I think that you can improve risk-adjusted performance greatly by accounting for correlations. RB, CL and HG are correlated with ES. EUR/USD is...
Velocity Futures has a plan where you pay for X-Trader via a mark-up to the commission, rather than the monthly fee. I don't know if there any...
Current curve is on the cme site. http://www.cmegroup.com/trading/interest-rates/ I'm not sure how to get the historical curve in a...
I would do two things, just to start the verification process. Heiken-Ashi charts confuse me, so I can't tell you how to exactly verify your...
Have you considered using volatility-based position sizing? It may have helped in this situation, while maintaining your "edge." e.g., define...
Samsara, One thing to keep in mind when looking at longer-term commodity charts is the "roll effect." See those big gaps in the cattle chart?...
The problem with this analysis is that the WTI crack spread does not represent the actual margins of VLO. East Coast refineries buy their oil...
Interesting journal. Usually I see daytraders and stat arb guys. How do you size your positions? Risk % per trade? Looks like you are risking...
+1 Cracks move a lot during the day. Look at Gasoil/Brent as well as RB/HO/CL.
+10000
palladium
Dollar Index, Crude (CL), Copper
Advantage. Not a customer (yet), but have never heard anything bad about them.
The CME site has carry charges on the individual commodity pages. You have to dig a little, but they are there. It even has a spreadsheet to...
Look at your simulator trades closely. You said you use limit orders. How does Strategy Runner fill limit orders in sim? Some simulators don't...
I'm only a rank beginner in ACD (and its close cousin, Tony Crabel's opening range breakout), but I'll take a swing at this: The entire foundation...
Barchart seems to do pretty well for end of day spread quotes. (They don't show exchange-supported intraday quotes, though, only the synthetic...
That's an interesting observation. However, I think that the this thread is mixing two different but related ideas. There is a difference between...
Any opinion on CBOT wheat vs. corn snapping back? It seems to have consolidated. Sep-Dec looks like the trend has changed as well.
Thanks for your contributions. What is the y-axis on this graph? The percentage number of profitable trades recommended on a certain date?
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