I'd suggest to go for an internship with one of the banks or not too small hedge funds so you get a better understanding of the job descriptions...
For implementing a trailing stop you need the wiggle room first (especially on the DAX!) and still confidence the market's going further your way....
Regarding volume... with roll trades I refer to trades where one future expiry is traded against the other (e.g. Mar vs. Jun) which is going to...
Do you strip out the volume arising from "roll trades"?
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