Recent content by BlueFightingCat

Sorry about that. I managed to sort it out after I posted. The contract was still trading. However the question is still valid. What happens if you still hold a position and the first notice/last trading day comes up.

Long and physical. e.g. Soybeans.

It's just a theoretical question at this point. I remember when I used to use Interactive Brokers they would not all delivery and would close out a position before it would expire. I wonder whether Tradestation would do the same thing.

Does anybody know how Tradestation handle open positions that need to be rolledover? If I have an open futures position and I forget to rollover in time, how does tradestation handle that?

I was just doing some comparison between 15 minute futures data. There are quite a few discrepancies in IBs historical data. I compared IB to Tradingview and IQFeed. IB had a lot of discrepancies whilst Tradingview and IQFeed were the same. Has anybody else experienced this? What does...

Hi, Is anybody aware of being able to get futures data files into ascii format including Delivery month (DM) and unadjusted close (UC). Like this: D,T,O,H,L,C,V,OI,DM,UC

Very valid point indeed.

I have a strategy for buying ATM options. I hold the options for a few days whilst I expect the underlying and/or IV to go in my favour. I buy ATMs because they have decent Vega and Delta. However I have a dilemma on whether to buy ATMs that are slightly ITM or slightly OTM. Based on my...

Hi thanks for this insite. I currently trade stocks using a hard volatility based stop. I either get stopped our or exit when my indicator says so. So my risk is the same regardless of whether I use stocks or options. With stocks there is always the risk of slippage and gapping. So the risk is...

I've read about the greeks and I understand how they effect the price of the options. My issue is identifying options that have a low IV i.e. comparing current IV with past IV and finding options with low relative IV thus keeping the probability of IV going down as opposed to staying put or...

I've doing some reading. Any recommendations?