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Posts Made By:
MXASJ
Forum:
Commodities
March 7th, 2011, 07:21 AM
Replies:
15
ICE/NYBOT Prices help...
Views:
12,358
Posted By
MXASJ
That gave me an idea, Fat Tails. My Sugar always...
That gave me an idea, Fat Tails. My Sugar always seemed OK, both in DOM trading and backtesting. Settings are Tick Size = 0.01/Point Value = 1, 120.00.
I just changed my CT settings and am...
Forum:
Commodities
March 7th, 2011, 06:36 AM
Replies:
15
ICE/NYBOT Prices help...
Views:
12,358
Posted By
MXASJ
This is just plain wrong. The quote is in cents...
This is just plain wrong. The quote is in cents and Ninja treats it like a full dollar quote. Real Bid/Ask is 219.70/219.71 cents. Ninja is indeed looking for quotes to hundreds of a cent, but it...
Forum:
Commodities
March 7th, 2011, 06:18 AM
Replies:
15
ICE/NYBOT Prices help...
Views:
12,358
Posted By
MXASJ
Then the Instrument Editor> Point Value should...
Then the Instrument Editor> Point Value should be for cents, not dollars. In such a case providers who quote as per the contract spec would have correct P&Ls, DOMs, etc.
Right?
Forum:
Commodities
March 6th, 2011, 08:26 AM
Replies:
15
ICE/NYBOT Prices help...
Views:
12,358
Posted By
MXASJ
Editing the default Instrument Manager settings...
Editing the default Instrument Manager settings by dividing the Point Size by 100 did the trick for backtesting. Default was 37,500. My new setting is 375.
https://nexusfi.com/v/j5ffcv.jpg
...
Forum:
Commodities
March 5th, 2011, 10:54 PM
Replies:
15
ICE/NYBOT Prices help...
Views:
12,358
Posted By
MXASJ
I think I figured it out... and found a bug in...
I think I figured it out... and found a bug in Ninja. I'll use NYBOT Coffee as an example (KC 05-11).
Prices are quoted in cents per contract. Friday's close was 272.8 cents, which is roughly...
Forum:
Commodities
March 5th, 2011, 09:33 AM
Replies:
15
ICE/NYBOT Prices help...
Views:
12,358
Posted By
MXASJ
Thanks. It is the minimum tick size in the...
Thanks. It is the minimum tick size in the default settings of Ninja which is confusing me.
KC is $18.75 a tick, and the tick seems to be 0.05 which is different than the default settings.
CT...
Forum:
Commodities
March 5th, 2011, 12:56 AM
Replies:
15
ICE/NYBOT Prices help...
Views:
12,358
Posted By
MXASJ
ICE/NYBOT Prices help...
Anyone trading any ICE products here?
Some of the details of the ICE softs contracts are doing my head in this weekend, or perhaps its the way the instruments are set up by default in Ninja.
...
Showing results 1 to 7 of 7
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