Recent Content by rdg

  1. Is the Natural Gas bear market over?

    I like it. It was the sentiment that really got my attention after this rally. For so long we've seen people buying into every break. Now longs...
    Post by: rdg, Jun 6, 2012 in forum: Commodity Futures

  2. Trading on "Instynct" (NQ)

    Instynct, thanks for such an in depth reply. Trading at constant size for me was really a compromise. It was an easy way for me to stay sized up...
    Post by: rdg, Apr 29, 2012 in forum: Journals

  3. Trading on "Instynct" (NQ)

    Something I think would be interesting is to see how you do trading all-in/all-out for a bit. I only say this because I personally find it...
    Post by: rdg, Apr 28, 2012 in forum: Journals

  4. May Crude spike at 8:55am CT?

    All that needs to happen now is for these moves to be true step functions. I was short into that and I still had time to cut without eating the...
    Post by: rdg, Mar 23, 2012 in forum: Commodity Futures

  5. TWS API child order question

    I think you can submit an order without transmitting it, so you can set up your bracket, then modify the parent order to transmit it. I'm not...
    Post by: rdg, Mar 21, 2012 in forum: Automated Trading

  6. What are algos actually doing?

    A huge amount of the arbs in futures are against similar products, not the 'true' arbs. When gold got bombed a few weeks ago, the bots...
    Post by: rdg, Mar 14, 2012 in forum: App Development

  7. Good Question/Bad Question

    If you used switch for this, it would look something like the code below. What the code attempts to do is create an array of strings (dayStr)...
    Post by: rdg, Jan 8, 2012 in forum: App Development

  8. AmiBroker AFL using Switch with DayOfWeek()

    I use return because it's returning a value from a function. You can try to restructure the code so it doesn't use a function if you're looking...
    Post by: rdg, Jan 3, 2012 in forum: App Development

  9. AmiBroker AFL using Switch with DayOfWeek()

    Try this: function DayOfWeekName() { dayInt = DayOfWeek(); dayStr = WriteIf(dayInt == 0, "Sunday", WriteIf(dayInt == 1,...
    Post by: rdg, Jan 2, 2012 in forum: App Development

  10. Pattern Based Strategy Design

    How about adding in some indicators from the daily charts? Does your 5 minute RSI buy signal work better when the daily RSI is below 30? Why...
    Post by: rdg, Dec 28, 2011 in forum: Strategy Building

  11. SqlLite?

    nitro, try moving the begin/commit out of the loop. I get about 2x speedup from your original. SQLiteTransaction transaction =...
    Post by: rdg, Dec 20, 2011 in forum: App Development

  12. InteractiveBrokers "hyper-hypothecates" $14.5b of Customer Funds?

    I totally agree. Brokers might as well use client funds to write teeny puts, keep them off the books, and pay the premium back in lower costs....
    Post by: rdg, Dec 8, 2011 in forum: Retail Brokers

  13. InteractiveBrokers "hyper-hypothecates" $14.5b of Customer Funds?

    The problem with IB is that it's a boat in an ocean full of thieves and asshats. The entire industry seems to be based on the principle that if...
    Post by: rdg, Dec 7, 2011 in forum: Retail Brokers

  14. Historical return on a one year note

    http://research.stlouisfed.org/fred2/series/DGS1?cid=115
    Post by: rdg, Dec 2, 2011 in forum: Professional Trading

  15. Hidden Markov Model

    Here's a blog that talks in a few posts about using markov models. May be good for a few trading-related ideas:...
    Post by: rdg, Oct 20, 2011 in forum: Strategy Building