I was about going to change my system today, since my system didn't perform well lately. According to this planned change, I should have sold corn. And since my system is a slow system which usually trades on settles... and also I backtested my system using settle prices, today I was waiting for trading at settle, as usual... All of sudden it hits down limit and I was unable to sell .... Any thoughts? What shall I do? It looks like I should have switched my system intra-day, instead of waiting for the settles? How do you usually switch your system?
When markets are lock-limit, look to the options to see where the "synthetic" futures price is. You can trade there. :eek: