diablo272

What the Numbers in the Expert Testing Report Mean Articles on MetaQuotes Language 4

There are others here who are far more experienced with HSI than I am, but to my knowledge the only two brokers for someone in the US who wants to trade HSI or mini HSI would be Interactive Brokers and MF Global. I know IB has its own platform and I believe MF Global does as well, but both also support other platforms too.

Interesting BF, I didn't know OEC had that functionality, thanks for the info. I find all these tools that bigger traders have fascinating, especially since there seems to be so little information about them online.

By coincidence, I was reading about what sdoma is talking about just yesterday. Specifically, I came across something called Guerrilla from Credit Suisse, but I can't really find any information about other than the fact that its purpose is to hide activity. Does anyone have any information on programs like this? I'm guessing it isn't just as simple as splitting the order into random increments as sdoma mentioned above, because it seems like that would be relatively easy to do.

No, because the S&P 500 is only an index and can't actually be traded. If you're talking about derivatives of the S&P though, such as futures or ETFs, then the answer is probably yes, and the idea is the same: arbitrage. That is just a theory on my part though, since I've never actually performed any kind of arb myself, and I don't know if this kind of thing happens specifically with the example that you gave. But I'm assuming that it absolutely does happen and on a large scale.

To be honest, I'm not 100% sure of the intricacies of Ninja backtesting (because I don't use it anymore), but from what I remember, it will give you a fill at the close of each bar, regardless of the timeframe, and there were no settings to adjust this. I could very well be wrong about that, but I'm quite sure that there is some aspect of Ninja's backtesting that made it useless for me, or at least very cumbersome to use.

Yes it can, read about arbitrage.

TS backtesting functionality is better that Ninja backtesting apparently.

For think or swim: ES: back to 3/2006 (though the data looks rather suspect if you go back further than mid-2007 or so) NQ: same as ES ZN: back to 4/2008 Euro: if you're looking for 6E, that goes back to 4/2008 QM: back to 7/2008, but the data again looks spotty if you go back past about Nov 2008. FESX: they don't carry it FGBL: they don't carry it

For what instrument(s)? You can use Think or Swim's platform to get the OHLC on the e-minis for a couple years back at least. You have to open an account with them in order to use their platform, but you don't have to fund it.

UB, can you remind me what you mean when you say "commercial traders"? Is that synonymous with "professional"? Or is it something different? I think you already answered that question in one of your threads, but I haven't been able to find that post. Thank you for sharing some of your tools and viewpoints.

I'd give it more time. A lot of my professors would assign a bigger than average workload in the beginning of the semester to make weaklings drop the class. I'd guess that you aren't the only one who feels like it's a lot of work, so don't worry. Given more time, even if the workload doesn't lighten, you will probably get used to it and find a way to deal with it.

I think that is with the $10 HKD exchange fee included. This is where I got it from: http://www.interactivebrokers.com/en/p.php?f=futuresComparison&ib_entity=llc And then I went to their main commissions page and added up the unbundled fees manually for HSI, and I came up with $42.4 HKD. I may have done the math wrong, but either way, $40.6 or $42.4, I think unbundled should be cheaper with the exchange fee included.

I'm surprised yours has lasted 3 years. Back in the time when I was a serious gamer (many many hours of online gaming per day), I would probably go through one router every 9 months or so. I finally tried to put Smoothwall on an old computer I had, and I've never had a problem since. I think they do make much more robust versions of commercial routers that would probably be as good as a Smoothwall, but I haven't looked into them. My advice is to stay far away from the $20-50 routers though when you replace yours, because to me it sounds like it's dead. Though a way to test is to just plug straight into the modem, bypassing the router. Also if you're worried about setting up smoothwall, there are many guides online that will walk you through the process. I am horrible in linux and know next to nothing about networking, and it wasn't too much of a problem for me my first time.

A good look back on some of the effects of the downturn, though I noticed at the end that they seemed to blame poor Lehman for everything.

Thanks Kiwi. I have thought of HSI in that light (though not specifically the 1:5 ratio), and I think that is definitely one way of looking at it. I'm not sure if that view will 100% work for me and the way I trade, but it definitely does, as you said, make it seem more tame.

I think the question is, why would it be on Globex?

I'm guessing it's because there are more people who don't want it to be 24 hours than those that do want it to be 24 hours.

For you guys who trade with IB...I'm looking at their commissions right now for HSI, $60 HKD/roundtrip? Is that about right as a base fee? That seems a bit high considering the price of trading the e-minis, so I just want to make sure I have it right. Edit: I just found the part of their site that compares the unbundled fee to the bundled fee...It looks like for HSI, the unbundled fee is a better deal, and much more reasonable at $40.6 HKD/RT.

IB and I THINK MF Global (not positive about MF Global) should offer the Nikkei, but what do you mean by micro account?

That gave me a good laugh

That's very helpful, thanks. Interesting that you don't get data on their continuous contracts. And thank you very much for your offer to send me minute data, but the thing I'm most in need of is tick data so I can see how exactly I'm going to need to change my entry (and exit) strategy for HSI. Thanks again for checking on the e-signal contracts.

Yes, the exchange (at least Globex) does not allow for the orders that you're describing.

Interesting about the IB feed. I've never experienced anything like that, except possibly in my early days when I was using AlphaTrade (a joke of a "platform"). If you don't mind checking it out, the E-signal symbols that I'm interested are "HSI Q9-HKF" (the august HSI contract), "HSI 1!-HKF" (a continuous HSI contract), and "HSI F#-HKF" (a different way of entering the HSI continuous). If you get around to seeing if those work, thanks a lot, and if you don't, thanks anyway.

Ah, didn't know that, thanks. The aggregation shouldn't affect me since I don't trade on quite that low of a time frame, but I'll know if/when I try it out.