I would like to run this system on Ninja. I do not have it for systems creation at this time. If someone would like to help me do this, let me...
I hear you and I am familiar with continous contracts. I havent a clue how they would adjust a contango or backwardation on an intraday database...
Hi It is not a spread. It is on individual crude oil contracts. The stats there specify which. Some are on Brent and some are on WTI
Again merged data is useless. I going to reserach getting some old contract data.
Im not new to trading at all. 15+ years. As I said above, continuous data would be erroneous as the seam between contracts would render it...
What do you mean by that? The contract is only the most active for a one month period. You can only really evaluate this on the active...
Any one crude contract is the active contract for only one month of its life so it is kind of hard to get a lot of back data but I hear you. My...
Brent for 05/06/07/08/09 contracts Performance Results for brent 13/06 Range .75 D System bobscrude From 4/11/2013 11:22 to 5/16/2013 16:33...
Here are results on CL for contracts 05/06/07/08/09 Performance Results for cl 13/05 Range .75 System bobscrude From 3/19/2013 15:17 to...
It is on a range bar chart.
OK Thank you I have applied it to 3-4 months of prior contracts and get similar results. Because crude rolls every month I have to apply it to...
i dont know if you can attach more than one pic Here is cl
I am new to designing auto systems and am working on a couple for Brent and CL. These are the performance summaries so far and I was hoping to get...
I am fairly computer savvy and I will try and work through this but the second paragraph there has me scratching my head. Thank you for the reply...
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