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I use TS 8.2 on a daily basis. It's my preferred software but lacks portfolio testing. I've used AmiBroker in the past for portfolio and it's great. It took me long to understand how futures, stocks backtesting options worked and the need to use"optimize" in code( instead of command ) is...

Thanks a lot.

Hello, I'm quite interested in intramarket spread... How do you calculate the value of the following futures based on the currently traded futures? Let's take CH07 ( Corn march 2007 ) and CK07( Corn may 2007 ). What's the formula of interest rates you use to define the spread? What kind of...

Hello, I've already posted it on the "automated trading" forum, but I had no answers. -------------------------------------------------------------------------------- Quote from paulbechard: 2) It works on the live accounts but the brokerage shuts down the account after a week of...

-------------------------------------------------------------------------------- Quote from paulbechard: 2) It works on the live accounts but the brokerage shuts down the account after a week of trading due to 'off market' trading. (Yeah I sense something fishy going on too)...

OK thanks. English is not my mother tongue.

What do you call "fungible" stocks?

I have a trading system that involves an important number of order cancellations. I know that there's a cancellation fee on eurex... What about CME and CBOT? I've never cancelled any trade through my strategies with TS. Thanks

I think we made a synchro-post... Quote from angryangry: Electronically traded futures options" i'm not sure but you've to create an equities account to trade options Pit traded us futures and futures options RJO MCD Electronically traded futures TS International...

Sorry, I didn't see your initial question. MCD is for pit trading( if you're still trading at the pit , consider moving to electronic contracts, easier , lower costs... ) TS is for electronic futures contracts, stocks, options and perhaps forex now ( ? ). You can automate what you want as...

I mean there probably good for big floor trading but for the little electronic retail guy we probably get eaten up in there volume. Yes I am one of these little retail guys Anyway I contacted RJ and yeh there fairly pushy sales people always wanting contact details and I looked at there...

Eliott Waves? Supposed to work? ... Even when read I my first TA book it seemed biased. You can see any wave you want to see. Perhaps some people are taking the "good waves" and make a living of it. I would certainly not rely on this kind of things( I don't even believe in TA although i'm...

Hey Angry, I don't care about the reputation of RJO. I just say that their execution is far weeker than OEC's one( Rand ). I'm on TS since 2 years now, have been on OEC for 1 year before and on Global futures for 6 months before, and I am SURE that TS is not what I call a good broker...

I'm a TS customer just because of the simplicity for automated traders. I don't pay the platform, I just pay commissions plus exchange fees, which is WAY more simple than an other option if you don't make too much volume. BUT... RJ O BRIEN is definitly a bad broker ( whatever the magazine...

Thanks. I'll check.

Thank you for giving your advice.i was thinking nobody would ever answer. ROA is the net profit/ Max Intraday DrawDown. It's more of an index of regularity of the returns. It's like a return /risk ratio. I also like to use profit factor in conjunction with the number of trades. I think...

IMHO, TS is not a good broker( RJ O BRIEN ). I get an average 0.5 tick per side on ER2( ES and NQ would the same ), 0.6 tick per side on YM, 1 on EMD and more on BP. Other than that, TS is reliable. You can get some occasional bugs but it's rare if you don't always update to the latest...

There's a lot of other possibilities : Metastock, AmiBroker, TradersStudio, Investor RT, SmartQuant, wealthLab... I am a TS user and I never read a book about programming when I first got it. Just go through TS "help" or TS forums if you have some further problems.

Hello, I think it's hard to find, but is there some websites where you can find bid-ask historical futures datas?Like 1 min bid-ask datas? I'm just looking for samples, not really long histos. One week would be good. THANKS

Thanks Nitro for those precisions, I was really disappointed when I read your initial post. I'm trading futures and it is no doubt harder than equities. I've some systems on equities that I am watching real time results everyday and they are really more stable than any systems I traded on...