My energy trades

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

  1. Hello Halil: I do have CQG Qtrader as my main execution platform and can charts spreads nicely with exceptions which I will outline shortly
     
    #61     Nov 13, 2018
  2. Here are things i can do and what i cannot do
    - I can chart calendar spreads mostly fine (will mention why only mostly)
    - I can chart flies and condors but ONLY as a line chart using the Spread function - SPREAD(CLES1Z8-CLES1Z19)
    - I can chart using the Bar function - BAR(CLES1Z8-CLES1Z9,1) but since i have only 4 months of data its not good for Daily/Weekly


    - Also for contracts that are further out that dont trade much (even though the DOM is quite liquid), since they dont trade much.. i am really not able to chart it well.. and definitely not OHLC
    Note: Only in Integrated client can i use chart by Bid/Ask

    and i really really wish i could do all this with SierraCharts since now i can have multiple charts instead of 4 tabs on Qtrader (or i pay 500/month for CQG IC)


    Note: I can do it with Sierra.. have 2 charts and using the Difference bar function (one minus another) and each can be a calendar.. i can minus or add
     
    Last edited: Nov 13, 2018
    #62     Nov 13, 2018
  3. try CLES1?1-CLES1?13 and set to continuous & spreadbar.

    Not sure what your data limitations are, but if this doesn't work just PM or email their support. They are solid.

    you are charting the exchange traded spreads? what happens when you chart that spread using the outrights?

    Yeah, that's true. But the advantage with CQG which I don't think Sierra will add anytime soon is the amount of ways you can look at multi-legged spreads(>2) and especially if you plan on trading intermarket spreads which may not line up with trading sessions (sierra only lets you set 2 custom session periods). Depends what you want though.

    I think I've seen people here use Esignal for spreading?
     
    #63     Nov 13, 2018
  4. TraDaToR

    TraDaToR

    Holy shit. NG is a beast. Not exactly my worst trade so far:)
     
    #64     Nov 14, 2018
  5. TraDaToR

    TraDaToR

    Who thinks it can go completely ballistic like in 2000 or 2006? I have made more than 0.5 in 2 days.
     
    #65     Nov 14, 2018
  6. TraDaToR

    TraDaToR

    Liquidated half @ 0.566 just now. :cool:
     
    #66     Nov 14, 2018
  7. dsch11

    dsch11

    @TraDaToR It just went in a straight line? o_O:D

    How much did you bank mate? If you wanna share ;)
     
    #67     Nov 14, 2018
  8. Yes 2 6+ % days crazy
    Ha ha make that 12% today
     
    Last edited: Nov 14, 2018
    #68     Nov 14, 2018
  9. TraDaToR

    TraDaToR

    Yes. It went in a straight line. I just put the position on Sunday night, noticed I was green monday morning and let it run, watching the P&L once a day like I do with long term positions. It's only when I saw the profit this morning that I realized how crazy it was. Now my decision to liquidate half this morning can appear stupid but I still think it was a good decision. I always liquidate half at the historical norm.

    We will see If I am able to liquidate the rest at a good price. I am pretty new to short term energy trades so my position was small.
     
    #69     Nov 14, 2018
    dsch11 likes this.
  10. TraDaToR

    TraDaToR

    By John Kemp
    LONDON, Nov 14 (Reuters) - U.S. natural gas prices have
    leapt to the highest level for more than four years as the
    market tries to conserve scarce gas stocks in the face of
    unusually cold weather settling across much of the country.
    Futures prices for gas delivered at Henry Hub in January
    2019 have surged to more than $4.50 per million British thermal
    units, up from just $3.28 at the start of the month, and the
    highest since July 2014.
    Gas stocks are at the lowest seasonal level for 15 years and
    around 15-16 percent lower than at the same point last year and
    the five-year average, according to data from the U.S. Energy
    Information Administration.
    While most forecasters have been predicting a relatively
    mild winter across the northern United States because of the El
    Niño developing over the Pacific, temperatures have recently
    fallen far below the seasonal average.
    Until the end of the first week in November, temperatures
    had been slightly milder than the long-run average and in line
    with the start of winter in 2015, 2016 and 2017.
    Since then, however, temperatures have plunged well below
    normal across most of the lower 48 states pushing cumulative
    heating demand up sharply (https://tmsnrt.rs/2QHeLqG).
    Colder than average weather is expected to persist across
    most northern and eastern population centres for the next week
    according to the U.S. government's Climate Prediction Center.
    If the forecast is correct, this will be the first colder
    than average start for over three years and increase the
    pressure on already-stretched gas supplies.
    The confluence of unusually cold weather with very low gas
    stocks has sent near-term gas prices surging as the market tries
    to limit consumption as much as possible.
    Rising prices should encourage gas-fired power producers to
    limit the number of hours they run in the next few weeks to
    conserve stocks, while price differentials should result in
    maximum switching to coal generation.
    If benchmark gas prices rise high enough, they could also
    discourage LNG exports.
    But low inventories have left the market very vulnerable
    with price spikes likely to recur later in the winter to cope
    with any extended periods of cold weather.
    As a result, hedge fund managers have a clear bullish bias
    on prices this winter, with long positions still outnumbering
    short ones by a ratio of more than 4:1 last week, only slightly
    below the multi-year peak of 5:1 set in mid-October.

    Related columns:
    - U.S. natural gas prices surge on cold weather forecast
    (Reuters, Nov. 6) [nL8N1XH5TE]
    - Low U.S. gas market stocks tempered by mild El Niño
    forecast (Reuters, Oct. 19) [nL8N1WZ45W]
    - U.S. power producers coal consumption falls to 35-year low
    (Reuters, Sept. 26) [nL8N1WC49O]
     
    #70     Nov 14, 2018