Something very simplistic

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Originally posted by inandlong
I just did an empirical speed test...meaning I eyeballed it - among three common quote systems being used in this thread, QT-IB, QCharts, and Esignal.

First I ran QT-IB against QCharts. Side by side using the 1 minute candle...ES and NQ. This was no comparison really, QCharts was always about 2 beats faster at least. And because of the refresh rate for QT even when set at 1, there are many ticks that don't show.

Then I ran Esignal and QCharts side by side, same setup as above. This was a much closer race. There were three main differences. 1 - In a faster market, Esignal was just a beat faster. And I mean just the time it takes to saw boom boom in normal conversational tempo. 2 - In a slower market, QCharts was always faster by that same beat or even longer. 3 - QCharts was always the first to post the opening trade of the next bar.

:)
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Unfortunately, QC also prints a lot of phantom trades on its charts, i.e., it will show bids and asks as trades, which makes EOD chart review - much less backtesting - nearly futile.

--Db
 
Today isn't a very good day for such a test really - there are all sorts of serious internet backbone delays that have been going on since this morning. So, depending on the route(s) taken to get from your quote vendor to your PC, you might see all sorts of issues that would not normally be there.
 
Not a good day at all. Many of the losing trades were "obviously" being entered in the wrong direction - but my indicator had just not reversed quite yet. One of the main points of this is to have a purely mechanical system - so I guess days like today are just the price for having that. I'm working on something to signal a "stop for the day" - I'll post more about that later.

For ES:

-6.25 points 19 trades, 7 winners, 12 losers

For NQ:

-9.00 points 18 trades, 8 winners, 10 losers


http://home.carolina.rr.com/quah/quah1web.htm
 
Oh no, a losing day. Well I knew it. It's all a big scam, a sham, a flim flam. Throw it away. Throw it out. Trash it. Get rid of it. Delete it. Piece of crap. Here comes the drawdown. Worthless. Hmmmph!

:mad:

Actually, I think the results might lead one to risk a little more in the way of an extra contract following a weaker day. You know "they" say a good time to start a system is when it is losing.

:)
 
The entire internet has been screwed up today. I'm sure datafeeds may have suffered delays, order routing may have been effected, etc. Who knows how the dynamics of it all would have played out.

Worldcom keeps haunting the world.

Oh well, two losing days out of all those winning days? It isn't a big deal.
 
Kinda quiet in here tonight.

Why? Could it be because it was a losing day?

It seems to me that that should be when the place is most active.

Were there any warning signs? Any parallels to the last down day?

How about it? Any thoughts?
 
Originally posted by tampa
Kinda quiet in here tonight.

Why? Could it be because it was a losing day?

It seems to me that that should be when the place is most active.

Were there any warning signs? Any parallels to the last down day?

How about it? Any thoughts?
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I don't think it's quiet because it was a losing day - at least not for me. It just is what it is.

The only parallel to be drawn between today and the other losing day is that they ended up being losing days. :)
 
Quah you have a very interesting system. The thing that I am most fascinated with is your "off the wall" stochastic settings - very interesting indeed.

Earlier you said something about knowing from the beginning that the trade would fail - I'm paraphrasing here. How? Why?
 
Originally posted by tampa
Quah you have a very interesting system. The thing that I am most fascinated with is your "off the wall" stochastic settings - very interesting indeed.

Earlier you said something about knowing from the beginning that the trade would fail - I'm paraphrasing here. How? Why?
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I didn't really "know" for sure - but many of the trades today are trades I wouldn't have normally taken in that direction had I not been following this system.

That said, I've thought that about other trades with this system in the past - and those usually turn out ok.
 
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