NG collaboration development

Discussion in 'Journals' started by 40yotrader, Jul 11, 2006.

  1. Sounds like your broker can only execute market orders for you. $300 for 10 lots is a poor show.

    If you hadn't turned off your PM I could have given you a contact....

    AM
     
    #41     Jul 20, 2006
  2. this is a great thread.

    Is this just for futures trading, no stocks trading?
     
    #42     Jul 21, 2006
  3. nkhoi

    nkhoi

    and now got killed for long, they definitely need ET consultants.:D
     
    #43     Sep 18, 2006
  4. jasonjm

    jasonjm

    all you guys who have successful trading systems for NG, which months do you trade? I mean how far ahead, which futures, plus how many months?

    thanks
     
    #44     Sep 18, 2006
  5. m4a1

    m4a1

    since there has been so much talk about natural gas lately, i was curious to see how my model would have performed. the last time i checked stats was 7/19 (my previous post).

    Rest of July: -3050
    August: -3500 + a trade which shorted on 8/28 and is still open (pnl should be around 15k as of last friday)

    so total pnl is around 8K. again, this is assuming $500 slippage plus commission. too bad i can't trade this.
     
    #45     Sep 19, 2006
  6. bolter

    bolter

    jason,
    There is alot of noise in the front month - as with most commodity markets. I generally trade the second to front month.
    bolter
     
    #46     Sep 19, 2006
  7. bolter

    bolter

    m4a1,
    Yes a decent move lately. My model got short 31/8 - unrealised P&L of about $22k per contract in the curent trade.
    all the best,
    bolter
     
    #47     Sep 19, 2006
  8. m4a1

    m4a1

    cool! hey what are reasonable slippage assumptions for 1 contract?

     
    #48     Sep 19, 2006
  9. bolter

    bolter

    m4a1,
    I use a standard allowance across all markets for end-of-day trading of 3.5% of the daily range.

    But my experience is that markets which have extended electronic trading you can work the order yourself and eliminate slippage altogether.

    bolter
     
    #49     Sep 19, 2006
  10. m4a1

    m4a1

    is this per side or rt? 40 was saying earlier that it's around $300 rt, so that would be near your 3.5% figure.

     
    #50     Sep 19, 2006