- Search Energy EXCH
- 27 Results
- Craig replied Jun 14, 2011
Trading buddy, he gives me better answers than you guys
- Craig replied Jun 14, 2011
Now setup in my new house.
- Craig replied Nov 24, 2010
Check out my crazy setup!
- Craig replied May 21, 2010
Not a bad day, getting there slowly...
- Craig replied Apr 4, 2010
I just updated my TWS on my windows machine, I look what the cat dragged in...it's the new IB API gateway.
- Craig replied Mar 23, 2010
This is typical of the sort of thing I'm finding, here is a spread of SIRI/EMC, I have posted the charts and the spread calculation graphed in excel, the spread is obviously mean reverting. I'm not sure how to integrate this type of thing into my ...
- Craig replied Mar 11, 2010
Well f**k me, it actually works, this is IQFeed running under Wine in Ubuntu.
- Craig replied Mar 8, 2010
Here are the results of todays live forward test, with the EUR/USD & GBP/USD rules generated yesterday. Edit: ...of course MBs awesome FIX gateway sucked the big one at the end of the session when I tried to close the last trade, so you'll just have ...
- Craig replied Mar 7, 2010
I'm also finding this as well, strange...I wonder what this implies? Is the EUR/USD more amenable to TA, on the face of it this would seem like a strange conclusion given that it is the most traded market and hence (according to common wisdom) ...
- Craig replied Mar 5, 2010
Here is another one which completely bombs with exactly the same approach, why? I have no idea as of yet.
- Craig replied Mar 5, 2010
That books looks good, I'll be checking that out. Anyway, here is another GA walk-forward for about the past 3 months. There is promise, but the system needs more refining, which I shall continue to do.
- Craig replied Feb 21, 2010
I think mikkom is correct, MC will not help you in this instance, MC is a good non-parametric way of determining the distribution of your results, however it tells you nothing about the future performance. You have come up against the limitations of ...
- Craig replied Nov 19, 2009
I find your posting somewhat muddled, but you seem to be mixing up a lot of different ideas. Let us strip the argument back somewhat, I have attached a excel graph of close prices which I have normalized so as not to give away where they came from. ...
- Craig replied Nov 1, 2009
This thread now has... — ...
- Craig replied Oct 23, 2009
Weird, the calculations look much the same, yet there are obvious differences.
- Craig replied Oct 22, 2009
Close, but not quite...here is a demo calculation I whipped up. As you can see the dynamics are quite different to bollinger bands but similar to ATR. Taking an actual deviation of daily range does not suffer from the 'blow out' dynamics of ...
- Craig replied Sep 11, 2009
The main system is Ubuntu, the Laptop is running XP. No fancy charts I'm afraid, all the actual trading is done on a hosted Ubuntu server.
- Craig replied Aug 8, 2009
Thanks for the nod, but I think I'm going to heading down the stock route in the future, many more opportunities in those markets (check out AIG this week).
- Craig replied Apr 21, 2009
I'm no expert, but this guy apparently made a few quid.
- Craig replied Feb 22, 2009
I don't want to belabor the point, but you still have not answered the question. Nobody is saying MM isn't important, but you still have not tabled any evidence of your original assertion that random entries are profitable. Note: at no point did I ...