Recent content by chimera123

Hi, Really nobody trades EOD currency futures? Another example: How do you trade the Australian dollar (A6) on GLBX, market is open 23 hours from 05:00pm-04:00pm. How do you guys manage to have the daily bar available before the market opens again? thanks

Hello, Based on my tradingplan I place all my orders outside of the regular trading hours to be executed at the markets opening session. I am focusing currently on future contracts only. So far so good, I don't have any issues to place the orders on commodities, but when looking to the US...

Hello, I am relatively new to trading and actually playing with a software called Tradingblox, hoping that one of you guys can help me on this. Tradingblox generates orders based on predefined buy/sell logic. I do have a question regarding order execution, below pictures shows following...

Hi Flip, Thanks for your detailed description on this topic! Option 2 is exactly what I was looking for. One more thing. In case I decide to roll on a fixed calendar schedule only, will it be also the case that I will get always rolled into the contract that shows at the roll date the...

Flip, thanks for your reply! My data provider is CSI, back adjusted data will be created by using a software called Unfair advantage. Up to know I am not aware that there is a possibility to "customize" my backadjusted data based on my rollover preferences. I already checked the UA...

Hello, I don´t know, but I guess I will always stick with the spot month. Why? All backtesting has been done by using back adjusted data, which is simply a collection of all spot months, therefore I cannot switch to a more distant forward month as those data are not included in my back...

Hello, I am planning to use a trendfollowing strategy but actually I am bit confused regarding the rollovers. I am planning to perfrom rollovers on fixed dates well before FND/LTD. I skipped the approach to use OI/Volume as a trigger because sometimes OI/Volume triggers after FND. So the...