Thanks a lot. To me, the difference was only a terminology problem between stocks and futures. Thanks for explaining, i get it now. I was...
Hello, Is there some retail futures brokers offering reduced margins on futures pair trades( calendar spreads or intermarket )? Thanks.
Is it only TS? It's really weird. It's like there is few transactions...
Does TS have a problem or is it globex? I had no quotes on EMDM07 and ER2M07 until 8:32 CT and no quotes after that. Does anyone has seen...
I don't understand what you are talking about with pit market structure, gap... The two contracts are the same. The only difference is...
I don't know but I think over analyzing, trying to model the market extensively and be too demanding when you test a system can be...
I have a different record. When I started trading, I've made 2 years of important profit by pure luck in long term investment( 50 % and 30 %...
Thanks.
ok thanks
Can you program strategies based on DOM with OpenQuant? What kind of feed do you need for such systems? Thanks
Even if your timeframe is 120 min? Daily? There are a lot of big lots coming out... On ES( I know it is totally different ), you have a chance...
I've a similar question : Can you program strategies based on DOM with OpenQuant? I just have to program the auto execution, no backtesting...
ROA ( net profit / max intraday DD ) is really impressive. Profit factor is not incredible but OK. It seems like this system is pretty good as...
rich idea. This must be extremely hard to do.
ok thanks. I enjoy understanding the basis, something i have never made before since I was trading index futures.
MACD :D
It seems like everyone is switching to the december contract instead of september on wheat and corn. Is there some fundamental reasons related...
Yes, any programmable package like TS displaying 2 or more datas on screen can do it. There are already" spread-diff" and "spread-ratio"...
Update : I was saying that spreads were not that wild. In fact, my model has entered long BOK07 at my calculation time this morning. I wanted...
I find ag overnight session interesting for one thing : it doesn't move much. So I have a system on ags based on daily bars and enter limit in...
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