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  1. TraDaToR

    Cocoa Dec12 2 ticks over Mar13

    ??? I am no expert but it seems cocoa rarely goes inverted. Is there some kind of new crop months on cocoa( March? )? I thought there were 2 different crops in the year. Thanks.
  2. TraDaToR

    1/4% Tax on all stock trades pushed in NY Times today

    http://www.ft.com/intl/cms/s/0/420efbd4-c5db-11e1-a5d5-00144feabdc0.html#axzz1ziVbsKMr
  3. TraDaToR

    Transaction tax in germany

    Smart move from the Swiss. They know Eurex is pretty much done with the upcoming FTT.
  4. TraDaToR

    excel sample spreadsheet for TWS

    For most systems I trade, you need to simulate limit order queue, not just OHLC datas. Backtests wouldn't be representative. At least IB simulates the order queue for bid and ask when paper trading. It 's not perfect but it gives you a better picture of the possible results.
  5. TraDaToR

    annaland's song of the day

    Really good.:)
  6. TraDaToR

    excel sample spreadsheet for TWS

    I used to backtest on TS, AmiBroker and wealth lab but I haven't backtested in years. I just write a system that might work and put it on sim for 1 week, 1 month, 3 months... depending on the frequency of trades and what should be considered a relevant sample.
  7. TraDaToR

    excel sample spreadsheet for TWS

    I forgot. Benefits: You can have one idea on saturday night, write the whole system the next morning and test it in sim on monday. When you are used to VBA, you write functioning programs really fast.
  8. TraDaToR

    excel sample spreadsheet for TWS

    I don't use the spreadsheet to trade, I only use it as a support to create my own spreadsheets. The API syntax reference on the website is full of errors but you can use the sample spreadsheet to find where the problem is. The sample spreadsheet is more accurate than the API reference. I have...
  9. TraDaToR

    excel sample spreadsheet for TWS

    Thanks a lot.
  10. TraDaToR

    excel sample spreadsheet for TWS

    Hello, Do you know if IB still deliver a sample spreadsheet for excel DDE API. I can't find it on the website. It used to be on this page:http://individuals.interactivebrokers.com/en/p.php?f=programInterface&ib_entity=llc My sample is 2 years old so I was curious if there was a newer...
  11. TraDaToR

    Brent Sep12 ?

    Hello guys, Is there a fundamental reason for september to be higher than August and October? Thanks a lot.
  12. TraDaToR

    1/4% Tax on all stock trades pushed in NY Times today

    To answer Tom Davis previous question, no french newspaper to my knowledge ever published anything about the banks exemption for the upcoming FTT. I personally wrote to 6 major french newspapers about it. What is even more unjustifiable is that not only the banks market making will be exempted...
  13. TraDaToR

    1/4% Tax on all stock trades pushed in NY Times today

    If they are implementing it based on the residence principle, we would have no other choice than to relocate physically. In France for example, you can create offshore entities but the administration has the possibility to requalify your business as a french one ( fiscal evasion procedure ...
  14. TraDaToR

    How would you calculate desired implied prices for 2 fly legs if 3d has been filled?

    Check both wings markets and provide liquidity on the least liquid one so that when the first wing is filled you can simply enter the last one at market to get the whole butterfly at 10. Ex: You already have the body at 5. One wing is 7 x 13 and the other 9 x 11. Place a bid at 9 on the first...
  15. TraDaToR

    1/4% Tax on all stock trades pushed in NY Times today

    http://www.euractiv.com/euro-finance/ministers-mull-enhanced-operatio-news-513358
  16. TraDaToR

    Why is 2007 onwards different?

    I can't talk prior to 2007 but I traded the overnight session on these instruments for 5 years( until I stopped in 2012 ), and the overnight session is much more liquid now than it was in 2007( and more efficient ). In 2007, typical B/A spread on wheat was 10 ticks, gold 4 ticks, natural gas...
  17. TraDaToR

    New ICE grains in may

    http://www.reuters.com/article/2012/06/12/farm-groups-markets-idUSL1E8HC32L20120612 A meteorologist saying "good luck" to traders, pit traders skipping their breakfast at Ceres... Dramatization was running high yesterday..LOL
  18. TraDaToR

    annaland's song of the day

    <object style="height: 390px; width: 640px"><param name="movie" value="http://www.youtube.com/v/RD9xK9smth4?version=3&feature=player_detailpage"><param name="allowFullScreen" value="true"><param name="allowScriptAccess" value="always"><embed...
  19. TraDaToR

    New ICE grains in may

    http://www.reuters.com/article/2012/06/12/us-farm-groups-markets-idUSBRE85B05V20120612
  20. TraDaToR

    New ICE grains in may

    http://www.reuters.com/article/2012/06/08/us-cme-grain-hours-idUSBRE85716X20120608
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