Traders' Roundtable

Ideally, my dream software would have the ability to see five bars into the future in any time frame.

Sabrinian

Gordon,

As always, your responses are well thought out, informative, and, as I had hoped, filled with practical suggestions!

Thanks.

Sabrinian

Sir G,

Sir G wrote:I use CQG intraday data, would I do it again? No...

We use CQG intraday data! What would you do if you could do it all again?

Sabrinian

Has any one tried out C.I.S intraday/tick futures data?

They seem so cheap compared to CGQ that I can't help but question the quality of the data.

http://moss.bayou.com/smcg/

Sabrinian

Steady_jake

A Freudian slip, possibly?

Touché! Ouch! You are quite right! But it wasn't a slip. I was aware of this when I posted. It does indeed seem complex when you write out.

However, the actual spreadsheets used to do the ranking aren't really that complex. Basically, you have a bunch of ...

Redbullpeter,

Basically, we use a form of risk "budgeting". We start by allocating among sectors. We try to keep it simple. We just try to ensure that it is evenly distributed across sectors.

The percentage of the risk budget allotted to any one system for any given market is based on the ...

steady_jake,

I do a lot of system proto-typing in WealthLab and have coded 4 similarly “Great” systems. Unfortunately, in each and every case I discovered I had created a post-dictive error. Wealthlab is quick, cheap, and, if you understand simple programming, very easy to use. But it is VERY, VERY ...