Ag trade ideas

Discussion in 'Commodity Futures' started by TraDaToR, Aug 24, 2014.

  1. Vyki

    Vyki

    maybe you should move your stoploss after price move a lot? If you think about it in this way (looking at your last screnshot): imagine it's happened few days ago, so current price is -28. TP is -29, SL is near -20. You risk 8 points and your prize is 1 point.
     
    #1341     Feb 29, 2016
  2. @Vyki

    I dont have enough information on what you are doing or which data you are using.
    However I can say two things:
    - You shouldn't use 'c1' 'or 'first expiry' because nobody can trade them (there is the jump between expiries which is really a P&L
    - Seasonilty is difficult because as it happens every year your sample is really small.. As the number of commodities and month is much above the historic available anyone can find seasonalities but its likely to be overfitting. Be careful !
     
    #1342     Mar 1, 2016
    Vyki likes this.
  3. @TraDaToR

    Maybe you should average your exit, you would much less sensitive to a given price level and your P&L would be closer to your trades ?
     
    #1343     Mar 1, 2016
    TraDaToR and Vyki like this.
  4. I just received futures in my brokerage account which I didnt trade...
    Strangely, these futures are in an expiry where nothing has been traded..
    I win some good money on these futures.
    Then, I wonder what would be the good move to keep the money for me ?
    I am under american law on this account.
     
    #1344     Mar 2, 2016
  5. i960

    i960

    So you had futures transferred into your account out of the blue? This is like receiving extra money from the bank that is obviously an error. Report it - don't mess with the positions at all.
     
    #1345     Mar 2, 2016
    TraDaToR likes this.
  6. TraDaToR

    TraDaToR

    Out @ -3.:)
     
    #1346     Mar 3, 2016
    Vyki likes this.
  7. Vyki

    Vyki

    Just trying to write my seasonalgo:) and at this step i'm learning how to build seasonal charts.
    ____

    Also sold lev-lez @ 0.150 and sbk-n@0.18 and ccu-z @ 34
     
    Last edited: Mar 3, 2016
    #1347     Mar 3, 2016
  8. TraDaToR

    TraDaToR

    Added today. Average price 0.1.
     
    #1348     Mar 3, 2016
  9. TraDaToR

    TraDaToR

    I would do CC U/Z but beware of LE V/Z. The curve is going backwards.
     
    #1349     Mar 3, 2016
    Vyki likes this.
  10. TraDaToR

    TraDaToR

    Somebody long Live Cattle J/M?
     
    #1350     Mar 9, 2016