Search results

  1. B

    Market Delta - Transitioning to the New Platform

    Hi MK, Thanks for getting involved. As for as Linnsofts response I think the correct answer is that it needs be consistent with the existing version. There'd need to be a good reason to change the algorithm. Cheers, bolter
  2. B

    Market Delta - Transitioning to the New Platform

    With all due respect this thread is intended for traders who are transitioning to the new version of Market Delta. Please take your pissing contests elsewhere.
  3. B

    Market Delta - Transitioning to the New Platform

    5Pillars, Many thanks. You raise a good point about datafeeds - this could be a factor because they are all different. I'm using eSignal, what about you billp?
  4. B

    Market Delta - Transitioning to the New Platform

    I spent quite alot of time validating the acuuracy of the original version of Market Delta and was completely satisfied with it's output. So naturally with the opportunity to run the old and new versions side-by-side one of my sanity checks was to compare the output of the two. My testing thus...
  5. B

    Market Delta - Transitioning to the New Platform

    billp, I read your post in the emini S/R thread and it motivated me to start this thread - welcome aboard. Yes it has been nightmare for me also - but after 2-3 solid days I finally have a basic setup in place with most things working as I would expect - sort of, kind of, not really. If...
  6. B

    Market Delta - Transitioning to the New Platform

    So why do we need a thread on ET for this purpose? Because the alternative is the Market Delta Yahoo Group - which has had a whopping 2 posts so far this month. Moribund! Investor/RT has a fairly active user community with their integrated chat facility - but as Market Delta clients we are...
  7. B

    Market Delta - Transitioning to the New Platform

    This thread is intended as a forum for Market Delta users who are transitioning from the existing platform to the new Investor/RT version. I've been using the old version of Market Delta for 6 months or so and was very pleased with it - quirks, bugs, performance issues and all. The ROI on my...
  8. B

    Short-term trading vs Long-term trading

    es175, Your question is very broad - "which is better"? Better in what sense? And not much context to go on. I strongly suggest you bone up on the conept of expectancy as popularised by Van Tharp. In answer to your question, from the perspective of returns generated by a system normalised...
  9. B

    VaR Calculation Software??

    Jim86, There is Var and there is Var, and then there is everything in between. My recommendation to you is buy a good starting book (eg: Jorion) and a decent FinEng platform (eg: Matlab). Given a week and a bit of effort and you'll be a expert/hero. Good luck, bolter
  10. B

    Reality check please...JWH, hedge funds and mutual funds

    hi trillenium, It's not a simple formula, there is some serious number crunching that goes into producing the data. If you're looking for something specific I might be able to help. regards, bolter
  11. B

    Reality check please...JWH, hedge funds and mutual funds

    m4a1, NTB, Alpha generated by trend following strategies has been in a steady decline virtually since their inception. I track trends across a basket of 94 global futures markets (since 1990) and the results speak for themself. Financial asset classes have been the hardest hit. Markets have...
  12. B

    Reality check please...JWH, hedge funds and mutual funds

    Gone are the days when a guy can can take a couple of moving averages, register as a CTA. follow a few trends and make a fortune. Futures markets, and by implication the underlying markets, have changed irrevocably over recent years. The denial by JWH, Bill Dunn and others to acknowledge this...
  13. B

    Would you pay $27,000 for software?

    I evaluated Expo several years back. It is an excellent product but didn't suit my needs. It was more for the program trading/arb/pairs/basket trading crowd. Definitely instutional grade piece of kit. On top of the apparent $27K price tag you need to add another ~$2K per month for an...
  14. B

    BUTTONTRADER: 2 concurrently opened buttongrids on one TAB

    herring, if you want to trade them side by side that is your only choice. If you want to add a ticker as a tab in the same buttongrid just right click to the right of the existing tab and insert the new ticker - but you can only view one at a time. The third option is to right click the header...
  15. B

    BUTTONTRADER: 2 concurrently opened buttongrids on one TAB

    herring, right click on the symbol in the TWS_Grid and select 'Open new ButtonGrid container for this ticker'.
  16. B

    BUTTONTRADER: 2 concurrently opened buttongrids on one TAB

    herring, do you want to trade both or watch both and trade one?
  17. B

    BUTTONTRADER: 2 concurrently opened buttongrids on one TAB

    herring, If you have the standard version or higher this is possible. The lite version only supports a single buutongrid. bolter
  18. B

    IB; Biggest Possible Improvement?

    kiwi-trader, Great suggestion - an absolute no-brainer! bolter
  19. B

    NG collaboration development

    m4a1, Of course the drawdown will be highre/lower for one side - if you think about it. Are the stats stable over time - yes for the most part. Go back to my original equity curve - it is fairly stable. regards
  20. B

    NG collaboration development

    m4a1, Bear in mind that my system is end-of-day so the trade frequency will be much less than an intra-day system. Having said it generates about 1 trade per month, but it is in the market most of the time. Profit Factor is 2.4. Stats are attached for the entire 16 year history of NG...
Back
Top