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...
Let's call it a strong hunch.
Long Oats K8-N8 with an average @8. Seems ready for a bounce.
Went long on this one too a few days ago but in the red so far...
Out @ 0.07.
Indeed, still working on my system as it is still experimental at the moment. I'll get there :-).
Out @ -5.8 (might re-enter again lower if it drops).
I did some quick analysis on this and this is not really profitable anymore so I dropped it.
There are plenty of papers out there on this subject.
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