Deadline June

This is a discussion on Deadline June within the Trading Journals forums, part of the Reception category; The Tenfore feed according to the IQ-Feed sales rep: Tenfore includes about 30 conributors. You can get individual quotes from ...

Reply
 
LinkBack Thread Tools Search this Thread
Old Aug 24, 2010, 6:58pm   #393
 
Adamus's Avatar
Joined Mar 2008
Re: Deadline June

Adamus started this thread The Tenfore feed according to the IQ-Feed sales rep:

Quote:
Tenfore includes about 30 conributors. You can get individual quotes from each contributor or a composite quote.
which probably makes it better than the IB live feed.
__________________
What matters most is how well you walk through the fire.
Adamus is offline   Reply With Quote
Old Aug 24, 2010, 7:17pm   #394
 
travis's Avatar
Joined Mar 2003
Re: Deadline June

Well, since IB data is impractical for long periods of time, if you need many years, your choice is now between Tenfore and disktrading.com.
travis is offline   Reply With Quote
Old Aug 24, 2010, 8:02pm   #395
Joined Jan 2009
Re: Deadline June

Adam, the issue I'm facing at the moment is with the mandatory shut down each night of TWS. I can re-start it using TWSStart, but I seem to need to manually click on each market in Amibroker in order to force a backfill of data from TWS. Is this an issue you've come up against? (I appreciate you don't use Amibroker).
meanreversion is offline   Reply With Quote
Old Aug 24, 2010, 8:53pm   #396
 
Adamus's Avatar
Joined Mar 2008
Post Better analysis stats

Adamus started this thread
Quote:
Originally Posted by travis View Post
I would say the most important factor might be the time-frame. I only use 15-minute timeframe on every system. And also my entry method in conjunction with that. I enter at specific times if the conditions are there. So no matter what platforms and data sets, the trade always enters at e.g. 10 PM CET or it doesn't enter at all. This itself excludes a lot of other potential differences and combinations.
That is probably a massive factor, I totally agree. I'm getting more informative stats by comparing the total profits + total losses.

Code:
Tenfore compared to:                     IB Historical  FXCM         Disktrading
Days start to Finish:                    301.69         300.94       301.23
Days in market Tenfore:                  24.91          24.66        24.91
Days in market other:                    41.68          31.52        24.43
Trades in 1:                             150            150          150
Trades in 2:                             239            188          178
Trades from series 1 not corresponding:  26             49           71
Trades from series 2 not corresponding:  115            87           99
Trades overlapping in same direction:    123            98           75
 .. overlap, same dir, & 75% sim profit: 52             39           28
Days both in market in same direction:   20.13          13.82        10.15
% time simultaneous positions:           48.30          43.84        40.74
Trades against each other:               2              3            5
Series 1 total profit + -losses:         47795.00       47795.00     47795.00
Series 2 total profit + -losses:         76895.00       60470.00     60645.00
% similar profit + -losses:              62.16          79.04        78.81
__________________
What matters most is how well you walk through the fire.
Adamus is offline   Reply With Quote
Old Aug 24, 2010, 9:11pm   #397
 
Adamus's Avatar
Joined Mar 2008
Re: Deadline June

Adamus started this thread I only have 1 year of IB historical data from their servers. It doesn't go back any further.

For Tenfore, I have 18 months of historical data from their servers. I haven't asked if they have more data available - that might be worth purchasing although I might be fantastically expensive.

The same for FXCM.

After doing this analysis, I can't honestly say I'm any wiser. I think I'll leave the final word until I've got a month of live trade data from the system on the live IB feed and then I'll run it again but only using a month. I guess I'll have about 30 trades in the sample.

I'll also have the IB live feed data collected by NinjaTrader as I keep it running on my machine 24x7 so in future I'll be able to use that in backtests and another analysis like this.

Intuitively I think the Tenfore data is the best, and it will be interesting to compare it with the IB live feed.
__________________
What matters most is how well you walk through the fire.
Adamus is offline   Reply With Quote
Old Aug 24, 2010, 9:16pm   #398
 
Adamus's Avatar
Joined Mar 2008
Re: Deadline June

Adamus started this thread
Quote:
Originally Posted by meanreversion View Post
Adam, the issue I'm facing at the moment is with the mandatory shut down each night of TWS. I can re-start it using TWSStart, but I seem to need to manually click on each market in Amibroker in order to force a backfill of data from TWS. Is this an issue you've come up against? (I appreciate you don't use Amibroker).
Hi MR

I do experience something like that with NinjaTrader - if IB TWS disconnects then I have to cycle through a chart for each forex pair or go to the Historical Data Manager and download the day's data.

I thought TWSStart had an option to keep TWS open by flipping the shutdown time from AM to PM and back again? That's what I do manually after someone told me about it.
__________________
What matters most is how well you walk through the fire.
Adamus is offline   Reply With Quote
Old Aug 24, 2010, 9:19pm   #399
 
travis's Avatar
Joined Mar 2003
Re: Deadline June

I would say, all things considered, disktrading.com is the way to go. You just said that you didn't ask about Tenfore pricing but it might be very expensive. IB is not a possibility... there are no other options. I would just go with disktrading.com and from now on exclude all other worries about data vendors and only focus on your systems. One type of vendor tries to grab you by the balls, obviously, such as Tenfore... (subscriptions, etc.) whereas disktrading.com gets the job done, gives you all the data you want for all the markets you want, and for very cheap. I would not have any doubts. Go to the vendor that sells data to everyone, don't go to Tenfore who seems to do it as a personal favor to you. They don't even have a page with prices on their web site I suppose (by how you described them). Trust me. There's many compatibilities issues that you will not have with the vendor who is used to selling to a lot of people (disktrading.com). I am not getting paid by them, so you should listen to me. Just as you picked IB because everyone has an account with them, you should pick disktrading.com. Of course, if you can spend 1000 dollars per symbol, then go for tickdata.com. Which I will never do unless I have a bank account with 20 millions dollars in it. Remember that discussion with that guy about disktrading.com we had months ago. He said there were many other alternatives and after several months of questions it ended up that it was all bull**** and it's either disktrading for 15 dollars per symbol (if you buy two symbols) or tickdata.com for 1500 dollars per symbol and you don't even know what's in the box.
travis is offline   Reply With Quote
Reply

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Similar Threads
Thread Thread Starter Forum Replies Last Post
FX Trading June 4 - June 8 trendie Forex 216 Jun 8, 2007 6:02pm
Brent Crude Trading - June 4th - June 8th ceydababy Commodities & Money Markets 10 Jun 7, 2007 6:00pm
june palladium dentist007 Commodities & Money Markets 2 Jul 7, 2005 10:16am
June T bond (ZB M4) bgold Commodities & Money Markets 1 Mar 9, 2004 9:07pm

Currently Active Users Viewing This Thread: 1 (0 members and 1 guests)