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General Discussion · Tradestation vs eSignal
alichambers
msg #47111
9/22/2006 5:30:16 AM

Hi,

I'm going to be investing in a decent charting package, and am considering the above two. I'd find it really useful to hear from experiences on this forum.

I'd like:

- The ability to backtest a strategy on many different stocks (I know with eSig, backtesting can only be done on one stock at a time)

- The possibility for automated trading (in the future)

And most importantly:

- A good quality data source. I will be using spread betting (UK), and this is done in futures. Some of the futures prices mirror the cash price for the stock, but there is a little variation. I'd like the data source to be as accurate as possible to both.

I have seen data sources listed from:

- eSignal
- Bloomberg
- Reuters
- Tenfore

Any feedback would be great,

Alex



General Discussion · Data sources for stock futures
alichambers
msg #46833
9/10/2006 1:27:45 PM

Hi,

I appreciate this is a bit out of the norm for these forums, but I'm using spread betting for stocks in the UK.

SB relies on futures data, which differs slightly from the main cash stock price. The futures OHLC prices roughly follow the trend of the actual cash prices, but do not match exactly.

Does anyone know of a good source of data for the futures OHLC prices, eg:- GOOG Dec 06 OHLC prices (I need in CSV file format to download).

Many thanks,
Alex


General Discussion · Anyone know a broker who allows orders to sell on market close?
alichambers
msg #46675
8/30/2006 10:18:15 AM

Hi,

The thread title says it all - does anyone know a broker who allows orders to sell on market close? I'd like to put an order in out of hours for the next day's open, then have it automatically close at that day's close price.

If anyone knows of a spread betting company that does this, that would be even better!

Cheers,
Alex


General Discussion · Experiences with Triangles
alichambers
msg #46593
8/25/2006 10:31:59 AM

Hi,

I've read that trading triangle chart patterns can yield good results. They seem to represent an "explosion" from wide volatility to tight volatility. The article also mentioned that a breakout on higher volume than normal can be good.

Does anyone here use triangles, in particular:

- Using the SF triangle screener
- When to set buy/sell orders

Many thanks,
ALex


General Discussion · Best value for money data source & charting software
alichambers
msg #46592
8/25/2006 10:20:01 AM

Hi,

I'm looking to buy a charting package with good quality data source. I'm after FX, Worldwide Indexes and US/UK stocks.

I was thinking of buying eSignal, but it's fairly pricey - and after reading about TRO's banned experience, I'm thinking again!

Any views/feedback shared would be most useful,

Alex


Filter Exchange · Gap up filter
alichambers
msg #45453
7/4/2006 10:45:31 AM

Hi,

I have been experimenting with weekly stock gap ups - to see how they perform.

A part of my filter is as follows:

"weekly low is greater than weekly high 1 week ago"

How do I change this to find stocks that really gap up - ie. there is a definable gap?

Thanks - alex


General Discussion · SF backtesting function
alichambers
msg #45422
7/2/2006 8:23:50 AM

Thanks.

Alex


General Discussion · SF backtesting function
alichambers
msg #45388
6/30/2006 7:02:31 AM

Hi,

I'm a bit confused on how to set a trailing stop loss on the SF backtesting utility.

I have created a simple scan to look for pullbacks in uptrending stocks. After entry, I expect to be out within a few days.

I would like to use a trailing stop loss at the low of each day +/- 0.5% of the price to give some "leeway" against variations.

How do I do this?

Thanks - alex

Approach Information
Approach Name: Dr Williams TTC-A test
Test started on 12/30/2005 ended on 05/01/2006, covering 82 days
Filter used:
Dr Williams: TTC-A (saved filter)

Trade Statistics
There were 174 total stocks entered. Of those, 129 or 74.14% were complete and 45 or 25.86% were open.
Of the 129 completed trades, 87 trades or 67.44%resulted in a net gain.
Your average net change for completed trades was: 2.35%.
The average draw down of your approach was: -3.33%.
The average max profit of your approach was: 5.83%
The Reward/Risk ratio for this approach is: 2.43
Annualized Return on Investment (ROI): 28.89%, the ROI of ^SPX was: 12.19%.

Exit Statistics
Stop Loss was triggered 11 times or 8.53% of the time.
Stop Profit was triggered 34 times or 26.36% of the time.
Trailing Stop Loss was triggered 0 times or 0.00% of the time.
You held for the maximum period of time (25 days) 84 times or 65.12% of the time.
An exit trigger was executed 0 times or 0.00% of the time.

Statistics By Holding Period
 Completed2 day chg5 day chg10 day chg25 day chg40 day chg
Winners:8710610910895102
Losers:426465657772
Win/Loss Ratio:2.07:11.66:11.68:11.66:11.23:11.42:1
Net Change:2.35%0.80%1.26%1.74%1.87%1.67%

Statistics By Variable: Match Price
 <100<200<300<400<500<600<700<800<900<1000
Completed79:397:1-0:10:1--1:0--
2 day chg94:629:11:01:00:1--1:0--
5 day chg97:619:31:01:00:1--1:0--
10 day chg96:619:31:01:00:1--1:0--
25 day chg90:665:70:10:10:1--0:1--
40 day chg95:637:50:10:10:1--0:1--

Statistics By Variable: Average Volume
 <10.0M<20.0M<30.0M<40.0M<50.0M<60.0M<70.0M<80.0M<90.0M<100.0M
Completed86:410:1----1:0---
2 day chg105:630:1----1:0---
5 day chg108:640:1----1:0---
10 day chg107:640:1----1:0---
25 day chg95:750:1----0:1---
40 day chg101:710:1----1:0---



General Discussion · Using DMI, ADX and Parabolic Stop & Reverse
alichambers
msg #45344
6/28/2006 9:24:06 AM

I agree - good blog.

AC


General Discussion · Using DMI, ADX and Parabolic Stop & Reverse
alichambers
msg #45170
6/21/2006 2:05:44 PM

Hi,

Does anyone use these indicators in their trading. If so, how? And what sort of results have you been getting?

Thanks,
Alex


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