Recent content by olintner

Performance Data from the European Web-Site: Superfund A -10.6% Superfund B -15.5% Superfund C -20.4% All those numbers are for Non-US-Investors, but given that they are YTD (two weeks trading), January has been a rough ride for many CTAs. Good trading, OL

Hi Maverick74, the charts have been take from a public advertisement of Quadriga. Quadriga originated from Teletrader a software company producing Omega-like software and providing real-time pricing and news information to corporate clients. Given my knowledge, it helped raise their first money...

Additional information: Copper Aug 97 til July 98 US T-Bond Feb98 til July 98 The charts show positions in the given markets. Whenever a trade is on, the stop starts "red" until the current stop is more favorable than the entry - from now on the stop turns green.

and here for US-Bonds, good trading

fyi - found in an old publication of Quadriga - Copper

Hi Vishnu, can't access the article without subscribing - could you post it somewhere? Regards, Olli

Hi damir00, from my current knowledge no merging of funds has ever taken place at Quadriga. The Quadriga AG was setup in 1996 - basically a limited, Austrian partnership where an auditor added up the values of all positions, costs, earnings, etc. at the end of the month. The Quadriga GCT is a...

Hi Jerry78, what kind of software do you currently use - it will define/limit the possibilities of your endeavor. Regards, Olli

Hi Walter, talking SP(ES) and ND(NQ) or other markets. If the majority will take place above the lows, does that mean I should buy violations of the lows? Thanks for your help, Oliver

correction for Globex: the currency futures are closed 5pm til 6pm EST the minis are closed 4.15pm til 4.30pm and again closed from 5.30pm til 6pm EST. Good trading

Hi Mut1ey, basically yes - but it depends on the contracts you are trading. For example the T-Bonds and T-Notes (ACE) have nearly four hours of break after 4pm EST (or so) and reopen around 9pm EST. The mini's (Globex) close at 4.15pm and reopen at 5pm EST - again these times are conversions...

Hi ProfitSeer, did the following testing: 1) using SP tick-by-tick data from 01/2000 til 08/2003 (could do back til 1990) 2) defining range: High to Low, including Gaps if happened 3) defining synthetic contract: forward, absolute adjusted (absolute ranges remain same, relative change) 4)...

Hi Mut1ey, what you are facing is the fact that many futures can be traded through Globex 24-hours are day, contracts like the Nikkei225 even on different exchanges with different contracts... For the "main" hours of the mini's (SP,Nd,DJ) - what time zone are you? EST would be 9:30 til...

Hi Fast_Trader, enclosed is a chart of trading performance for a short-term trading system (trade duration 1-3 days), trading real-time the dax, stxe, es and nq (nq missing in chart) since 1998. please note that the slippages for the system vary widely (4 ticks dax, 2 ticks es and 1 tick...

Hi Stock_Lover, thanks for the input. My experience is that patterns, which have a fairly good level of predictability on daily prices degrade very fast to 50:50 when applied intra-day. Adding comissions, you are eaten alive. Could you be so kind a give us and idea of what a great system...