NeoTicker Blog

MB Trading released a new version of its MB Navigator yesterday. Based on information provided by MBT, our current MB Trading data server / order routing plug-in will not work with this new release. We’ll have a new version ready ASAP.

OddBall is created by Mark Brown, and was featured in Active Trader magazine. It is a trading system designed for trading the S&P index future (or the emini counterpart). The signal generation of Oddball does not depend on the price data itself. Instead, it is based on the Advance Issues data from NYSE. We originally posted this system’s implementation in NeoTicker and its performance back in 2003.

Here is an update of the current performance of this interesting system.

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Many beginners in trading system development like to play with position sizing scheme. It feels great when you get a great equity curve with spectacular performance by simply twisting what position sizing rules to use and experiment with various sizing parameter settings. I have some bad news for you – such system will not likely perform in real life.

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NeoTicker 4.10 beta 1 is available for download in the customer area.

It marks the first release of NeoTicker supporting Tenfore QuoteSpeed datafeed.

Details of changes available in customer area.

Version 2.5 of the MB Trading order interface plug-in is available for download.

We’ve added direct translation of MB’s index symbols into a format that is good for access to free historical data.
A new command to look up MB symbols is added to the popup menu.

Back in August 2003, I have an article called Daytrading The E-mini published in the Technical Analysis of Stocks & Commodities magazine. It described a technique called Data Reduction that improves certain type of indicator performance drastically. The technique is applied onto a basic trading system that works very well at that point in time. We are going to take a look at the system today to see if it is still performing as expected.

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This trading system example is based on chapter 6 of the book Hit and Run Trading by Jeff Cooper, in this example we will separate signal generation part of indicator code from trading system part of indicator code. The benefit of this coding style beside making code more readable is signal generator can be easily replace with another signal generator to make a completely different trading system, also use signal generate part of the code when used in pattern scanner can find trading signals for a basket of symbols.
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