if you look at WTI crude future on NYMEX vs. on ICE. often times you see the bid of one exchange > the ask of the other exchange. Is that a...
How do I get USDA and Informa reports? Any other good fundamentals stuff that I should get in order to trade to win?
I can ask for any good services...
I have Bloomberg and Reuters, but I don't have USDA and Informa... Is there a way to find those info such as stock - use and USDA and Informa...
Thanks and could you please elaborate on "synthetic settlement prices for Cotton when it goes limit up or down"?
I searched on the theice.com website, but couldn't find the official settle time for ICE-US-softs? I am looking for the settle times of Coffe,...
Hi all, I've read some threads about stops in trading systems... What stops do you favor? Trailing stop based on percentage off the peak,...
Hi all, I've read the heated discussion in the trend-following thread below and I have two questions: 1. Is there a way to judge the...
8 losers in a row now. The previous backtest shows out of all those losing days consecutive runs, there is only < 2% that are 8 losing days in a...
Thanks! So you optimize w.r.t. Calmar ratio or Sharpe Ratio or Sortino Ratio?
Dude, I am losing serious money...
Oh I am testing futures... so the notional scalability for me is an arbitrary number... I agree "so dont add a historically biased rule to...
oh thanks for pointing that out. (annualized rate of return / max drawdown) is exactly what I have been referring to... sorry for the confusion...
Hi all, I have an existing system that's losing money 6 days in a row recently... What can I do about it? I experimented with a new stop...
Hi all, I am backtesting some strategies based on OPEN prices in commodity futures... My collaborators don't like OPEN because they say we...
Hi all, I am currently using closing prices for strategy backtests. Any thoughts about the use of intraday data to aid generating signals or...
But I am a newbie had no prior experience at all... Any more thoughts?
Hi all, I have a system that's losing a lot of money recently. I considered adding a rule to the system, which is much like...
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