Recent content by mrez114

Hi abattia, so something really weird happened. I haven't been able to convert 20 years of data i purchased, but did follow your suggestion with 6 months worth of data in 2010 to see the Flash Crash. When I imported the data using Easter Time Zone, Flash crash occurred at 11:45am, so I blew it...

@lindq Yes, this is especially true when you use Range or Tick data. Different providers will record execution data slightly differently and depending on your strategy, the difference could have significant P&L and other stats impact. For example: I trade ES (S&P Futures) using...

I agree with both of you. I actually do believe it is time not data issue. I even suggested to backtestdata's tech support as such in hopes that they would verify this and correct it. I did not have the info abattia provided, which would perhaps clarify their efforts but I did go as far as...

Thanks for the quick response abattia. I don't think I imported the data in UTC format, although I am almost sure they did. I had them generate same charts from their historical data server and I saw the same issue in their charts. Do you know if there a way to correct my data files which...

You have to be vigilant in ensuring the data you use for back-testing your strategy is correct. I would suggest having multiple data sources that you can cross reference. Yes, that will cost more, but losses from incorrect data may surpass any extra cost of having multiple data sources. Below...

Thanks, that makes sense.

Mav, how did you get to $10mm loss on 10-15 contracts. Even at 20 points I can't get to more then $75k, according to my estimate. Which product did this guy trade? This is still substantial, so no argument that this person was way over leveraged.

Good info. Thank you.

Thx l2. I'll look into it.

Does any one know of any good ETFs to go long on Nat Gas?

I thought KOSPI was restricted. Are you allowed to trade it now from US?

I have filled out transfer forms today. After 6 year, I am gone. IB's margin requirements today are twice higher than any of the brokers I queried. They almost killed me in August and I am not waiting for their liquidation software to do this again. At current 14.5% waiting factor it is...