Forum: Testing and Simulation
Topic: Has anyone tried "MetaServer RT" with IB data on T
Replies: 29
Views: 26354

Which real time data are you looking for?
by mike168
Tue Feb 28, 2006 1:51 am
Forum: Brokers
Topic: Commissions
Replies: 9
Views: 10997

I had similar bad experience with Lind-Waldock. I put market-on-open and stop-loss orders for floor traded commodities through that account with bad fills and I decided to close that account. Now I trade electronic futures only through Interactive Brokers. Fast and cheap but markets are limited. Inc...
by mike168
Mon Feb 27, 2006 2:23 am
Forum: Testing Software
Topic: Margins in Foreign Markets
Replies: 6
Views: 7438

Thanks c.f..
by mike168
Sat Feb 25, 2006 9:54 pm
Forum: Testing Software
Topic: Margins in Foreign Markets
Replies: 6
Views: 7438

c.f.

Will TBB convert back to USD during contract rolls?

What about exiting some of the contracts during partial exits / position reduction? Will the proceeds be converted back to USD in this case?

Thanks.
by mike168
Tue Feb 21, 2006 10:46 pm
Forum: Testing and Simulation
Topic: Recent Trend-following system performance
Replies: 11
Views: 12222

Just received Attain Newsletter - R Mesa 5 drawdown currently at 94% and Attain is using drawdowns of over 100% to evaluate the stop-trade levels. Potential investors in Attain's systems beware - you should fund your account properly and prepare to lose at least the developers' recommended account s...
by mike168
Mon Feb 20, 2006 10:58 pm
Forum: Testing and Simulation
Topic: Recent Trend-following system performance
Replies: 11
Views: 12222

Further to my post above, I would like to add that if the price pattern relationship with time is indeed as in (1.1) above, then there is serious consequences in terms of our trading practice. Consider the following oversimplified scenario: if we have a 100 year or more trading period and we divide ...
by mike168
Mon Feb 20, 2006 5:05 pm
Forum: Testing and Simulation
Topic: Recent Trend-following system performance
Replies: 11
Views: 12222

Wow! This has suddenly become very interesting after your sharing of the thoughts from you experienced guru. I would like to share my thoughts as follows (I have to stress again that I am not an experienced system developer or great trader): 1. As we may suspect, system performance changes with time...
by mike168
Wed Feb 15, 2006 3:13 am
Forum: Data Providers and other non testing software
Topic: Where to get accurate historical tick data?
Replies: 16
Views: 16931

A few years back I have bought S&P and ND tick data but I have nothing to report. I don't know whether they are clean or anything. They are just that - a bunch of data for back-testing.
by mike168
Sun Feb 05, 2006 7:41 am
Forum: Testing Software
Topic: Update on backtesting platform please
Replies: 21
Views: 21349

I have now bought the TBB
by mike168
Fri Feb 03, 2006 7:58 am
Forum: Testing Software
Topic: Update on backtesting platform please
Replies: 21
Views: 21349

ZZ double We don't have any argument here. I am convinced that TBB is powerful and worth the money. It's just that if my existing systems could not be ported into TBB, there is no immediate need for me to rush in. Before I give up coding my long term trading systems (I still code my intraday systems...
by mike168
Fri Feb 03, 2006 6:39 am
Forum: Testing Software
Topic: Update on backtesting platform please
Replies: 21
Views: 21349

Turtle40, I always admire those who could design good systems, especially those who put their money where their mouth is. Good luck with your trading and I wish you every success. Tim My black box developer said he would look into this and see whether he could work something out. I have sent you a P...
by mike168
Fri Feb 03, 2006 1:36 am
Forum: Testing Software
Topic: Update on backtesting platform please
Replies: 21
Views: 21349

For those of you wondering why I would like to stick to my black box systems for now, I would like to post the following hypothetic results: These are not results from the developer but rather my own test result under the following conditions: 1. Start equity 384,000 2. Period 1 Jan 1981 to 2 Feb 20...
by mike168
Thu Feb 02, 2006 11:33 pm
Forum: Testing Software
Topic: Update on backtesting platform please
Replies: 21
Views: 21349

Slightly off topic: For those of you die-hard TB supporters, are you trading off the box TB systems? If trading your own systems, how many years of system development experience needed before turning profitable?
by mike168
Thu Feb 02, 2006 6:23 pm
Forum: Testing Software
Topic: Update on backtesting platform please
Replies: 21
Views: 21349

It's not exactly the money for the 2 different platforms. It's the time that I have to spent to come up with something. At present I am using the 3 black box systems for long term trading. If I use TBB, I think I may come up with something to trade at least one year later - doing research, backtesti...
by mike168
Thu Feb 02, 2006 4:58 pm
Forum: Testing Software
Topic: Update on backtesting platform please
Replies: 21
Views: 21349

Unfortunately my black box developer just told me he does not support TBB at this time, so it's back to square one - Tradersstudio against TBB.
by mike168
Thu Feb 02, 2006 8:48 am
Forum: Testing Software
Topic: Update on backtesting platform please
Replies: 21
Views: 21349

Thanks AFJ. Judging from the response of users like you, I think I am convinced that it's worth the investment (time and money). I am still waiting for my black box developer to see if his systems support this platform - and price. In the meantime, for those who have reserve on my decision and those...
by mike168
Thu Feb 02, 2006 7:14 am
Forum: Testing Software
Topic: Update on backtesting platform please
Replies: 21
Views: 21349

Thanks guys for your valuable comments. I have had a look at the user guides and have these initial feelings: 1. I have been using Tradestation Easy Language, VB and EXcel for testing at portfolio level. Using these generic tools are time consuming (for the coding part) but could barely do the job. ...
by mike168
Wed Feb 01, 2006 7:15 am
Forum: Testing Software
Topic: Update on backtesting platform please
Replies: 21
Views: 21349

Update on backtesting platform please

I have abandoned developing my own long term trading systems a few years ago. I am now using 3 black box systems and would like to start testing my own ideas again. I have been using Tradestation, VB and Excel for backtesting. I am looking at Veritrader, Trading Blox and Tradersstudio. I have search...