That's correct, that's how all the funds roll their positions, i.e. by buying/selling the spread depending on their position.
Hi, I live there on PI.
Maybe try another version of Excel. I had issues with 2016 so I have to use 2013 now...
Ok thank you.
Thanks, I will contact them directly. Where can I find information about 3rd party algos by the way? Also, if someone develops an algorithm for...
Is there an algorithm to trade commodity futures at the open (to get a price as close as possible to the open price) by any chance? Do you need TT...
Do you know if RTD is supported by OpenOffice. At the moment I use Excel with Python (xlwings) for my trading and rely on RTD to get realtime...
FND: First notice date. Day after which you might have to take delivery.
Thanks, similar to most of my trades on commodities. Where I have an indicator which gives me the direction to trade and then I trade...
Out last 1/3 @ -0.45.
Out remainder @ 1.
Out another 1/3 @ -0.21, keeping the rest for now.
How do you choose which contracts to trade? Just asking because the September maturity is usually lightly traded so at the moment I simply ignore...
Took 2/3 out @ -5.5. Don't think this one will go much higher. Looking to get long on N-Z at some point.
Taking 1/3 of my position out @ 0.21. Some elements of my strategy captures movements during the last month before FND. I like to trade these...
Short Cotton K8-N8 @ 0.81. Small stop around 1.0 as close to the highs.
I recommend backtrader too. This is what I use for backtesting on futures (with the possibility to backtest on all the maturities of a future as...
April's fool?
Let's call it a strong hunch.
Long Oats K8-N8 with an average @8. Seems ready for a bounce.
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