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micros?

try trading multiples of 2 or more if possible, taking quicker profit on first unit and allowing the second part a chance to be a larger winner. Of course depends on logic, backtesting and much more.

I hope this reply is still relevant. I have worked both with a professional coding my stuff for sierra, Ninja and OEC as well as coding my own stuff using CQG. I think Sierra or multicharts may be the most cost effective way to go and i will be happy to provide you with contact info of the...

what platform? You should be able to place stops on open positions without an issue and/or be able to cal broker/desk right away. To answer your initial question, I would keep a very tight journal, start with 10 and once you have a good log of daily action, P&L, worst losses etc. consider going...

Live or back tested? Largest drawdown per contract from peak to valley? Largest single loss?

I asked our risk manager , John Thorpe: Start and End refers to the range of contract months assigned to the particular maintenance margin requirement. To arrive at your Initial spec requirement, make sure to multiply the maintenance req. by 110%. I think a word of caution is in order...

I asked my colleague Mark O'Brien to contribute his opinion: To this analysis I would contend that a three-day increase in the price of [Dec.] crude oil is an insufficient sign of a price move that’s somehow counter to any longer-term seasonal pattern, nor a counter reaction to the handful of...

I dont think the position size or account size would have something to do with the pro vs non pro classification. At least it has not for us so far. Normally it would have to do with employment, registration with NFA / SEC and if the account is set up as an entity and not as an individual/joint...

We have the ultra bond here on the futures side...same tick size as the 30 yr ( ZB) good volume overall.

Yes position limit is 60k max order size is 3000 you may have to report positions held overnight to the clearing house/ CFTC if you carrying more than a 100.

Yes up to a certain level and then it depends on the platform, trader history, markets etc. I will PM you.

Like @wrbtrader mentioned the 20 limit is probably based on your account size. For example over here, if you have $10,000 you can go long or short intraday 20 contracts using the $500 day trading margins ( I would not recommend that personally but you could....). Most brokers will set maximum...

2 vs 1 is the appropriate recognized contract ratio set by the exchange . this is the current ratio to take advantage of a widening spread as set by the exchange. since rates have been so low for so long this ratio hasn't changed in well over 10 years.

The call provides protection to a certain degree and the selling of the put if market goes your way acts as partial profit taking. A bit more and in depth here.

I am biased towards futures.....I feel it is the "real thing" what you see is what you get.

I would probably use futures with options as risk mgmt. Example going short gold while buying a call option rather than a stop and possibly selling a put if the market goes my way nicely enough. No perfect solution and each method has + and -

My colleague Joe Easton, wrote a nice piece on natural gas this Friday! While I dont know enough details on your project, Joe and i initial instincts is to go out 6-12 months out go long the future contract and periodically sell short term covered calls against it and buy puts with the money...

From my colleague, John Thorpe: A position trader can benefit from weekly changes in the COT report. As others had suggested in your thread, of course this information may be folly to follow if you are a short term trader. Many long term trends have been known to reveal their turns through the...

My guess is large orders triggered by ALGOS that scan the news and place trades accordingly.

I recommend my clients to have an exit strategy ( good and bad ) before entering the trade.... The answer to your question depends on your outlook, risk capital, account size etc. If you are worried about another leg up, weekly mini SP500 calls could provide some protection rather than using a...