Search Results

Search Again

  1. 300% Annual Return -- Fully Automated

    This kind of stuff goes with the territory and happens to the best of us. I use proprietary tools I've developed to evolve and backtest trading...
    Post by: jazzguysoca, Jul 5, 2011 in forum: Journals

  2. 300% Annual Return -- Fully Automated

    Got it. I've been doing more or less the same thing (been at it since 2000). IQFeed goes back to 2007 on stocks, 2005 on futures. PiiTrading...
    Post by: jazzguysoca, Jul 5, 2011 in forum: Journals

  3. what is actual cost of 1 6E contract?

    Depending on the margin requirements of the symbol you're trading, the leverage of futures contracts can range from 10:1 up to over 100:1. Its...
    Post by: jazzguysoca, Jul 5, 2011 in forum: Financial Futures

  4. 300% Annual Return -- Fully Automated

    Hmm..How did you get 10 years of historical 1min quotes? Looks like futures on both esignal and kenetick only go back 2 or 3 years... Does...
    Post by: jazzguysoca, Jul 5, 2011 in forum: Journals

  5. 300% Annual Return -- Fully Automated

    Forgot to ask: Who's your intraday historical quote provider? (I use IQFeed along with PiiTrading's historical quote CDROMs, which go back to...
    Post by: jazzguysoca, Jul 4, 2011 in forum: Journals

  6. 300% Annual Return -- Fully Automated

    Just an observation, but using longer bar lengths would imply that you are increasing your hold times as well (since your execution granularity is...
    Post by: jazzguysoca, Jul 4, 2011 in forum: Journals

  7. 300% Annual Return -- Fully Automated

    Interesting stuff - appreciate your candidness. Can you expand your exit executions a bit more? Are you using a target, time stop, or are...
    Post by: jazzguysoca, Jul 4, 2011 in forum: Journals

  8. 300% Annual Return -- Fully Automated

    That's a fairly bold statement. My experience has actually been quite different. I've been trading an automated intraday system live for about 2...
    Post by: jazzguysoca, Jul 4, 2011 in forum: Journals

  9. 300% Annual Return -- Fully Automated

    Those are some beautiful equity curves. One generally needs lots O' trades to realize such smoothness. Some more stupid questions for you:...
    Post by: jazzguysoca, Jul 4, 2011 in forum: Journals

  10. 300% Annual Return -- Fully Automated

    Forgot to ask you about your historical data: Are you back testing with 10yrs of intraday tick data, 1min bars, or ? Also, are you trading RTH...
    Post by: jazzguysoca, Jul 3, 2011 in forum: Journals

  11. 300% Annual Return -- Fully Automated

    You could try TF, although its returns will correlate to ES. More volatility though. If you wanted to try some international indices, you...
    Post by: jazzguysoca, Jul 2, 2011 in forum: Journals

  12. 300% Annual Return -- Fully Automated

    Thanks very much for the stats, Frost. So assuming you're not doing stuff like snipping connections during optimization, that's (15 * 7) + 7...
    Post by: jazzguysoca, Jul 2, 2011 in forum: Journals

  13. 300% Annual Return -- Fully Automated

    Look forward to checking out your results. Was wondering if you could you share some stats: 1) Ave no of trades/day/symbol 2) Ave hold...
    Post by: jazzguysoca, Jul 2, 2011 in forum: Journals

  14. Calculating volatility measure from price movement alone

    http://www.investopedia.com/university/optionvolatility/volatility2.asp
    Post by: jazzguysoca, May 23, 2011 in forum: Strategy Building

  15. Nature's Daytraders: The Pilotfish

    Props to the little guy swimming in front of the shark's nose - talk about balls, lol [img] The next time someone asks me to describe what I...
    Thread by: jazzguysoca, May 23, 2011, 0 replies, in forum: Trading

  16. College Conspiracy

    The video makes some interesting and valid points, but I couldn't help noticing the constant fear mongering, self-referencing statements to papers...
    Post by: jazzguysoca, May 18, 2011 in forum: Economics

  17. Time Warner Cable and IB Ports

    Yeah, TWC's suckage is legendary. They are definitely in a race to the bottom (and they're winning). Makes one wonder if they are owned by B...
    Post by: jazzguysoca, May 9, 2011 in forum: Interactive Brokers

  18. Time Warner Cable and IB Ports

    I had a T-1 connection with Earthlink at my business, but it was slower and more expensive than my TWC connection. Earthlink was also a nightmare...
    Post by: jazzguysoca, May 9, 2011 in forum: Interactive Brokers

  19. Time Warner Cable and IB Ports

    Thanks for the suggestion. Yeah, I switched over to openDNS a while back, as I noticed TWC was playing games with their DNS, and was generally...
    Post by: jazzguysoca, May 9, 2011 in forum: Interactive Brokers

  20. Time Warner Cable and IB Ports

    Just an update: I contacted TWC and they asked me if I use a Belkin router and I told them no, I have a DLink DGL-4500. Then after leaving...
    Post by: jazzguysoca, May 9, 2011 in forum: Interactive Brokers
Showing results 21 to 40 of 91 Next >
Search Again