Earlier you talked about using multiple entry limits, grabbing pullbacks, and scaling in. I am onboard with that. But, how to attack multiple...
Thanks for the opinions
Helpful diolague to learn from both viewpoints.
So I am gathering that the preference is to trade the spread rather than a single leg - and that a longer time frame is needed. My previous...
I'm currently looking at pairs such as CL/HO and CL/RB using CL as the lead. My analysis has been mainly based off the delta between the...
Is anybody profitable by identifying a leading instrument and trading a correlated lagging instrument? Just taking a position in the one leg of...
Ok, so I tend to believe that the market is somewhat of a living thing, or at least a personified thing that exhibits different behaviors at...
Thanks, it seems to me that the most difficult part of trading is all centered in market behavior of each day. Discipline, strategy, direction...
I have been running some analysis on the ability to average up or double down on strategy performance. In other words, if my strategy performes...
I could use some further explanation, especially regarding conclusions d. -> g. Thanks
yeah, this is a great point that I was thinking on as well. The optimization can add aditional risk that you miss the move your strategy was...
For clarification, is that to say if you have a strategy that consistently breaks even or better(less commision/slippage) across multi-assets,...
Good comments from both of you! Yes, walk forward optimization is exactly what I am talking about. I think as you said, braincell, the way...
Does anybody intentionally curve fit a strategy to optimize results for the immediate time period. A thought I've been toying with is to...
Great advice... I looked them up and subscribed. Some good info there. And thanks for the insights, bone.
A lot of calendar spreads, energy futures especially because of less seasonality than some commodities such as grains, seem to trade in a range...
Some good advice here, thanks. Most of my strategies are intraday, so they find signals every day. The problem is that they run a week or...
Yeah, that's my point exactly. Fundamentals should not have influenced the spread that much in a single day. There was a big move in the...
In my experience, there are many good strategies around, but they are only good under the right market conditions. What techniques do you use...
Right... but why the descrepency in the spread? That's the question.
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