Recent content by dasenbrj

What exactly is the CFTC doing when adding in the options contracts? For example, If a leveraged fund is short a 100 lot of calls on bond futures, does this add to the short or long position for that category?

Hey everyone, What is the best way to estimate the cost of production in E&P companies? It seems like there should be a way to estimate cost per BOE production.

I am thinking about spending a bunch of time and resources researching this hypothesis. I would like to see what others have to say about it, is it even worth testing?

Hey everyone, Here is my hypothesis: Price breakouts that are lead by front month contract follow through more often and perform better than price breakouts that are not lead by the front month contract. Thoughts?

Thanks for you reply. There are some days where the market hits both my profit target and my stop loss, but there are relatively few. I decided to just count them as losses. What I am having a problem with is that there are some ten day periods where the market hits both my stop and the...

Hello, I was trolling the web and this site seemed like one to pose this question to. I am backtesting a trading system in Excel. I am using mostly IF() functions. Each trade has an exit stop point, and each trade has an profit target. Obviously, if the market trades past the profit...

If the patterns do not always look the same, how to trade them systematically?

So, you are saying that it boils down to a blend of intuition and a framework both developed through research?

I was thinking about last night, and I think I overstated the case a little bit. This means that the engulfing bearish reversal as I have defined it here is not very useful, empirically. But it may be more useful in context of other factors; the major/primary trend, the trend of the averages...

No, I have not. How do you define failure exactly? There is more than one way to define it.

I like that quote. Sometimes I feel like a poser for talking like I know things, but I think a person has to have some thoughts to progress. If I perpetually tell myself "I don't know anything," that might just continue to be the truth. Admit that I could be wrong, and change my mind in an...