My energy trades

Discussion in 'Commodity Futures' started by TraDaToR, Jun 15, 2018.

  1. Overnight

    Overnight

    This all sounds damned familiar. Hmmm.
     
    #141     Nov 25, 2019
  2. Meaning??? Which/what/who???
     
    #142     Nov 25, 2019
  3. Overnight

    Overnight

    Something I was messing with when I got into trading spreads, but the "wrong way of doing it."
     
    #143     Nov 25, 2019
  4. So common bro .. what the right way (general terms of course..)—please remember I invited criticism...
     
    #144     Nov 25, 2019
  5. Overnight

    Overnight

    Trading exchange-traded spreads. Not my manual legging deal.
     
    #145     Nov 25, 2019
    TraDaToR likes this.
  6. got it ..thx
     
    #146     Nov 25, 2019
  7. I thought the op was asked before if he minds thematic postings by others..so perhaps I barged in uninvited with my question... my apologies @TraDaToR ...
     
    #147     Nov 25, 2019
    TraDaToR likes this.
  8. TraDaToR

    TraDaToR

    No, not at all. You can post that kind of trades. But Overnight is right. When displaying spreads as a result of OHLC datas of different legs, you end up with time series with unreasonable ranges. They use for example F and H highs and G low of a bar to generate the high of the "butterfly" for the time period, but those highs and lows didn't happen at the same time inside the bar, so it clearly wasn't tradable. For example, the F fly currently has a 5 tick daily range between -0.15 and -0.2. Good luck getting a fill at -0.35.
     
    #148     Nov 26, 2019
  9. thank you ... looking at the chart I suspected that something is/was wrong... I appreciate your sharing your insight...
     
    #149     Nov 26, 2019
    TraDaToR likes this.
  10. TraDaToR

    TraDaToR

    Last call for the ethanol F/G spread. Still 10 lots on hanging at -0.012.;)
     
    #150     Nov 26, 2019